The DSB has sourced the list of Floating Rate Indices from FpML, specifically the following schema:

https://www.fpml.org/spec/coding-scheme/fpml-schemes.html#s5.91

The DSB is aligned with the FpML change process and cannot independently amend or add to the dataset. The DSB will work with industry and the index provider in the pursuit of enhancing the source enumerations in a timely fashion such that all required indices are represented.

The addition of new indices to the JSON schemas maintained by the DSB are subject to the Change and Challenge process policy to be published by the DSB.

https://www.anna-dsb.com/download/dsb-term-of-contract-faq/

FX Swaps that are based on non-deliverable or offshore variations of non-deliverable currencies are supported through the Non-Deliverable Swap (FX.Forward.NDS) template. The template supports the input of the ISINs of two matching non-deliverable (FX.Forward.NDF).  or non-standard FX forwards (FX.Forward.Non-Standard) that have identical currency pairs and differing expiry dates.

Non-Deliverable Swap ISINs for Offshore variations of non-deliverable currencies (such as the Chinese Yuan/Renminbi) can be generated using a pair of underlying non-standard FX forwards (FX.Forward.Non-Standard). In this case, the underlying ISINs should include the ISO 4217 currency code (eg: CNY) and an appropriate ISO 3166 Place of Settlement (eg: “Hong Kong”).

The Bank of International Settlement – Triennial Central Bank Survey September 2016 was used to determine the classification of G8 currency pairs as FXMJ, Non-G8 currency pairs as FXEM and all others as FXCR.

Any given currency pair is categorised as follows:

If both currencies are FXMJ à categorise as FXMJ

If both currencies are FXEMà categories as FXEM

If above criteria is not met à categorise as FXCR

FXMJ

FXEM

All others are FXCR.

To ensure the OTC ISIN can be created, validated and returned to users near real time, the only validation the DSB performs on the underlying ISIN is syntactic validation. The onus is on the user to ensure the correct underlier is submitted for the correct template.

You should note that not all DSB ISINs that are created are being used for regulatory purposes, user have been creating DSB ISINs for internal use.

For full list of validations please refer to our DSB Product Definition documentation here