Users submitting a value for Settlement Currency in any FX ISIN product template are advised that the attribute is optional and should not contain XXX without prior authorization of the DSB Product Committee. Users are requested not to submit a value of XXX which is defined in the ISO 4217 standard as “no currency involved […]

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 […]

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 […]

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.

The DSB supports the creation of ISINs for several types of FX Forwards*: FX Forward: • Where both currencies are deliverable. Non-Deliverable Forward (NDF): • Where one or both currencies are non-deliverable (in the context of the trade) and require a Settlement Currency. Non-Standard Forward: • Where the FX Forward does not adhere to the […]

• In order to ensure consistency when creating or retrieving ISINs for Credit Derivatives where the underlying index does not have a Series, Version or Term (such as the iBoxx family of Total Return Indices), the request to the DSB should apply the following standard input values: • Underlying Credit Index Series: 1 (one) • […]

https://www.anna-dsb.com/download/commodity-single-index-and-multi-exotic-templates-best-practice-guidelines/

https://www.anna-dsb.com/download/uk-totv-utotv-faq/

Best practice for the use of templates for IR Basis (Float vs Float) Swaps – as agreed by the DSB Product Committee (Feb 2019) In order to ensure that ISINs for IR Basis Swaps (ie: Float vs Float) are generated in a consistent way, DSB users are advised to follow the guidance provided below. For […]