Updated 20th Apr 2026

Users are advised that if an ISIN is created using a historical date (backdated), then upon creation, the status will be set to ‘Expired’. In the DSB daily delta file, the same ISIN will show the status of ‘Expired’, not as ‘New’.

If an ISIN is created using a future date, then upon creation, the status will be set to ‘New’. In the DSB daily delta file, the same ISIN will show the status of ‘New’. Once the expiry date has passed, the ISIN’s status will be set to ‘Expired’ which will be visible in the ISIN record, and the daily delta file will include an additional status value of ‘Expired’.

The ISIN date created will reflect the creation date at which the ISIN was created, not the expiry.

Please refer to the following link for more information on how a Record status may transition: https://www.anna-dsb.com/download/dsb-record-status/

Currently, all DSB ISIN product templates require an Expiry Date to be set for creation. The Expiry Date must be in the “YYYY-MM-DD” format and cannot be less than “1970-01-01” or greater than “9999-12-31” as agreed by the DSB Product Committee.

For perpetual contracts, users are advised to set the maximum expiry date to “9999-12-31”. The DSB also recommends raising and checking with regulators for further guidance that they can provide on the reporting regimes.

Question:  In order to avoid duplicate identifiers, when generating or retrieving an OTC ISIN, should the user enter the Unadjusted or Adjusted Expiry Date?

Answer: In accordance with multiple regulatory reporting requirements, when generating or retrieving an OTC ISIN by attributes, the user should input the Unadjusted Expiry Date for all products.

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 categorized as follows:

If both currencies are FXMJ à categorise as FXMJ.

If both currencies are FXEM à categorise as FXEM.

If above criteria is not met à categorise as FXCR.

The DSB requires the entry of underlying Reference Rates based on the entries in the current version of the FpML Coding Scheme (e.g.: “USD-SOFR-COMPOUND”).  In order to support conformance to ISO20022, the DSB also maps each FpML Reference Rate to an equivalent ISO Reference Rate value that is determined in the following way:

1.  Set ISO Reference Rate to the appropriate code (if present) found in the ISO20022 BenchmarkCurveName2Code codeset.
2.  Else, set ISO Reference Rate to the appropriate code (if present) found in the ISO20022 BenchmarkCurveNameCode codeset.
3.  Else, construct the ISO Reference Rate value by removing any currency prefix from the FpML Reference Rate and truncating the resultant text to max. 25 chars.

 *Where attribute name is ISO Underlying Instrument Index.

**This applies to ISO Reference Rate & Other Leg Reference Rate.

All OTC Derivative Products that have an Interest Rate as an underlying are required to include a Term Of Contract within their definition.  In order to support this, the relevant Rates and Cross-Asset templates have an integrated Tenor Calculator that is used when a Standard Tenor is not available. In this case, the user is able to supply an Effective Date and Expiry Date and the system will then calculate the Term of Contract Value and Unit which are then used in the definition of the ISIN.

Details of the calculation method used can be found in the DSB Tenor Calculation Specification.

The DSB Product Committee recommends that the Settlement Date is used to populate the Expiry Date attribute when generating / retrieving an FX Forward or Non-Deliverable FX Forward ISIN since fixing would occur ahead of any settlement.

An FRA accrual runs from an Effective Date to a Termination Date, but the FRA actually settles and expires on the Effective Date. For this reason, even though the FRA technically expires on the Effective Date, the DSB Product Committee recommends that the Termination Date is used to populate the Expiry Date attribute when generating / retrieving an FRA_Index or FRA_Other ISIN.

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 an FX Swap ISIN.

In the case of FX swap transactions that are concluded by way of a strategy involving two separate legs, the near leg might be such that would be a spot transaction if it were concluded as a standalone transaction. However, in the specific context of this approach to an FX swap such a near leg should be regarded as a forward with a spot tenor.

Similarly, if you are looking to generate or retrieve an ISIN for an FX Swap instrument where one of the legs has a spot tenor, it will be necessary to use the ISIN for an FX Forward with the relevant expiry date (being the settlement date for the near leg) for the near leg underlier.