Release Milestones

September 2020 Release Milestones Status Notification
Product Committee Approval 28th July 2020 Completed
Draft Documentation Available 13th Aug 2020 Completed 2021-03-09 Notification
Final Documentation Available TBC
UAT Release 8th Aug 2020 Completed 2020-08-08 Notification
UAT Rollback 20th Mar 2021 Completed 2021-03-21 Notification

JSON and Documentation Links

Product Templates Available On
Templates Normalised
De-normalised
Documentation Annex 7 Indices

Change Details

DSB ID Title Type Github Change Request
DSB-659 RATES : Ref Rate : New Reference Rate: SONIA Compound Index  Enumeration Link Link

 

Affected Templates

 

Asset Class Template Request Name Template Record Name
Commodities  
Credit
Equity
Foreign Exchange
Other
  • Request.Other.Option.Non_Standard.InstRefDataReporting.json
  • Request.Other.Other.Non_Standard.InstRefDataReporting.json
  • Request.Other.Swap.Non_Standard.InstRefDataReporting.json
  • Other.Option.Non_Standard.InstRefDataReporting.V2.json
  • Other.Other.Non_Standard.InstRefDataReporting.V2.json
  • Other.Swap.Non_Standard.InstRefDataReporting.V2.json
Rates
  • Request.Rates.Forward.FRA_Index.InstRefDataReporting.json
  • Request.Rates.Option.CapFloor.InstRefDataReporting.json
  • Request.Rates.Option.Non_Standard.InstRefDataReporting.json
  • Request.Rates.Swap.Basis.InstRefDataReporting.json
  • Request.Rates.Swap.Basis_OIS.InstRefDataReporting.json
  • Request.Rates.Swap.Cross_Currency_Basis.InstRefDataReporting.json
  • Request.Rates.Swap.Cross_Currency_Fixed_Float.InstRefDataReporting.json
  • Request.Rates.Swap.Cross_Currency_Fixed_Float_NDS.InstRefDataReporting.json
  • Request.Rates.Swap.Cross_Currency_Zero_Coupon.InstRefDataReporting.json
  • Request.Rates.Swap.Fixed_Float.InstRefDataReporting.json
  • Request.Rates.Swap.Fixed_Float_OIS.InstRefDataReporting.json
  • Request.Rates.Swap.Fixed_Float_Zero_Coupon.InstRefDataReporting.json
  • Request.Rates.Swap.Inflation_Basis.InstRefDataReporting.json
  • Request.Rates.Swap.Non_Standard.InstRefDataReporting.json
  • Rates.Forward.FRA_Index.InstRefDataReporting.V2.json
  • Rates.Option.CapFloor.InstRefDataReporting.V2.json
  • Rates.Option.Non_Standard.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.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.Swap.Inflation_Basis.InstRefDataReporting.V2.json
  • Rates.Swap.Non_Standard.InstRefDataReporting.V2.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.