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 Interest Rates Swaps based on a pair of underlying floating reference rates:

The DSB is aware of the increased use of cross-currency Basis OIS and the PC will continue to monitor the situation and will follow up as required.


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