Please refer to the Validations and normalisations for cross-asset non-standard products document

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 […]

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 […]

The DSB has adopted the ISO Currency Code list (ISO 4217) for all currency attributes. To accommodate offshore currencies, the DSB has introduced ‘Place of Settlement’ (ISO 3166) as an additional attribute in the FX Non-Standard Product Definitions. This allows an offshore location to be input against an onshore currency for example to recognise CNH, […]

Where required the DSB has implemented normalization rules over the attributes to ensure that a single ISIN can be generated for any combination of attribute values that constitute the same instrument. For all normalization rules please refer to our DSB Product Definitions document published here

The DSB is bound by open data principles meaning that all data submitted, used and made publicly available by the DSB must be free from any Intellectual Property restrictions. The Index enumerations provided within each asset class are in the form of the legal long name provided in an enumerated list and the contents comply […]

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 […]

The DSB has sourced the enumerated list from ESMA’s Transitional Transparency reporting data exercise that consolidated Index names traded and submitted by EU Trading Venues. This list is free from any IPR issues and is in compliance with our open data principles. Unfortunately, there are no market identifiers provided and industry will be required to […]

The DSB has sourced the Index names from IHSMarkit and are published as the legal long name. This list is free from any IPR issues and is in compliance with our open data principles. The DSB is aligned with the IHSMarkit change process and cannot independently amend or add to the dataset. The DSB will […]

The DSB has sourced the Commodities Reference Rate from ISDA 2.0 2015 taxonomy. This list is free from any IPR issues and is in compliance with our open data principles. The DSB is aligned with the ISDA change process and cannot independently amend or add to the dataset. The DSB will work with industry and […]