Release Milestones

March 2021 Release Milestones Status Notification
Product Committee Approval (DSB-1048) 12 Jan 2021 Complete
Product Committee Approval (DSB-1118) 26 Jan 2021 Complete
Draft Documentation Available 12 March 2021 Complete
Final Documentation Available 22 March 2021 Complete
UAT Release 13 March 2021 Complete 2021-03-09 Notification
Final Go/No-Go Decision 17 March 2021 Complete 2021-03-17 Notification
Production and UAT2 Release 21 March 2021 Complete 2021-03-21 Notification

JSON and Documentation Links

Product Templates Links
Templates De-normalized Templates
Normalized Templates
Documentation Annex 7 Indices

Change Details

DSB ID Title Type Github Change Request
DSB-1048 GBP - SONIA Swap Rate Enumeration Link Link
DSB-1118 Itraxx Asia ex-Japan IG (Restricted) Credit Index Enumeration Link Link

 

Affected Templates

 

Asset Class Template Request Name Template Record Name
Commodities
Credit
  • Request.Credit.Swap.Index.json
  • Request.Credit.Swap.Index_Tranche.json
  • Request.Credit.Swap.Non_Standard.json
  • Request.Credit.Swap.Total_Return_Swap.json
  • Request.Credit.Option.Non_Standard.json
  • Credit.Swap.Index.InstRefDataReporting.V1.json
  • Credit.Swap.Index_Tranche.InstRefDataReporting.V1.json
  • Credit.Swap.Non_Standard.InstRefDataReporting.V1.json
  • Credit.Swap.Total_Return_Swap.InstRefDataReporting.V1.json
  • Credit.Option.Non_Standard.InstRefDataReporting.V1.json

 

Equity
Foreign Exchange
Other
  • Request.Other.Swap.Non_Standard.json
  • Request.Other.Option.Non_Standard.json
  • Request.Other.Other.Non_Standard.json
  • Other.Swap.Non_Standard.InstRefDataReporting.V2.json
  • Other.Option.Non_Standard.InstRefDataReporting.V3.json
  • Other.Other.Non_Standard.InstRefDataReporting.V3.json
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.