General Guidance Archives

Deprecated Currency Codes

Question: What does ‘deprecated’ currencies mean and how does this impact the creation of OTC ISINs and UPI? Answer: Currently the DSB supports all ISO 4217

The DSB is obliged to ensure that enumeration list available for Commodity Reference Price as Underlier are kept in line with the FpML Scheme definition: https://www.fpml.org/coding-scheme/commodity-reference-price-4-1.xml

Enumeration Lists – Process to Support New Values

The DSB maintains the several lists of enumerated values based on its golden source (full list below). The DSB is not able to remove or delete

Floating Rate Indices

What is the process to making FRO values available? The DSB sources the list of Floating Rate Indices and Inflation Indices from FpML*, specifically the following

ISIN Prefix Values

Any ISINs with a two-letter prefix of XA, XB, XC and XD are assigned by substitute numbering agencies to cover cases where an NNA exists in

FX Swap Product Template – Underlying Asset

The FX Swap template is designed to allow two underlying FX Forward ISINs (based on the same currency pair) to be specified in the generation of

Product Template Use

Question: I’m unsure of the product template I should use, what should I do? Answer: Unfortunately, the DSB is not in a position to confirm which

Underlier Normalization for Rates Swap Inflation Basis

For Inflation_Basis product, normalization applies if the underlier component selected is “Inflation Rate” vs “Inflation Rate”. Otherwise, normalization does not apply if the underlier component selected

ISIN Not Available

In the event that the user does not have an ISIN to use for a standard product template then “Other” should be employed, for example if

Definition of Reference Rate, Reference Rate Term Value and Unit

DSB users are advised of the following definitions when using the attributes for Reference Rate, Reference Rate Term Value and Unit. Reference Rate: Identifies the reference