Release Milestones

Jun 2020 Release Milestones Status Notification
Product Committee Approval  (for USD reference rates) 25 Feb 2020 Completed
Product Committee Approval  (for Turkish reference rate and credit indices) 5 May 2020 Completed
Draft Documentation Available 28 Apr 2020 Completed 2020-04-29_Notification
Final Documentation Available 28 Apr 2020 Completed
UAT Release (for USD reference rates) 2 May 2020 Completed 2020-05-02_Notification
UAT Release (for Turkish reference rate and credit indices) 16 May 2020 Completed 2020-05-14_notification
Final Go/No-Go Decision 17 Jun 2020 Completed 2020-06-17_Notification
Production and UAT2 Release 21 Jun 2020 Completed 2020-06-21_Notification

JSON and Documentation Links

Product Templates
Templates Link
Documentation Annex 7 Indices

Change Details

DSB ID Title Type Github Change Request Tech Details
New enumerations added
DSB-153 RATES : Ref Rate : Two new Reference Rates to be added to the enumerated list Enumeration Link Link
DSB-154 RATES : Ref Rate : New Reference Rate: Turkish Lira OIS Enumeration Link Link
DSB-333 CREDT : New Indices : A number of new Credit Indices are to be added to product templates Enumeration Link Link
 

Affected Templates

Asset Class Template Request Name Template Record Name
Rates

Request.Rates.Swap.Cross_Currency_Fixed_Float.json

Request.Rates.Swap.Cross_Currency_Fixed_Float_NDS.json

Request.Rates.Swap.Cross_Currency_Zero_Coupon.json

Request.Rates.Swap.Fixed_Float.json

Request.Rates.Swap.Fixed_Float_OIS.json

Request.Rates.Swap.Fixed_Float_Zero_Coupon.json

Request.Rates.Option.Non_Standard.json

Request.Rates.Forward.FRA_Index.json

Request.Rates.Option.CapFloor.json

Request.Rates.Swap.Basis.json

Request.Rates.Swap.Basis_OIS.json

Request.Rates.Swap.Cross_Currency_Basis.json

Request.Rates.Swap.Inflation_Basis.json

Request.Rates.Swap.Non_Standard.json

Rates.Swap.Cross_Currency_Fixed_Float.InstRefDataReporting.V2.json

Rates.Swap.Cross_Currency_Fixed_Float_NDS.InstRefDataReporting.V2.json

Rates.Swap.Cross_Currency_Zero_Coupon.InstRefDataReporting.V2.json

Rates.Swap.Fixed_Float.InstRefDataReporting.V2.json

Rates.Swap.Fixed_Float_OIS.InstRefDataReporting.V2.json

Rates.Swap.Fixed_Float_Zero_Coupon.InstRefDataReporting.V2.json

Rates.Option.Non_Standard.InstRefDataReporting.V2.json

Rates.Forward.FRA_Index.InstRefDataReporting.V2.json

Rates.Option.CapFloor.InstRefDataReporting.V2.json

Rates.Swap.Basis.InstRefDataReporting.V2.json

Rates.Swap.Basis_OIS.InstRefDataReporting.V2.json

Rates.Swap.Cross_Currency_Basis.InstRefDataReporting.V2.json

Rates.Swap.Inflation_Basis.InstRefDataReporting.V2.json

Rates.Swap.Non_Standard.InstRefDataReporting.V2.json

Other

Request.Other.Swap.Non_Standard.json

Request.Other.Option.Non_Standard.json

Request.Other.Other.Non_Standard.json

Other.Swap.Non_Standard.InstRefDataReporting.V2.json

Other.Option.Non_Standard.InstRefDataReporting.V2.json

Other.Other.Non_Standard.InstRefDataReporting.V2.json

Credit

Request.Credit.Swap.Index.json

Request.Credit.Swap.Index_Tranche.json

Request.Credit.Swap.Non_Standard.json

Request.Credit.Swap.Total_Return_Swap.json

Request.Credit.Option.Non_Standard.json

Credit.Swap.Index.InstRefDataReporting.V1.json

Credit.Swap.Index_Tranche.InstRefDataReporting.V1.json

Credit.Swap.Non_Standard.InstRefDataReporting.V1.json

Credit.Swap.Total_Return_Swap.InstRefDataReporting.V1.json

Credit.Option.Non_Standard.InstRefDataReporting.V1.json

Action Required

  • DSB users seeking to implement associated changes are requested to upgrade to the new template and conduct sufficient testing to satisfy the implementation of the revised DSB template – including testing and consumption of the end of day snapshot files
    • DSB users are required to accommodate the new/changed DSB template as early as possible during the UAT period.
    • DSB users are required to accommodate the new/changed DSB template into their Production environments.
  • DSB users with the ability to create ISINs are requested to assist with the UAT of the DSB template that they wish to use and to notify the DSB of any issues before the Final Go/No-Go Decision Date (see above).
  • The DSB’s UAT environment will be unavailable between 12:00 AM UTC on the Saturday of the UAT Release weekend and 12:00 PM UTC on the Sunday of the UAT Release weekend to allow for the implementation.