[Karel]

The September 26 ESMA Q&A raises some interesting questions for the next version of the ISIN JSON generator. ESMA has indicated the need to include the term of the contract in the ISIN reference data.
See: https://www.esma.europa.eu/sites/default/files/library/esma70-1861941480-56_qas_mifir_data_reporting.pdf
page 26 – 28

[Karel]

ISDA published version 1.0 of the ISIN JSON generator, covering rates and credit.

The generator takes FpML trades as input, extracts values from relevant FpML data fields and generates the ANNA DSB-compliant JSON format which can be used to create or inquire about ISIN through the ANNA DSB.

Version 1.0 of the generator replaces the beta version. In addition, the version allows for an automatic generation of the ISDA taxonomy values based on the trade details.

The generator is available in the following ways:

On the FpML website: http://www.fpml.org/tools/fpml-to-isin-json-generator
Through an API for firms wanting to interface directly with the web service. To request access to the API, please fill out the required details at: http://www.fpml.org/tools/fpml-to-isin-json-generator-api.

See: http://www.fpml.org/tools/fpml-to-isin-json-generator/

[Karel]

We published the SONIA and SOFR floating rate options in the coding scheme. For others, such as ESTER, we follow closely the work by ISDA legal in defining the new rates. We will propose and update the new code values in parallel with the legal work stream

ESTER:
Consultations: https://www.ecb.europa.eu/paym/initiatives/interest_rate_benchmarks/euro_unsecured_overnight_interest_rate/html/index.en.html
Council decision: https://www.ecb.europa.eu/press/govcdec/otherdec/2018/html/ecb.gc180518.en.html

Karel

[Karel]

A new version of generator is available. For more information see: http://www.fpml.org/latest_news/isda-launches-a-new-version-of-the-fpml-to-isin-json-generator/

• This reply was modified 6 years, 6 months ago by batz.

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