Logo

Properties required for Aifmd

For information on integrating via API, please see our GitHub repository. For all other information on Rapptr please see our Zendesk HelpCentre


Asset Properties

An asset is the specific position a portfolio has in an instrument. Instrument properties are independent of portfolio, whereas asset properties are specifc to the portfolio

Property Name Applies To Description Data type Valid values & notes
AssetId required All Unique ID of the asset String e.g. ISIN + Market for listed instruments, Alternative Instrument Identifier for OTCs.
Must be unique for every asset in the portfolio and consistent across NAV dates
AssetName required All Name of the asset String
IsCollateral All If the position is being used as collateral Boolean
IsShareClassHedge All Set to true for positions that are used for Share Class Hedging Boolean Defaults to false if not provided.
MarketValue All Market value of a position in portfolio currency Decimal If the market value can't be provided in portfolio currency, it should be provided in instrument currency (property MarketValueInInstrumentCurrency). For derivatives the market value should represent the equivalent value of the underlying asset as opposed to the PnL of the contract.
MarketValueInInstrumentCurrency All Market value of a position in instrument currency Decimal Should only be provided if the market value can't be provided in portfolio currency (property MarketValue). For derivatives the market value should represent the equivalent value of the underlying asset as opposed to the PnL of the contract.
Quantity required All Quantity of the position Decimal

Instrument Properties

An instrument is the portfolio independent information

Property Name Applies To Description Data type Valid values & notes
AssetClass required All Asset class (e.g. Equity, Bond, CFD etc.) String Valid values: ADR, Bond, CDS, CFD, Convertible, Equity, Forward, Future, Index, Option, Rights, StructuredProduct, Swap, Unit, Warrant.
To ignore this asset during checking, set to 'Ignore'
AssetClassCustomer All Customer defined asset class String Only used for display purposes / in forms
e.g. if you have a more granular definition
CallOrPut Warrant, Option required If an option / warrant is call or put String Valid values: Call, Put.
ContractSize CFD, Future, Option, Warrant Contract size of a derivative. If relevant, this should be in instrument currency Decimal e.g. 1000 would mean every option represents 1000 of the underlying.
ConversionRatio ADR, Convertible, Rights Convertible: the number of equities one convertible converts into;
DR: the number of underlying shares represented in one DR;
Right: the number of underlying securities that one right gives entitlement to.
Decimal
Counterparty All Counterparty to an OTC deal or a deposit String
CountryOfIncorporation Equity, Unit Country the issuer is incorporated in String Valid values: ISO 3166-1 Alpha 2 country codes.
Delta Convertible, Option, Warrant Delta of the asset (price sensitivity with relation to the underlying) Decimal
InControlOfConversion Convertible, Warrant required If the holder has control over the conditions of conversion (for convertibles) or exercise (for warrants) Boolean Some countries require convertibles & warrants to be counted if the conditions for conversion are within the control of the parties (e.g. UK)
InstrumentCurrency All
Index, StructuredProduct required
Currency the instrument is denominated in String Valid values: ISO 4217 currency codes.
InstrumentId required All Identifier to link assets to instruments and instruments to Underlying instruments String Must be unique for every instrument in one upload
InstrumentName required All Instrument name String
InterestDuration Forward, Future, Option, Swap, Warrant Interest duration in years Decimal
IsCashSettled CFD, Future, Option, Swap, Warrant required If the derivative is cash settled (as opposed to requiring physical delivery) Boolean Most countries capture physically settled derivatives, many (but less) are interested in cash settled derivatives.
IsCoveredWarrant Warrant required If the warrant is covered Boolean
ISIN ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, Swap, Unit, Warrant ISIN of the instrument String Used to look-up Instrument in many lists such as EU Short Selling Exempt, short selling black & white lists, Takeover lists etc.
IssuerId ADR, Bond, Convertible, Equity, Warrant Unique identifier for the issuer of the instrument String Defaults to Issuer if not provided.
This allows you to link assets of the same issuer together. If you don't have an Id, the Name can be used, but may not 100% accurate. You could use the issuer's LEI here
IssuerName ADR, Bond, Convertible, Equity, Warrant Name of the issuer of the instrument String Not needed if you're using the name as the IssuerId
MarketsListedIn ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, Rights, Swap, Unit, Warrant List of markets (MICs) where the issuer is listed List ISO 10383 code (MIC). For securities with no market, use value: XXXX
MaturityDate Convertible, Future, Option, Swap, Warrant Convertible, Right, Warrant: Expiry date
Physically settled derivative When the securities are to be delivered
Bond, Deposit: Maturity Date
Date Necessary for USA & Canada to determine if expiry within next 60 days
Nominal Bond, Convertible Total nominal value of a bond or convertible bond position, or the number of bonds held multiplied by the bond's face value Decimal
Price All Price of the instrument in instrument currency Decimal
TotalVotingRights Equity Total amount of voting rights in circulation Decimal Defaults to TotalVotingShares if not provided.
TotalVotingShares Equity Total amount of outstanding shares with voting rights attached in circulation Decimal Required for: Kenya, Kuwait, Malaysia, Thailand
VotesPerShare Equity Number of votes attached to a single share Decimal

Properties valid for ALL AssetClasses

AssetClass, AssetClassCustomer, AssetId, AssetName, Counterparty, InstrumentCurrency, InstrumentId, InstrumentName, IsCollateral, IsShareClassHedge, MarketValue, MarketValueInInstrumentCurrency, Price, Quantity

Properties valid for each AssetClass

Asset Class Valid Underlyings Properties
ADR Equity required ConversionRatio, ISIN, IssuerId, IssuerName, MarketsListedIn
Bond ISIN, IssuerId, IssuerName, MarketsListedIn, Nominal
CDS Bond, Index, StructuredProduct required ISIN, MarketsListedIn
CFD Bond, Convertible, Equity, Index, StructuredProduct required ContractSize, IsCashSettled, ISIN, MarketsListedIn
Convertible Equity required ConversionRatio, Delta, InControlOfConversion, ISIN, IssuerId, IssuerName, MarketsListedIn, MaturityDate, Nominal
Equity CountryOfIncorporation, ISIN, IssuerId, IssuerName, MarketsListedIn, TotalVotingRights, TotalVotingShares, VotesPerShare
Forward Bond, Convertible, Equity, Index, StructuredProduct required InterestDuration
Future Bond, Convertible, Equity, Index, StructuredProduct required ContractSize, InterestDuration, IsCashSettled, ISIN, MarketsListedIn, MaturityDate
Index Equity multiple
Option Bond, Convertible, Equity, Future, Index, StructuredProduct, Unit required multiple CallOrPut, ContractSize, Delta, InterestDuration, IsCashSettled, ISIN, MarketsListedIn, MaturityDate
Rights Equity required ConversionRatio, MarketsListedIn
StructuredProduct ADR, Bond, CDS, Convertible, Equity, Forward, Future, Index, Option, StructuredProduct multiple
Swap ADR, Bond, Convertible, Equity, Index, StructuredProduct required multiple InterestDuration, IsCashSettled, ISIN, MarketsListedIn, MaturityDate
Unit ADR, Bond, CDS, Convertible, Equity, Forward, Future, Option, StructuredProduct multiple CountryOfIncorporation, ISIN, MarketsListedIn
Warrant Equity required CallOrPut, ContractSize, Delta, InControlOfConversion, InterestDuration, IsCashSettled, IsCoveredWarrant, ISIN, IssuerId, IssuerName, MarketsListedIn, MaturityDate