Release Milestones

February 2022 Release Milestones Status Notification
Product Committee Approval 11 Jan 2022 Complete
Draft Documentation Available 27 Jan 2022 Complete
Final Documentation Available 11 Feb 2022 Complete
UAT Release 12 Feb 2022 Complete 2022-02-12 Notification
Final Go/No-Go Decision 16 Feb 2022 Complete
Production and UAT2 Release 20 Feb 2022 Complete 2022-02-20_Notification

JSON and Documentation Links

Product Templates Links
Templates Link
Documentation Final Documentation

Change Details

DSB ID Title Type Github Change Request
Release of ISDA 2021 FRO Definitions (Fourth Release)
DSB-1616 RATES : ISDA 2021 : Add new FROs to the Rates and Non-Standard Enumerated Lists 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
  • Request.Other.Other.Non_Standard.InstRefDataReporting
  • Request.Other.Swap.Non_Standard.InstRefDataReporting
  • Other.Option.Non_Standard.InstRefDataReporting.V3
  • Other.Other.Non_Standard.InstRefDataReporting.V3
  • Other.Swap.Non_Standard.InstRefDataReporting.V2
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

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.