Validation will fail if any of the properties marked with 
are missing. Additionally, incorrectly formatted input values can lead to validation failures, e.g. providing a blank value for a decimal property.
A default value will be provided for those properties marked with 
.
Please note; For rules that require netting, we will automatically do so, thus you should not net positions provided in the positions file. For more information on this please see here
For information on integrating via API, please see our technical documentation. For all other information please see our HelpCentre
An asset is the specific position a portfolio has in an instrument. Instrument properties are independent of portfolio, whereas asset properties are specific to the portfolio
| Property Name | Applies To | Description | Data type | Valid values & notes | |||||
|---|---|---|---|---|---|---|---|---|---|
| AssetId | |
All | Unique identifier for the asset | String(255) | e.g. Use InstrumentId + AssetClass to signify the unique asset, or another significant unique combination such as ISIN + LocalTicker or ISIN + Execution Venue (these are also provided by the exchange-level FIGI or quote-level PermID). 1. Must be unique for every asset in the portfolio (but may be duplicated across portfolios) or else validation will fail and 2. Consistent across NAV dates or else HasActivity will not work and the UI will mark all assets as new |
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| AssetName | |
All | Name of the asset | String(255) | Used as the primary display name for the asset, so ensure this name is meaningful | All | All | ||
| HasTransferOfTitle | All | If set to True, indicates that the legal title of the security is transferred in the SFT transaction, as determined by the relevant legal agreements. Setting this to FALSE indicates the collateral includes no transfer of title (that which is just a pledge/lien of assets would fall into this category). Note: standard practice in securities lending agreements is that the title is transferred. |
Boolean | Valid for the following SFTTypes: Lent, Borrowed, CollateralTaken, CollateralGiven. | |||||
| Quantity | |
All | Equities - Number of shares held Bonds (including Convertibles) - Total nominal value of the position, divided by the FaceValue of the (single) bond instrument. ETF - Number of units held Derivatives - Number of contracts held |
Decimal | Short sale positions - Insert a negative quantity for positions resulting from short sale transactions. Lending/Borrowing/Collateral (SFTType) - For any asset which does NOT have an SFTType set to 'Normal', insert only positive quantities. CDS - For credit default swaps, use a negative quantity for protection buys (which is an effective short position) and a positive quantity for protection sells (which is an effective long position). |
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| SFTType | All | Type of securities financing transaction (SFT) | String(255) | Valid values: Borrowed, CollateralGiven, CollateralTaken, Lent, Normal. This property accounts for various kinds of transactions such as lending, borrowing, repos, reverse repos, while also allowing for general collateral taken and collateral given. See here for more details on populating |
An instrument is the portfolio independent information
| Property Name | Applies To | Description | Data type | Valid values & notes | |||||
|---|---|---|---|---|---|---|---|---|---|
| AssetClass | |
All | Asset class (e.g. Equity, Bond, CFD etc.) | String(255) | Valid values: ADR, Bond, CDS, CFD, Convertible, Deposit, Equity, Forward, Future, FxForward, Index, Option, PreferredEquity, Rights, StructuredProduct, Swap, Unit, Warrant. To ignore this asset during checking, set to 'Ignore' |
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| CallOrPut | |
Option, Warrant | If an option / warrant is call or put | String(255) | Valid values: Call, Put. | ||||
| ClassSharesOutstanding | Equity, PreferredEquity, Unit | Total number of shares in circulation for this share class excluding shares held in treasury | Decimal | For Unit funds structured as ETFs this should reflect the number of units issued. | |||||
| ContractSize | Forward, Future, Option, Warrant | Contract size of a derivative (i.e. number of the underlying that a single contract converts into). For Position Limits, please refer to the contract specifications. | Decimal | e.g. 1000 would mean every option represents 1000 of the underlying. For Shareholding Disclosure, ContractSize is not generally required for derivatives on bonds. | |||||
| ConversionRatio | ADR, Convertible, PreferredEquity, 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. Preferred Equity: the number of common shares one convertible preference share converts into. |
Decimal | ||||||
| CUSIP | ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Rights, Swap, Unit, Warrant | Nine-character CUSIP | String(255) | Only used for US 13F regulation (to match the SEC list). Either nine-character CUSIP or CINS (CUSIP International Numbering System) must be provided for securities that are reportable under 13F. For assets with no CUSIP (e.g. those not traded in the US), default to: NONE | 2 | 1 | |||
| Delta | CDS, CFD, Convertible, Forward, Future, Option, Swap, Warrant | The Delta measures the degree to which the derivative is exposed to shifts in the price of the underlying asset (price sensitivity with relation to the underlying). Under the European Transparency Directive (TDA) cash settled instruments should be Delta weighted. All cash settled instruments (where IsCashSettled=True) must have a Delta value. Under the Short-Selling Regulation (SSR) all derivatives (including convertibles) should be delta weighted regardless of settlement and therefore a delta must be provided. | Decimal | Valid Values: -1 to 1. For instruments with negative delta (e.g. put options), the system will accept the absolute value (i.e. positive value) and this will not affect the rule calculations and results. So for a put option with delta -0.5, both 0.5 and -0.5 are accepted by FundApps. | |||||
| InControlOfConversion | Convertible, PreferredEquity, Rights, Warrant | 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. | 23 | 35 | |||
| InstrumentCurrency |
ADR, Bond, CDS, CFD, Convertible, Deposit, Equity, Forward, Future, FxForward, Index , Option, PreferredEquity, Rights, StructuredProduct , Swap, Unit, Warrant |
Currency the instrument is denominated in. | String(255) | Valid values: ISO 4217 currency codes. | |||||
| InstrumentId | |
All | Identifier to link assets to instruments and instruments to Underlying instruments | String(255) | Must be unique for every instrument in one upload | All | All | ||
| InstrumentName | |
All | Instrument name | String(255) | Used as the primary display name for the instrument, so ensure this name is meaningful | All | All | ||
| IsCashSettled | CDS, CFD, Forward, Future, FxForward, Option, Rights, Swap, Warrant | 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. | 279 | 67 | |||
| IsConvertiblePreferred | PreferredEquity | If the preferred equity has the option to be converted into ordinary shares. | Boolean | 236 | 62 | ||||
| IsCoveredConvertible | Convertible | This property defines whether a convertible bond references shares already in issue or shares to be issued by the issuer upon conversion of the bond. Should this information not be possible to provide, please use the value 'Undetermined'. This value is allowed because the IsCoveredConvertible property, when set to True without certain knowledge, may be conservative in one context (Major rules), but less conservative in another (EU short selling). | String(255) | Valid values: False, True, Undetermined. | |||||
| IsCoveredWarrant | Warrant | If the warrant is covered | Boolean | ||||||
| ISIN | ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Rights, Swap, Unit, Warrant | ISIN of the instrument | String(255) | Used to look-up Instrument in many lists such as EU Short Selling Exempt, short selling black & white lists, Takeover lists etc. Please note that ISIN is not required for instruments with the following asset classes unless they happen to be listed on a South African exchange: Swap, Option, Future, and CFD. ISIN is only required for Rights for Short US 13f-2 and Takeover GB & IE. | |||||
| IsBHCAIssuer | |
Equity, PreferredEquity, Unit | [Issuer Property] Does the issuer fall into the reporting sphere of the restrictions under the BHCA | Boolean | |||||
| IssuerId | ADR, Bond, Convertible, Equity, PreferredEquity, Unit, Warrant | Unique identifier for the issuer of the instrument | String(255) | Do not use the LEI for this as for the foreseeable future not all issuers have an LEI. For Unit funds structured as an ETF, this should identify the ETF itself. | |||||
| IssuerName | ADR, Bond, Convertible, Equity, PreferredEquity, Unit, Warrant | [Issuer Property] Name of the issuer of the instrument | String(255) | For Unit funds structured as ETF, the IssuerName should be that of the ETFs itself. For EU government bonds, insert the exact sovereign issuer name from ESMA's list of sovereign issuers. For the SSR EU Bonds: United Kingdom rule insert 'United Kingdom' as the issuer name. For issuers that are disclosable under the nominal share capital rules in The Netherlands, insert the exact issuer name outlined by the Dutch AFM here if you want the system to automatically populate the official value for TotalIssuedNominalCapital. |
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| LEI |  |
All | [Issuer Property] Legal Entity Identifier of an issuer | String(255) | This property should be provided for as many issuers as possible, as it will allow the system to make an exact match with issuers in the Global Company Database. If LEI is not provided then the system must rely on 'fuzzy matching' on the issuer name which can be unreliable. | ||||
| MaturityDate | Convertible, Deposit, Forward, Future, Option, PreferredEquity, Rights, Swap, Warrant | Convertible, Right, Warrant: The 'maturity date' should be populated with the first date on which the instrument can be converted into the underlying equity. E.g. if a convertible bond can be converted into the reference security prior to the maturity of the bond then it is the date of when the conversion can take which should be provided. Physically settled derivative When the securities are to be delivered. PreferredEquity (convertible): Convertible preferred equity doesn't have a 'maturity date' in the same sense that convertible debt does. Populate this field with: a) the first date on which the holder can convert into the underlying equity securities, if they hold control of conversion (this is usually found in the share issuance prospectus), or b) the date when the convertible preferred may first be callable (convertible) by the issuer, if the company controls the conditions of conversion. If it can be converted at any time, insert a past date or today's date. Deposit: the earliest date on which the principal amount of the deposit becomes available for withdrawal in full under the original deposit terms. |
Date | Necessary for USA & Canada to determine if expiry is within next 60 days and for document generation in many other countries. | |||||
| VotesPerShare | Equity, PreferredEquity, Unit | Number of votes attached to a single share | Decimal | Allowed value range: 0 .. 1000000 |
A portfolio is the smallest unit that can hold assets (aka an account, fund etc.), an entity is a grouping of portfolios. The properties are generally set-up once and then only updated when changes occur. Portfolio properties can be entered directly into the UI and do not need to be provided in an input file.
The following are required for the rules / system to function correctly
| Property Name | Applies To | Description | Data type | Valid values & notes | Rules | Jurisdictions | |
|---|---|---|---|---|---|---|---|
| PortfolioId | |
Both | Unique identifier for the portfolio / entity | String(255) | This Id should NOT change over time (even during implementation). If it does a new portfolio / entity will be created. | All | All |
| PortfolioName | |
Portfolio | Name of the portfolio / entity | String(255) | 68 | 50 | |
| PortfolioCurrency | |
Both | Base currency of the portfolio / currency entity should use for calculations | String(255) | Valid values: ISO 4217 currency codes. | 5 | 3 |
| PortfolioType | |
Both | Portfolio: a container that holds assets (Accounts, Funds, Portfolios etc.); Entity: an aggregation of portfolios (Management Company, Controlling Entity, etc.) Umbrella: If a portfolio's direct parent is an umbrella and a portfolio level disclosure is required, A disclosure will be triggered on the parent umbrella, aggregating all portfolios underneath that specific umbrella |
String(255) | Valid values: Entity, Portfolio, Umbrella. Click here for more information on umbrellas | All | All |
| PortfolioCompany | |
Both | If a Chinese wall, or similar, exists, you will be able to limit the visibility to specific areas of the business. | String(255) | More information is available here | All | All |
| DefaultParentId | Both | Identifier (PortfolioId) of the Entity that a portfolio or (sub)Entity aggregates to | String(255) | Must match a PortfolioId of an Entity in the file. This is used to define the aggregation structure. In this case, an aggregation structure named 'Default' is used. For Entities which are at the top of the tree, the DefaultParentId will be its own PortfolioId. For clients with multiple aggregation structures, additional columns named 'XParentId' can be added, where X is the name of the tree (e.g. Voting, Legal, Management). More information here | All | All | |
| RuleFolders | Portfolio | Defines which rules run on the system. | List | Valid values all folders active in your system see bottom left panel in the rules page | All | All | |
| LiquidationDate | Both | When the portfolio / entity was / will be liquidated | Date | All | All |
Last generated: 2025-07-25 14:36:23 UTC