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 Zendesk 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 |
||
| AssetName | |
All | Name of the asset | String(255) | Used as the primary display name for the asset, so ensure this name is meaningful | ||
| 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. | |||
| 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. | |||
| IsFlorangeApplicable | All | If set to true, this indicates that the asset quantity has been held for two or more years and the French Florange Law applies. This should only be set to true for assets relating to securities of issuers which are incorporated in France, which have shares listed on an EEA Regulated Market, and which have articles of association that do not specifically declare that the Florange law should not apply. See the aosphere memo for France, section A.1.8 for details. If undeclared or set to false, the Florange Law does not apply to the position. | Boolean | Please check the specific conditions outlined in the description and the Florange Help Centre article before declaring this property in a position file, including reviewing the issuer's articles of association. | |||
| 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). |
||
| 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, CFD, Convertible, Equity, Forward, Future, Index, Option, PreferredEquity, Rights, StructuredProduct, Swap, Unit, Warrant. To ignore this asset during checking, set to 'Ignore' |
||
| CallOrPut | |
Option, Warrant | If an option / warrant is call or put | String(255) | Valid values: Call, Put. | ||
| 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 | ||||
| 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. | |||
| 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. | |||
| HasHSRManagementIntention | Equity, PreferredEquity, Unit | [Issuer Property] Whether your investment intention is to exercise influence over management (and therefore the position is in scope for Premerger Notification). If not populated, FundApps will assume that the position is in scope. | Boolean | ||||
| InstrumentCurrency |
ADR, Bond, CFD, Convertible, Equity, Forward, Future, 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 | ||
| InstrumentName | |
All | Instrument name | String(255) | Used as the primary display name for the instrument, so ensure this name is meaningful | ||
| IsCashSettled |
CFD , Forward, Future , Option , 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. | |||
| IsHSRExempt | Equity, PreferredEquity, Unit | [Issuer Property] Whether the issuer is outside of the scope of the US Hart-Scott-Rodino Act. If this field is set to true, then the issuer will be excluded, otherwise the issuer will be included by FundApps. | 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. |
|||
| MaturityDate | Convertible, 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. |
Date | Necessary for USA & Canada to determine if expiry is within next 60 days and for document generation in many other countries. | |||
| NextExerciseDate | |
Option | Next date where an option is exercisable. For American options: Maturity date | Date | Defaults to MaturityDate if not provided. | ||
| 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 | ||||
| PriceForHSR | Equity, PreferredEquity, Unit | Lowest closing price over the past 45 days, in InstrumentCurrency, in accordance with the valuation requirements of the Hart-Scott-Rodino Act. | Decimal | ||||
| TotalVotingRights | Equity, PreferredEquity, Unit | [Issuer Property] Total amount of voting rights in circulation for an issuer | Decimal | ||||
| VotesPerShare | Equity, PreferredEquity, Unit | Number of votes attached to a single share | Decimal | Allowed value range: 0 .. 1000000 |
AssetClass, AssetId, AssetName, HasTransferOfTitle, HasTransferOfVotingPower, InstrumentCurrency, InstrumentId, InstrumentName, IsFlorangeApplicable, Price, Quantity, SFTType
Asset classes which require exactly one underlying asset to pass validation are marked with 
Asset classes which can have multiple underlying assets are marked with 
| Asset Class | Description | Valid Underlyings | Properties |
|---|---|---|---|
|
ADR
|
Depositary Receipts. Certificates that represent an ownership interest in shares of a (usually foreign-listed) company. Only NVDRs, which are identified by the DRType 'NVDR', are permitted to have 'Convertible', 'Warrant', or 'Rights' as their underlying assets. This specification is exclusive to NVDRs due to their unique structure. | Convertible, Equity, PreferredEquity, Rights, Warrant | ConversionRatio, IssuerId, IssuerName |
| Bond | A fixed income instrument where the issuer owes the holder a debt and pays them interest on it | IssuerId, IssuerName | |
|
CFD
|
Contract For Difference | ADR, Bond, Convertible, Equity, Index, PreferredEquity, Rights, StructuredProduct, Unit, Warrant | IsCashSettled |
|
Convertible
|
A type of bond which can be converted to a specific number of equity shares of the issuing company (or another company in the case of an exchangeable bond) | ADR, Equity | ConversionRatio, IssuerId, IssuerName, MaturityDate |
| Equity | Also called: Common Stock. A stock or other security representing an ownership interest in a company | CountryOfIncorporation, HasHSRManagementIntention, IsHSRExempt, IssuerId, IssuerName, PriceForHSR, TotalVotingRights, VotesPerShare | |
|
Forward
|
A contract or agreement to buy or sell an asset at a certain date at a certain price, where the contract provisions are not standardised | ADR, Bond, Convertible, Equity, Index, PreferredEquity, Rights, StructuredProduct, Unit, Warrant | ContractSize, IsCashSettled, MaturityDate |
|
Future
|
A contract or agreement to buy or sell an asset at a certain date at a certain price | ADR, Bond, Convertible, Equity, Index, PreferredEquity, Rights, StructuredProduct, Unit, Warrant | ContractSize, IsCashSettled, MaturityDate |
|
Index
|
A collection or basket of securities which usually track the basket's performance and serve as reference values for a financial derivative | ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Warrant | |
|
Option
|
Financial derivatives that give the buyer the right to buy or sell the underlying asset at a stated price within a specified period. | ADR, Bond, Convertible, Equity, Future, Index, PreferredEquity, Rights, StructuredProduct, Swap, Unit, Warrant | CallOrPut, ContractSize, ExerciseStyle, IsCashSettled, MaturityDate, NextExerciseDate |
| PreferredEquity | Also called: Preference Shares or Preferred Shares. A type of stock in which holders have a higher claim to the dividends or assets of a company and which may contain features of debt instruments, including convertibility into common stock | Equity | ConversionRatio, CountryOfIncorporation, HasHSRManagementIntention, IsHSRExempt, IssuerId, IssuerName, MaturityDate, PriceForHSR, TotalVotingRights, VotesPerShare |
|
Rights
|
Subscription Rights. A certificate issued to existing shareholders giving them the right to purchase a certain number of shares from the issuer at a specific price | Equity | ConversionRatio, MaturityDate |
|
StructuredProduct
|
A customised collection or basket of securities which may be pre-packaged as an investment, usually track the basket's performance and may serve as reference values for a financial derivative | ADR, Bond, Convertible, Equity, Forward, Future, Index, Option, PreferredEquity, Rights, StructuredProduct, Unit | |
|
Swap
|
A derivative contract in which two parties exchange the cash flows or liabilities of two different financial instruments. Excludes Credit Default Swaps | ADR, Bond, Convertible, Equity, Index, PreferredEquity, Rights, StructuredProduct, Unit, Warrant | IsCashSettled, MaturityDate |
|
Unit
|
A collective investment scheme or fund (set of pooled investments) which issues units or shares giving rights to the scheme's assets and associated income | ADR, Bond, Convertible, Equity, Forward, Future, Option, PreferredEquity, Rights, StructuredProduct | CountryOfIncorporation, HasHSRManagementIntention, IsHSRExempt, IssuerId, IssuerName, PriceForHSR, TotalVotingRights, VotesPerShare |
|
Warrant
|
A certificate providing a right, but not an obligation to buy or sell a certain number of shares of a company at a specific price in the future; or a financial derivative that gives the buyer the right to receive payment, or the seller the obligation to deliver payment based on a reference composite's value at a particular time or within a period of time specified. | ADR, Equity, Index, StructuredProduct, Unit | CallOrPut, ContractSize, ExerciseStyle, IsCashSettled, IssuerId, IssuerName, MaturityDate |
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 | |
|---|---|---|---|---|---|
| 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. |
| PortfolioName | |
Portfolio | Name of the portfolio / entity | String(255) | |
| 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 |
| 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 |
| 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 | |
| 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 | |
| LiquidationDate | Both | When the portfolio / entity was / will be liquidated | Date |
Last generated: 2024-12-02 10:02:52 UTC