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Properties required for Disclosure

To ensure 100% disclosure coverage in all 96 jurisdictions for all asset classes, all of the following properties are required.
It is possible you might 'get away' with less e.g. if you are NOT trading in Czech or Filipino companies you don't need to provide MarketCap. But obviously if you start trading there in the future you will need this data. Therefore we recommend trying to populate as much as possible
The only way to be sure you are providing enough data is to go into Rapptr results and ensure you have no Missing Data - see here.
Rapptr will fail validation if any of the properties marked with Required are missing. Rapptr will provide a default value for those properties marked with Defaulted.

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 specific to the portfolio

Property Name Applies To Description Data type Valid values & notes Rules Jurisdictions
AssetId required All Unique ID of the asset String(255) 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
All All
AssetName required All Name of the asset String(255) Used throughout Rapptr as the primary display name for the asset, so ensure this name is meaningful All All
AuthorisedLendingAgreement All Accounts for various exemptions, i.e. if the stock borrowing and lending arrangements are covered under and comply with the special requirements provided by the regulators. List Valid values: MY, PH, TH. 6 3
ExecutionVenue ADR, Convertible, Equity, PreferredEquity, Rights, Warrant Market identification code (MIC) for the market that this position is traded and executed on. All shares of the position need to share this venue, otherwise split out the positions so they are venue-specific. String(255) ISO 10383 code (MIC). Leave this field blank if not able to source at the position level. 8 4
HasIntentionToExerciseVotingRights All If set to TRUE, indicates that a collateral taker/giver or borrower has the intention to exercise the voting rights attached to the securities transferred. Boolean Valid for the following SFTTypes: CollateralTaken, CollateralGiven, Borrowed. 81 13
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. 307 80
HasTransferOfVotingPower All If set to TRUE, indicates that the power to exercise the voting rights of the assets is transferred in the SFT transaction, as determined by the relevant legal agreement. Boolean Valid for the following SFTTypes: Lent, Borrowed, CollateralTaken, CollateralGiven. 169 35
HoldingType filing All Direct or Indirect holding String(255) Only used for display purposes / in forms
Valid values: Direct, Indirect.
- -
ManagedBy filing All The name of the 'institutional investment manager' under U.S. Section 13F(1)(b), which holds 'investment discretion' over the position. See the SEC FAQ Question 6 for detail on 'investment discretion.' This field is only required if there is more than one investment management entity involved with shared investment discretion based on their corporate relationship. String(255) Only used for display purposes / in forms
Used in the 13F document generation where the investment managers of assets must be disclosed.
- -
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, this should represent the fair market value using the relevant/preferred pricing methodology. 5 3
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, this should represent the fair market value using the relevant/preferred pricing methodology. All All
Quantity required All Equities - Number of shares held
Bonds (including Convertibles) - Total nominal value divided by face value (the multiple of the face value making up the nominal of the position)
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).
454 96
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
454 96

Instrument Properties

An instrument is the portfolio independent information

Property Name Applies To Description Data type Valid values & notes Rules Jurisdictions
AssetClass required All Asset class (e.g. Equity, Bond, CFD etc.) String(255) Valid values: ADR, Bond, CDS, CFD, Convertible, Equity, Future, Index, Option, PreferredEquity, Rights, StructuredProduct, Swap, Unit, Warrant.
To ignore this asset during checking, set to 'Ignore'
455 96
AssetClassCustomer filing All Customer defined asset class String(255) Only used for display purposes / in forms
Optional field to be populated with a customer's own internal asset class specification as reference
- -
CallOrPut required Option, Warrant If an option / warrant is call or put String(255) Valid values: Call, Put. 454 96
ClassDebtOutstanding Convertible Amount of outstanding debt for that class of convertible Decimal Required for UK takeover, New Zealand and China major shareholding calculations for convertibles. 4 3
ClassSharesOutstanding Equity, PreferredEquity, Unit Total amount of shares in circulation for this share class Decimal For Unit funds structured as ETFs this should reflect the number of units issued. 49 22
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. 384 96
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 383 96
CountryOfIncorporation Equity, PreferredEquity, Unit [Issuer Property] Equity and Preferred Equity - Country where the issuer is incorporated.
ETFs - Country where the collective investment scheme's (or other company structure's) legal personality is incorporated
String(255) Valid values: ISO 3166-1 Alpha 2 country codes. 156 56
CountryOfIssue Bond, Equity, PreferredEquity, Unit Country the stock was issued String(255) Valid values: ISO 3166-1 Alpha 2 country codes. 24 10
CountryOfRCAMTFs defaulted ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant Country of Relevant Competent Authority (RCA) for securities trading on MTFs in the European Economic Area (EEA). Rapptr automatically populates this property by looking up the relevant instrument's ISIN (or underlying ISIN) in FIRDS, published by ESMA. String(255) There is an option to fill in this property with the respective Relevant Competent Authority (represented as a country code) directly in the positions file, otherwise, Rapptr looks it up in the FIRDS list. 31 31
CountryOfRCAMTFsDRs defaulted ADR Country of Relevant Competent Authority (RCA) for depository receipts trading on MTFs in the European Economic Area (EEA). Rapptr automatically populates this property by looking up the relevant instrument's ISIN (or underlying ISIN) in FIRDS, published by ESMA.
Please note that this property is specific for the Dutch short selling equity rules. In light of AFM's clarification that they view depositary receipts (DRs) as equated with 'shares' (the underlying of the DR) since a DR is issued with the company's cooperation, the property looks at the ISIN of a DR to determine the relevant competent authority (RCA) for disclosure purposes.
String(255) There is an option to fill in this property with the respective Relevant Competent Authority (represented as a country code) directly in the positions file, otherwise, Rapptr looks it up in the FIRDS list. 1 1
CountryOfRCARegulatedMarkets defaulted ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant Country of Relevant Competent Authority (RCA) for securities trading on regulated markets in the European Economic Area (EEA). Rapptr automatically populates this property by looking up the relevant instrument's ISIN (or underlying ISIN) in FIRDS, published by ESMA. String(255) There is an option to fill in this property with the respective Relevant Competent Authority (represented as a country code) directly in the positions file. Otherwise, Rapptr looks it up in the FIRDS list. 31 31
CountryOfRCARegulatedMarketsDRs defaulted ADR Country of Relevant Competent Authority (RCA) for depository receipts trading on regulated markets in the European Economic Area (EEA). Rapptr automatically populates this property by looking up the relevant instrument's ISIN (or underlying ISIN) in FIRDS, published by ESMA.
Please note that this property is specific for the Dutch short selling equity rules. In light of AFM's clarification that they view depositary receipts (DRs) as equated with 'shares' (the underlying of the DR) since a DR is issued with the company's co-operation, the property looks at the ISIN of a DR to determine the relevant competent authority (RCA) for disclosure purposes.
String(255) There is an option to fill in this property with the respective Relevant Competent Authority (represented as a country code) directly in the positions file, otherwise, Rapptr looks it up in the FIRDS list. 1 1
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). CINS (CUSIP International Numbering System) numbers can be provided in place of CUSIP numbers. For assets with no CUSIP (e.g. those not traded in the US), default to: NONE 2 1
Delta Convertible, Option, 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) Decimal Valid Values: 0 to 1 267 46
DRType ADR Type of depositary receipt String(255) Valid values: NVDR, P-Note, Sponsored, Unsponsored.
Required for: Major Thailand
1 1
DurationAdjustment Bond Modified duration of a bond Decimal This is used for calculating the appropriate exposure for EU Sovereign Debt Short Selling Regulation. 34 30
EEARegMarketsList defaulted ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant List of markets (MICs) for the relevant security (using RefISIN) which are deemed EEA Regulated Markets from either: a) FIRDS, b) the input property: MarketsListedIn field, or c) the input property: Market. List All All
EEARegMarketsListCountries defaulted ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant The list of ISO Country Codes from the list of markets (MICs) for the relevant security (using RefISIN) which are deemed EEA Regulated Markets from the lookup in EEARegMarketsList. List 84 20
ExercisePrice filing CFD, Future, Option Price at which a derivative can be exercised. Also known as strike price.
Futures - As futures do not have an exercise price, this is the futures price of the contract.
Forwards - These would be modelled similarly to futures, and for these derivatives populate this property with the forward price.
Decimal Only used for display purposes / in forms
Used in TR1 forms
- -
ExerciseStyle Option, Warrant Exercise style of options and warrants, which is defined by when, and under what circumstances an option may be exercised. String(255) Valid values: American, Bermudan, European. 8 2
FaceValue Bond, Convertible Denomination of a debt instrument at issuance Decimal 40 33
HasAlternateUSSection12Registration ADR, Convertible, Equity, PreferredEquity, Rights, Warrant Indicates if a security (or in some cases, the ADR for which it is an underlier) is registered under U.S. Section 12 by other means besides being listed on a U.S. National Securities Exchange. The aosphere memo for the United States describes alternate means of registration in Section 3.5(a), 'Section 12 Registration' and related footnotes. In addition, it is possible for a foreign security (even if it's not traded on a U.S. market) to be considered disclosable if the particular class is held on deposit underlying an ADR which is section 12 registered (See section 3.5(g) of the aosphere memo for the regulatory background). This property should be set to true for securities meeting that criteria. Boolean Populate this as true if a security is considered U.S. Section 12 registered as noted in the description. For more information on a security in this category which is also on deposit underlying an ADR in the United States, see Question 101.03 of the SEC's Q&A on 13D and 13G reporting 4 1
HomeMemberState defaulted ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant The EU country of the competent authority to which an issuer of the security is assigned or registered with respect to the EU Transparency Directive. This is the old version of the property, the new version can be found at HomeMemberState_v2. String(255) All All
HomeMemberState_v2 defaulted ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant The EU country of the competent authority to which an issuer of the security is assigned or registered with respect to the EU Transparency Directive. This property provides the Home Member State for bonds, equities, units and preferred equities. For all other asset classes, the Home Member State of the underlying asset is returned. String(255) If not provided, Rapptr populates this property with the EEA country of the Relevant Competent Authority by looking up the relevant instrument's ISIN or underlying ISIN (also for depository receipts) in the FIRDS list. For more information see the Help Centre article on this topic. 161 31
HomeMemberStateDRs defaulted ADR The EU country of the competent authority to which an issuer of the security is assigned or registered with respect to the EU Transparency Directive. This property provides the Home Member State for depository receipts themselves, and not the underlying shares. It returns a null value for all other asset classes. Please note that due to gold-plating of the Transparency Directive, most EU Member States require disclosure of depository receipts whether or not the issuer's securities that are represented by the depository receipts are admitted to trading on a EEA regulated market. String(255) If not provided, Rapptr populates this property with the EEA country of the Relevant Competent Authority by looking up the DR's ISIN in the FIRDS list. For more information see the Help Centre article on this topic. 90 21
HomeMemberStateDRsUL defaulted ADR The EU country of the competent authority to which an issuer of the underlying security of a depository receipt is assigned or registered with respect to the EU Transparency Directive. This property provides the Home Member State of the relevant issuer of depository receipts which is their underlying, but only where the depository receipt itself is listed on an EEA Regulated Market. It returns a null value for all other asset classes. Please note that due to gold-plating of the Transparency Directive, Luxembourg requires this assessment for the inclusion of DRs. String(255) If not provided, Rapptr populates this property with the EEA country of the Relevant Competent Authority for the DR's underlying security by looking up the underlying's ISIN in the FIRDS list. For more information see the Help Centre article on this topic. 3 1
HomeMemberStateSSR defaulted ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant Chosen home Member State of the issuer (used in EU short-selling rules). String(255) If not provided, Rapptr automatically populates this property by looking up the relevant instrument's ISIN (or underlying ISIN) in the ESMA Register. All All
InControlOfConversion Convertible required, PreferredEquity, 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, Pakistan). 25 10
InstrumentCurrency ADR, Bond, CDS, CFD, Convertible, Equity, Future, Index required, Option, PreferredEquity, Rights, StructuredProduct required, Swap, Unit, Warrant Currency the instrument is denominated in String(255) Valid values: ISO 4217 currency codes. 419 96
InstrumentId required 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 required All Instrument name String(255) Used throughout Rapptr as the primary display name for the instrument, so ensure this name is meaningful All All
IsCashSettled CFD required, Future required, Option required, Swap required, 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. 255 64
IsConvertiblePreferred PreferredEquity If the preferred equity has the option to be converted into ordinary shares. Boolean 197 56
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. 196 57
IsCoveredWarrant Warrant If the warrant is covered Boolean 192 53
IsETF Unit If a unit fund is exchange traded Boolean 204 52
IsGovernmentBacked Bond If the bond is government backed or guaranteed. For shareholding disclosure, required only if shorting European Government debt. Boolean 34 30
ISIN ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, 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. 122 52
IsREIT Equity Set to TRUE if a share of a Real Estate Investment Trust (REIT) Boolean 1 1
IssuerId ADR, Bond, Convertible, Equity, PreferredEquity, Unit, Warrant Unique identifier for the issuer of the instrument String(255) This allows to link assets of the same issuer together. If an Id cannot be used, a name of a company can be used, but rule results may not be 100% accurate. An issuer's LEI could be used here.
For Unit funds structured as an ETF, this should identify the ETF itself.
441 96
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 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 Rapptr to automatically populate the official value for TotalIssuedNominalCapital.
441 96
IsWhenIssued Equity, PreferredEquity If a security has been authorised but not yet issued. Boolean If set to TRUE, the securities have been authorised but not yet issued. For example, during a stock split where the securities are authorised but not issued until the corporate action is completed.
Set to FALSE if otherwise.
31 31
LEI filing All [Issuer Property] Legal Entity Identifier of an issuer String(255) Only used for display purposes / in forms - -
LocalTicker ADR, Equity, PreferredEquity, Unit The ticker or stock symbol which is an abbreviation used to uniquely identify traded shares of a stock on a particular stock market. String(255) This property is required for disclosure forms, and will allow the Singapore Short selling rule to run on only those SEDOLs traded on SGX-ST (i.e. in scope for disclosure.) If multiple SEDOLs are traded, a separate instrument should be provided in the positions file for the instruments traded on SGX-ST for which LocalTicker is being provided. 3 1
LotSize Equity, PreferredEquity, Unit Number of shares in each lot or trading unit Decimal Required for: Short selling in Japan 1 1
Market ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Rights, Swap, Unit, Warrant Market identification code (MIC) for the primary market that this instrument is traded on. String(255) ISO 10383 code (MIC). Insert the MIC of the primary market that the instrument is traded on. Where the specific market segment is different to the Operating MIC, please use the specific market segment since the Operating MIC is the parent market venue only.
For instruments which are truly over-the-counter (OTC), use the value recommended by the ISO standard: XXXX
For instruments where the market is completely unknown, use the value: XMIC (which is not an ISO code but a suggested default value in such cases).
21 10
MarketCap Equity, PreferredEquity [Issuer Property] Monetary value of the registered share capital in instrument currency Decimal Only required for a handful of jurisdictions. 17 3
MarketsListedIn ADR, Bond, CDS, CFD, Convertible, Equity, Future, Option, PreferredEquity, Rights, Swap, Unit, Warrant List of all market identification codes (MICs) where the instrument is listed - should be a list of all markets that the instrument is listed on, and should include the primary market. List ISO 10383 code (MIC). Insert the MICs of all markets that the instrument is listed on (should include the primary market). Where the specific market segment is different to the Operating MIC, please use the specific market segment since the Operating MIC is the parent market venue only.
For instruments which are truly over-the-counter (OTC), use the value recommended by the ISO standard: XXXX
For instruments where the market is completely unknown, use the value: XMIC (which is not an ISO code but a suggested default value in such cases).
214 67
MaturityDate Convertible, 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.
Bond, Deposit: Maturity Date (for IR only).
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.
Date Necessary for USA & Canada to determine if expiry is within next 60 days and for document generation in the UK, Hong Kong and Philippines. 11 3
NextExerciseDate defaulted Option Next date where an option is exercisable. For American options: Maturity date Date Defaults to MaturityDate if not provided. 5 2
Notional CDS, Future, Option, Swap, Unit The reference value of the derivative/bond-fund instrument (in instrument currency) in terms of the underlying debt instruments. Applies to derivatives on bonds, derivatives on bond indices or holdings of sovereign bond funds. This may be the face value or a multiple of the face value of underlying debt. For bond funds or bond indices, this will be the sum of the individual bond constituent holding values (not market values), in a common currency. Decimal 36 30
ParValue Equity, PreferredEquity Price of an equity security when originally issued and bearing no relation to the market price. The value will be stated in the company's articles of incorporation/association. Decimal Only required for a handful of jurisdictions. 11 3
Price All Price of the instrument in instrument currency. For bonds and convertibles, the price must be stated as a percentage of the face value of an individual bond (since this is the way bonds are quoted on the market). Decimal 385 96
TitleOfClass filing ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant Title of the class of the security (e.g. 1p ORD). Used in disclosure forms String(255) Only used for display purposes / in forms - -
TotalDebtOutstanding Bond, Convertible [Issuer Property] Total amount of debt outstanding of an issuer in instrument currency, for sovereign debt rules Decimal Only required if you can't match the sovereign issuer name used in Issuer to ESMA's list of sovereign issuers 34 30
TotalIssuedNominalCapital Equity, PreferredEquity [Issuer Property] Total amount of issued nominal share capital across all share classes in instrument currency Decimal Property required for jurisdictions such as the Netherlands, Denmark and Egypt, where the calculation of holdings is based on nominal share capital in an issuer. If TotalIssuedNominalCapital is not provided, the rules which use it cannot run. Please note that we have an automated solution for the Dutch Issuer Data in our Regulatory Data. 11 3
TotalSharesInTreasury Equity, PreferredEquity [Issuer Property] Total amount of shares held in treasury by the issuer. Decimal 62 39
TotalSharesOutstanding Equity, PreferredEquity, Unit [Issuer Property] Total amount of shares in circulation for this issuer (all share classes) Decimal For Unit funds structured as ETFs this should reflect the number of units issued. 110 70
TotalVotingRights Equity, PreferredEquity, Unit [Issuer Property] Total amount of voting rights in circulation for an issuer Decimal 225 63
TotalVotingShares Equity, PreferredEquity, Unit [Issuer Property] Total amount of outstanding shares with voting rights attached in circulation Decimal 17 12
VotesPerShare Equity, PreferredEquity, Unit Number of votes attached to a single share Decimal Allowed value range: 0 .. 1000000 262 73

InstrumentComponent Properties

An InstrumentComponent is a component of an index / basket / structured product

Property Name Applies To Description Data type Valid values & notes Rules Jurisdictions
InstrumentId required All String(255) All All
Weighting ADR, Bond, Convertible, Equity, Index required, PreferredEquity, StructuredProduct, Unit required Non-bond asset classes: Weighting of the component in the Index / Structured Product / Unit, where weighting represents the component's market value or capitalisation as a percentage of the total Index / Structured Product / Unit value. If not specified, we will default this to a value of 1.
Bonds: Weighting of the component in the Index / Structured Product / Unit, where weighting represents the bond component's notional (currency) value as a percentage of the total (sum of bond holding notionals) bond fund/index.
Decimal Allowed value range: 0 .. 1 417 96

Properties valid for ALL AssetClasses

AssetClass, AssetClassCustomer, AssetId, AssetName, AuthorisedLendingAgreement, HasIntentionToExerciseVotingRights, HasTransferOfTitle, HasTransferOfVotingPower, HoldingType, InstrumentCurrency, InstrumentId, InstrumentName, IssuerId, LEI, ManagedBy, MarketValue, MarketValueInInstrumentCurrency, Price, Quantity, SFTType

Properties valid for each AssetClass

Asset classes which require exactly one underlying asset to pass validation are marked with one
Asset classes which can have multiple underlying assets are marked with multiple

Asset Class Valid Underlyings Properties
ADR required Equity, PreferredEquity ConversionRatio, CountryOfRCAMTFs, CountryOfRCAMTFsDRs, CountryOfRCARegulatedMarkets, CountryOfRCARegulatedMarketsDRs, CUSIP, DRType, EEARegMarketsList, EEARegMarketsListCountries, ExecutionVenue, HasAlternateUSSection12Registration, HomeMemberState, HomeMemberState_v2, HomeMemberStateDRs, HomeMemberStateDRsUL, HomeMemberStateSSR, ISIN, IssuerId, IssuerName, LocalTicker, Market, MarketsListedIn, TitleOfClass, Weighting
Bond CountryOfIssue, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, CUSIP, DurationAdjustment, EEARegMarketsList, EEARegMarketsListCountries, FaceValue, HomeMemberState, HomeMemberState_v2, HomeMemberStateSSR, IsGovernmentBacked, ISIN, IssuerId, IssuerName, Market, MarketsListedIn, TitleOfClass, TotalDebtOutstanding, Weighting
CDS required Bond, Index, StructuredProduct CUSIP, ISIN, Market, MarketsListedIn, Notional
CFD required Bond, Convertible, Equity, Index, PreferredEquity, StructuredProduct ContractSize, CUSIP, ExercisePrice, IsCashSettled, ISIN, Market, MarketsListedIn
Convertible required Equity ClassDebtOutstanding, ConversionRatio, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, CUSIP, Delta, EEARegMarketsList, EEARegMarketsListCountries, ExecutionVenue, FaceValue, HasAlternateUSSection12Registration, HomeMemberState, HomeMemberState_v2, HomeMemberStateSSR, InControlOfConversion, IsCoveredConvertible, ISIN, IssuerId, IssuerName, Market, MarketsListedIn, MaturityDate, TitleOfClass, TotalDebtOutstanding, Weighting
Equity ClassSharesOutstanding, CountryOfIncorporation, CountryOfIssue, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, CUSIP, EEARegMarketsList, EEARegMarketsListCountries, ExecutionVenue, HasAlternateUSSection12Registration, HomeMemberState, HomeMemberState_v2, HomeMemberStateSSR, ISIN, IsREIT, IssuerId, IssuerName, IsWhenIssued, LocalTicker, LotSize, Market, MarketCap, MarketsListedIn, ParValue, TitleOfClass, TotalIssuedNominalCapital, TotalSharesInTreasury, TotalSharesOutstanding, TotalVotingRights, TotalVotingShares, VotesPerShare, Weighting
Future required Bond, Convertible, Equity, Index, PreferredEquity, StructuredProduct ContractSize, CUSIP, ExercisePrice, IsCashSettled, ISIN, Market, MarketsListedIn, MaturityDate, Notional
Index multiple ADR, Bond, CDS, Convertible, Equity, PreferredEquity Weighting
Option required Bond, Convertible, Equity, Future, Index, PreferredEquity, StructuredProduct, Unit CallOrPut, ContractSize, CUSIP, Delta, ExercisePrice, ExerciseStyle, IsCashSettled, ISIN, Market, MarketsListedIn, MaturityDate, NextExerciseDate, Notional
PreferredEquity Equity ClassSharesOutstanding, ConversionRatio, CountryOfIncorporation, CountryOfIssue, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, CUSIP, EEARegMarketsList, EEARegMarketsListCountries, ExecutionVenue, HasAlternateUSSection12Registration, HomeMemberState, HomeMemberState_v2, HomeMemberStateSSR, InControlOfConversion, IsConvertiblePreferred, ISIN, IssuerId, IssuerName, IsWhenIssued, LocalTicker, LotSize, Market, MarketCap, MarketsListedIn, MaturityDate, ParValue, TitleOfClass, TotalIssuedNominalCapital, TotalSharesInTreasury, TotalSharesOutstanding, TotalVotingRights, TotalVotingShares, VotesPerShare, Weighting
Rights required Equity ConversionRatio, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, CUSIP, EEARegMarketsList, EEARegMarketsListCountries, ExecutionVenue, HasAlternateUSSection12Registration, HomeMemberState, HomeMemberState_v2, HomeMemberStateSSR, Market, MarketsListedIn, MaturityDate, TitleOfClass
StructuredProduct multiple ADR, Bond, CDS, Convertible, Equity, Future, Index, Option, PreferredEquity, StructuredProduct, Unit Weighting
Swap required ADR, Bond, Convertible, Equity, Index, PreferredEquity, StructuredProduct CUSIP, IsCashSettled, ISIN, Market, MarketsListedIn, MaturityDate, Notional
Unit multiple ADR, Bond, CDS, Convertible, Equity, Future, Option, PreferredEquity, StructuredProduct ClassSharesOutstanding, CountryOfIncorporation, CountryOfIssue, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, CUSIP, EEARegMarketsList, EEARegMarketsListCountries, HomeMemberState, HomeMemberState_v2, HomeMemberStateSSR, IsETF, ISIN, IssuerId, IssuerName, LocalTicker, LotSize, Market, MarketsListedIn, Notional, TitleOfClass, TotalSharesOutstanding, TotalVotingRights, TotalVotingShares, VotesPerShare, Weighting
Warrant required Equity CallOrPut, ContractSize, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, CUSIP, Delta, EEARegMarketsList, EEARegMarketsListCountries, ExecutionVenue, ExerciseStyle, HasAlternateUSSection12Registration, HomeMemberState, HomeMemberState_v2, HomeMemberStateSSR, InControlOfConversion, IsCashSettled, IsCoveredWarrant, ISIN, IssuerId, IssuerName, Market, MarketsListedIn, MaturityDate, TitleOfClass

Portfolio & Entity Properties

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 Rapptr UI and do not need to be provided in an input file.

The following are required for the rules / Rapptr to function correctly

Property NameApplies ToDescriptionData typeValid values & notesRules Jurisdictions
PortfolioId required 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 required Both Name of the portfolio / entity String(255) All All
PortfolioCurrency required Both Base currency of the portfolio / currency entity should use for calculations String(255) Valid values: ISO 4217 currency codes. 5 3
PortfolioType required 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, Rapptr will trigger the disclosure 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 required 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
BaseDate Top Entity Values that indicate the base date to disclose against given as day of the month (1-28) or LastDay-(1-27). List Valid values: Valid base dates that can be used to determine when in a month to disclose. 8 1
CompanyType Both Values that indicate classifications for a portfolio/entity that have effect on the application of certain rules List Valid values: CA-AMRS, ITFM, KRPassiveInvestor, None, NotJPAggExempt, NotZA, PH-EligibleII, UKIM, US16AExempt, USPassiveInvestor, US-QII.
See description of possible values here
30 8
DisqualifiedFrom13GIssuerIDs Both List of Issuer Ids disqualified from the US 13G regime and to be populated for an entity (or portfolio) at the discretion of a client where the issuer should be checked under 13D instead of 13G based on certain portfolio strategy considerations. See the description for important information on its justification here. List See a description of how to populate this field here. 3 1
DisqualifiedFromAMRSIssuerIDs Both List of Issuer Ids disqualified from the Canada AMRS regime and to be populated for an entity (or portfolio) at the discretion of a client where the issuer should be checked under Canada's Early Warning regime instead of AMRS based on certain portfolio strategy considerations. See the description for important information on its justification here. List See a description of how to populate this field here. 2 1
DisqualifiedFromSRSIssuerIDs Top Entity List of Issuer Ids disqualified from Japan's Special Reporting System (SRS) regime and to be populated for an entity at the discretion of a client where the issuer should be checked under Japan's normal disclosure regime instead of SRS based on certain portfolio strategy considerations. See the description for information on its justification here. List See a description of how to populate this field here. 8 1
FundDomicile Both Country where the fund or entity is domiciled. Required for Spanish major shareholding rules to determine if the fund or entity is domiciled in a tax haven. If not provided Rapptr will conservatively run both tax haven and non-tax haven rules String(255) Valid values: ISO 3166-1 Alpha 2 country codes. 6 1
InvestmentManager13F Portfolio The name of the 'institutional investment manager' under U.S. Section 13F(1)(b), which holds 'investment discretion' over the portfolio.
In case there is more than one investment management entity involved with shared investment discretion, please provide the name of the manager. Ensure to set the exact same value/name across all portfolios that share the same 13F investment manager.
If the reporting entity is your top-level entity, it must be provided in this field for each portfolio as well.
String(255) See the SEC FAQ Question 6 for detail on 'investment discretion.' 1 1
IsAIF Top Entity If set to TRUE, indicates that at least one entity in the aggregation tree is an EU Alternative Investment Fund Manager, or equivalent. Boolean This property is only required to be set for the top level entity, taking into account all subsidiary entities. 1 All
ShortSGReportingType Portfolio Indication of which Singapore Short Selling rules are evaluated for a portfolio based on certain attributes described in the regulation, or if another party (e.g. the underlying investor) has taken the disclosure obligation. String(255) Valid values: Exclude, NoThreshold, Threshold.
Possible values:
Threshold: The Singapore Short Selling rules with thresholds apply based on the relevant regulatory criteria.
NoThreshold: The Singapore Short Selling rule without thresholds apply to the portfolio based on the relevant regulatory criteria.
Exclude: The Singapore Short Selling rules will not be monitored for the portfolio as another responsible party is fulfilling the disclosure obligation.
See this Help Centre article for the full meaning of each of these values and instructions on which selection to make.
3 1

The following are required for disclosure forms

Property NameApplies ToDescriptionData typeValid values & notesRules Jurisdictions
Address Unknown Address used in disclosure documents String(255) - -
AUSellerId Unknown The seller ID to be used in the Australian short selling disclosure form String(255) - -
BafinID Unknown BaFin ID used in disclosure documents, registration here String(255) - -
BicCode Unknown Bank Identifier Code used in disclosure documents String(255) - -
City Unknown Companies city used in disclosure documents String(255) - -
CompanyName Unknown Name of the company used in disclosure documents String(255) - -
CompanyNumber Unknown Company Number of the disclosing entity. Required for the generation of Malaysian forms 137, 138, 139, 141; Philippines forms 23A and 23B; Hong Kong Form 2 and Short Form 2. String(255) - -
ContactPersonFirst Unknown First name of the person used in disclosure documents String(255) - -
ContactPersonLast Unknown Last name of the person used in disclosure documents String(255) - -
Country Unknown Companies country used in disclosure documents String(255) Valid values: ISO 3166-1 Alpha 2 country codes. - -
Custodian Unknown The custodian of the portfolio. String(255) - -
CustodianAddress Unknown Full address of the custodian. String(255) - -
Email Unknown Email address of the contact person used in disclosure documents String(255) - -
EntityCountryOfIncorporation Unknown The country of incorporation of the reporting entity, please select country of incorporated from the list. String(255) Valid values: ISO 3166-1 Alpha 2 country codes.
Country must be a valid ISO code.
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Fax Unknown Company Fax number used in disclosure documents String(255) - -
Form13FCIK Unknown The Central Index Key is a SEC tracking number that the SEC assigns to each Form 13F filer.
This field must be provided for the 13F reporting (Top) entity, and for each portfolio which is managed by a different 13F Institutional Investment Manager.
String(255) See Q&A 18 for more information and how to obtain one. - -
Form13FFileNumber Unknown The Form 13F File Number is a SEC tracking number beginning with a '028-' prefix that the SEC assigns to each Form 13F filer after their first filing.
This field must be provided for the 13F reporting (Top) entity, and for each portfolio which is managed by a different 13F Institutional Investment Manager. If the 13F Investment Manager or Reporting Entity does not have a File Number assigned, enter 'NONE'.
String(255) See Q&A 11 and 12 for more information and how to obtain one. - -
Form13FProvinceState Unknown Only for US and Canada. State/province where the reporting entity filing the 13F form is located. String(255) Valid values: Valid values used to populate US states and Canada provinces in Form 13F.. - -
Form13FReportingPersonProvinceState Unknown Only for US and Canada. State/province of the person filing the 13F form. String(255) Valid values: Valid values used to populate US states and Canada provinces in Form 13F.. - -
HongKongSPRID Unknown Property used only to register with the Hong Kong regulator when disclosing short positions. Once registered an ID will be provided for short position filings. Registration form available here. String(255) - -
IEIdentifierCode Unknown Ireland identifier code used in disclosure documents, registration here String(255) - -
IndianPAN Unknown Permanent Account Number used in Indian holding breakdown form. String(255) - -
InvestmentDiscretion13FUS Unknown Indicates the investment authority of each portfolio. This value is used to populate column 6 of the 13F form information table. String(255) Valid values: DFND, OTR, SOLE.
Possible values:
SOLE: Only one entity manages Section 13(f) securities and the entity does not control (or is not controlled by) another reporting persona.
DFND: (Defined) The entity that manages Section 13(f) securities controls (or is controlled by) another reporting persona.
OTR: (Other) Investment discretion is shared in a manner that does not fit into the 'SOLE' or 'DEFINED' category.
See form 13F FAQs (questions 45 - 47) for the definition of each value.
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InvestmentManager13FAffiliation Unknown Indication of whether a portfolio is managed by a group entity, or if it is managed by an unaffiliated entity, whether the portfolio is excluded from the group's 13F reporting because it is reported by the other entity, or is included in the group's 13F reporting. String(255) Valid values: Affiliated, UnaffiliatedExclude, UnaffiliatedInclude.
Possible values:
Affiliated: The portfolio is managed by a group entity.
UnaffiliatedExclude: The portfolio is managed by an unaffiliated entity who is responsible for reporting the positions, and is thus excluded from the group's reporting obligations.
UnaffiliatedInclude: The portfolio is managed by an unaffiliated entity, and the group is responsible for reporting the positions on the entity's behalf.
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IsInvestmentManager13FReportingEligible Unknown If a 13F Investment Manager is eligible for 13F reporting then set this to true. If ineligible then set to false. Eligibility for the current calendar year can be determined if a 13F Investment Manager has total holdings in eligible 13F securities over $100m on the last business day of any month in the previous calendar year. This check is automated in the rule Major: US - 13F - Eligibility. Boolean Used in 13F documents. - -
IsReportingPersonPositionHolder Unknown Advises if reporting person is same as position holder Boolean - -
MaskingName Unknown Confidential Name of the portfolio / entity. Where applicable, if the portfolio or entity name should not be populated on a disclosure form, please populate this field with the alias that should be displayed. In certain forms, results may be grouped by the alias given. String(255) - -
PortfolioLEI Unknown Legal Entity Identifier of a portfolio or entity if applicable. String(255) - -
PostCode Unknown Company post code used in disclosure documents String(255) - -
Province Unknown Companies province used in disclosure documents String(255) - -
ReportingPersonAddress Unknown Street and number of the person filing the disclosure form String(255) - -
ReportingPersonCity Unknown City of the person filing the disclosure form String(255) - -
ReportingPersonCompany Unknown Company of the person filing the disclosure form String(255) - -
ReportingPersonCountry Unknown Country of the person filing the disclosure form String(255) Valid values: ISO 3166-1 Alpha 2 country codes. - -
ReportingPersonEmail Unknown Email of the person filing the disclosure form String(255) - -
ReportingPersonFax Unknown Fax number of the person filing the disclosure form String(255) - -
ReportingPersonFirst Unknown First name of the person filing the disclosure form String(255) - -
ReportingPersonLast Unknown Last name of the person filing the disclosure form String(255) - -
ReportingPersonPhone Unknown Phone number of the person filing the disclosure form String(255) - -
ReportingPersonPosition Unknown Position/Title of the person filing the disclosure form String(255) - -
ReportingPersonPostCode Unknown Postal code of the person filing the disclosure form String(255) - -
ReportingPersonProvince Unknown State/province of the person filing the disclosure form String(255) - -
SGAgentID Unknown Property used when disclosing short positions in Singapore. This is for the 'Particulars of the Agent' section of the form (section C of SPRS or section 3 of the xml). The form requires 'UEN/BIC/LEI/ISIN/Others'. Input the most suitable number for your organisation (in it's role as Agent) into this property, and it will be used in this part of the form String(255) - -
SGAgentSPRID Unknown Property used only to register with the Singapore regulator when disclosing short positions. This is for the 'Particulars of the Agent' section of the form (section C of SPRS or section 3 of the xml). Once registered an ID will be provided for short position filings. Registration form available here. String(255) - -
SGSPRID Unknown Property used only to register with the Singapore regulator when disclosing short positions. This is for the 'Particulars of Short Position Holder' section of the form (section B of SPRS or section 2 of the xml). Once registered an ID will be provided for short position filings. Registration form available here. String(255) - -
SSRUKHolderID Unknown UK Short Selling Holder ID used in disclosure documents, send registration form to registrationSSR@fca.org.uk String(255) - -
Telephone Unknown Company or contact person telephone number used in disclosure documents String(255) - -
USReportingPersonType Unknown Type of reporting person String(255) Valid values: BD, BK, CO, CP, EP, FI, HC, IA, IC, IN, IV, OO, PN, SA. - -
VotingAuthority13FUS Unknown Indicates the voting authority of each portfolio. This value is used to populate column 8 of the 13F form information table. String(255) Valid values: NONE, SHARED, SOLE.
Possible values:
SOLE: Voting authority on non-routine matters (e.g., contested election of directors, merger, sale of substantial assets, change in articles of incorporation effecting shareholders, change in fundamental investment policy). If voting authority is shared only in a manner similar to a 'SHARED' (Defined) investment discretion, voting authority should be reported as 'SOLE', depending on the voting rights of the account holders.
SHARED: Voting authority on non-routine matters and depending on the voting rights of the account holders.
NONE: No voting authority or voting authority ONLY on routine matters (e.g., selection of accountant, uncontested election of directors, approval of annual report).
See form 13F FAQs (question 50a) and 13F General Instructions (12.b.viii) for more details on the definition of each value.
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ZARegistrationNo Unknown South African ID/Registration number used in disclosure documents String(255) - -

Last generated: 2019-08-19 11:08