Properties required for Shareholding Disclosure - Global Short Selling

To ensure 100% disclosure coverage in all 102 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 shorting in Korea you don't need to provide ClassSharesOutstandingListedOnKRX. 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 the system and ensure you have no Missing Data / Unknowns - see here.
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

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				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	All	All
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
CustomerAssetId				All	Customer defined Id	String(255)	Only used in UI Optional field to be populated with a customer's own internal Id specification as reference. For example, an Id different to the AssetId used in FundApps.	-	-
ExecutionVenue				ADR, Convertible, Equity, PreferredEquity, Rights, Unit, 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. If a holding is composed of the same class (ISIN) having been executed on multiple venues, separate instruments and separate AssetIDs should be declared in the position file for each quantity of shares executed on each market.	4	2
IncludeInShortAU				All	This can be used to explicitly state if an asset should be included in the Short selling: Australia rules.	Boolean		2	1
IsDeltaHedged				Convertible, Warrant	If a long convertible bond or warrant should be delta hedged by an offsetting short position in equity for Short selling in Japan	Boolean	Used in: Short selling in Japan. The default requirement for Short Selling Japan is to net short equities with long equities and separately net short convertibles with long convertibles. The rule has an exemption to this default that allows for netting of short equity positions with long convertible bond and warrant positions on a delta hedged basis. If you would like to take advantage of this delta hedge exemption you must set the asset property IsDeltaHedged = True and provide a delta value for long convertible bonds and warrants.	1	1
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 and should be provided with accrued interest. For non-derivative assets, market value should be provided without accrued interest. For bonds, the regulation does not specify the method but we suggest using the face value multiplied by the bond's dirty price to calculate the market value.	3	2
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 and should be provided with accrued interest. For non-derivative assets, market value should be provided without accrued interest. For bonds, the regulation does not specify the method but we suggest using the face value multiplied by the bond's dirty price to calculate the market value.	3	2
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).	82	40
QuantitySettle				All	On settlement date: 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).	3	1
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	84	40

Instrument Properties

An instrument is the portfolio independent information

Property Name				Applies To	Description	Data type	Valid values & notes	Rules	Jurisdictions
AssetClass				All	Asset class (e.g. Equity, Bond, CFD etc.)	String(255)	Valid values: ADR, Bond, CDS, CFD, Convertible, Equity, Forward, Future, Index, Option, PreferredEquity, Rights, StructuredProduct, Swap, Unit, Warrant. To ignore this asset during checking, set to 'Ignore'	84	40
AssetClassCustomer				All	Customer defined asset class	String(255)	Only used in UI Optional field to be populated with a customer's own internal asset class specification as reference	-	-
CallOrPut				Option, Warrant	If an option / warrant is call or put	String(255)	Valid values: Call, Put.	79	39
ClassDebtOutstanding				Bond, Convertible	Outstanding principal amount of a debt issuance	Decimal	Required for UK takeover, New Zealand, China, and Botswana major shareholding calculations for convertibles and Short Australia rules for Bonds.	2	2
ClassSecuritiesInIssue				ADR, Rights, Warrant	Outstanding number of securities in the relevant class of products. Input property for Warrants, DRs and Subscription Rights.	Decimal	Used in Short AU and Short US 13f-2 rules to provide denominator for Warrants, DRs and Subscription Rights.	2	2
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.	4	4
ClassSharesOutstandingListedOnKRX				Equity, PreferredEquity	Total amount of a class of shares in circulation on the KRX (XKOS, XKRX)	Decimal	This property is only required for the South Korean short selling rules. While ClassSharesOutstandingListedOnKRX may be identical to ClassSharesOutstanding for many issuers, it is not always the case. For dual listed issuers, this property omits outstanding shares not listed on the KRX (KOSPI Stock Market or KOSDAQ Market).	2	1
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.	44	38
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		44	38
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.	1	1
CountryOfIssue				Bond, Equity, PreferredEquity, Unit	Country the stock was issued	String(255)	Valid values: ISO 3166-1 Alpha 2 country codes.	1	1
CountryOfRCAMTFs				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). FundApps 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, FundApps looks it up in the FIRDS list.	30	30
CountryOfRCAMTFsDRs				ADR	Country of Relevant Competent Authority (RCA) for depository receipts trading on MTFs in the European Economic Area (EEA). FundApps 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, FundApps looks it up in the FIRDS list.	1	1
CountryOfRCARegulatedMarkets				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). FundApps 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, FundApps looks it up in the FIRDS list.	30	30
CountryOfRCARegulatedMarketsDRs				ADR	Country of Relevant Competent Authority (RCA) for depository receipts trading on regulated markets in the European Economic Area (EEA). FundApps 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, FundApps looks it up in the FIRDS list.	1	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.	69	34
DurationAdjustment				Bond	Modified duration of a bond	Decimal	This is used for calculating the appropriate exposure for EU Sovereign Debt Short Selling Regulation. DurationAdjustment is also known as 'modified duration', and is a measure of bond price sensitivity to changes in its yield to maturity. Values used by clients should be positive.	35	32
FaceValue				Bond, Convertible	Denomination of a debt instrument at issuance.	Decimal		40	34
HomeMemberState_v2				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)	Valid values: AT, BE, BG, CY, CZ, DE, DK, EE, ES, FI, FR, GR, HR, HU, IE, IS, IT, LI, LT, LU, LV, MT, NL, NO, PL, PT, RO, SE, SI, SK. For more information see the Help Centre article on this topic.	1	1
InstrumentCurrency				ADR, Bond, CDS, 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.	81	40
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				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.	3	2
IsConvertiblePreferred				PreferredEquity	If the preferred equity has the option to be converted into ordinary shares.	Boolean		3	2
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.	34	32
IsCoveredWarrant				Warrant	If the warrant is covered	Boolean		34	32
IsETF				Unit	If a unit fund is exchange traded.	Boolean		78	38
IsGBCountryOfRCAMTFs				ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant	Set to True if Country of Relevant Competent Authority (RCA) for securities trading on MTFs in the UK is the United Kingdom. Note that the CountryOfRCAMTFs property should be used separately for the RCA of securities trading on MTFs in the EEA. If not set, this property is populated with True if the ISIN is listed on FCA FIRDs with a UK MTF provided as one of its MICS.	Boolean		1	1
IsGBCountryOfRCARegulatedMarkets				ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant	Set to True if Country of Relevant Competent Authority (RCA) for securities trading on regulated markets in the UK is the United Kingdom. Note that the CountryOfRCARegulatedMarkets property should be used separately for the RCA of securities trading on regulated markets in the EEA. If not set, this property is populated with True if the ISIN is listed on FCA FIRDs with a UK regulated market provided as one of its MICS.	Boolean		1	1
IsGovernmentBacked				Bond	If the bond is government backed or guaranteed. For shareholding disclosure, required only if shorting European Government debt.	Boolean		37	33
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.	46	37
IsREIT				Equity, PreferredEquity	[Issuer Property] Set to True if a share of a Real Estate Investment Trust (REIT)	Boolean		1	1
IsReportingCompanyUS				Equity, PreferredEquity, Unit	[Issuer Property] Whether the issuer is a Reporting Company Issuer under 13f-2. If this field is set to true, then the issuer will be treated as a reporting company issuer	Boolean		3	1
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.	83	40
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.	84	40
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.	33	32
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.	All	All
LocalTicker				ADR, Bond, Convertible, Equity, PreferredEquity, Rights, Unit, Warrant	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)	If a holding is composed of the same class (ISIN) having been traded on multiple venues, separate instruments and separate AssetIDs should be declared in the position file for each quantity of shares traded on each market. A traded instrument can be identified by exchange using SEDOL, exchange-level FIGI or quote-level PermID). (For Singapore) This property is required for disclosure forms, and will allow the Singapore Short selling rule to run on only the quantity of shares traded on SGX-ST (i.e. in scope for disclosure.) (For Hong Kong) This property will allow certain Hong Kong-listed securities without an ISIN assigned to be picked up by the Hong Kong Takeover and Hong Kong short selling Rules. Please ignore the zero prefix (leading zeros) when providing the local ticker. For example, please provide '5' instead of '00005' for HSBC holdings shares listed in Hong Kong.	5	5
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 a specific market segment is different than 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). It is critical that for any market, segment MICs are provided. Please see ISO's official FAQs for the MIC standard under the section 'MIC LEVELS', making note of the definitions for 'market segment MIC' and 'operating MIC' including the point that 'The use of market segment MICs provides more accuracy.' FundApps is unable to validate whether our clients are providing the MICs at the granularity of segment MIC; we strongly recommend that you re-confirm with your data provider(s) that MICs are provided at segment MICs level.	15	8
Notional				CDS, Forward, 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	We have further guidance on this property in Help Centre.	37	33
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		46	39
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 EU issuers or to the United Kingdom 'TotalDebtOutstandingGB' value set	35	32
TotalSharesInTreasury				Equity, PreferredEquity, Unit	[Issuer Property] Total amount of shares held in treasury by the issuer. Excludes outstanding shares (held by investors).	Decimal	This value is used for regulations that require a calculation using the total shares outstanding including treasury shares. If this data can not be sourced, please set value to zero.	33	32
TotalSharesOutstanding				Equity, PreferredEquity, Unit	[Issuer Property] Total amount of issued shares in circulation (held by investors) for an issuer. Includes the outstanding shares from all share classes. Excludes treasury stock.	Decimal	For Unit funds structured as ETFs this should reflect the number of units issued. Please note that we have heard from clients that some of the values sourced from major data providers can include Treasury Shares for certain countries in which case your denominator can be overstated, leading to inaccurate holding calculations.	35	34

Properties valid for ALL AssetClasses

AssetClass, AssetClassCustomer, AssetId, AssetName, CustomerAssetId, IncludeInShortAU, InstrumentCurrency, InstrumentId, InstrumentName, LEI, MarketValue, MarketValueInInstrumentCurrency, Price, Quantity, QuantitySettle, SFTType

Properties valid for each AssetClass

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	ClassSecuritiesInIssue, ConversionRatio, CountryOfRCAMTFs, CountryOfRCAMTFsDRs, CountryOfRCARegulatedMarkets, CountryOfRCARegulatedMarketsDRs, ExecutionVenue, HomeMemberState_v2, IsGBCountryOfRCAMTFs, IsGBCountryOfRCARegulatedMarkets, ISIN, IssuerId, IssuerName, LocalTicker, MarketsListedIn
Bond	A fixed income instrument where the issuer owes the holder a debt and pays them interest on it		ClassDebtOutstanding, CountryOfIssue, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, DurationAdjustment, FaceValue, HomeMemberState_v2, IsGBCountryOfRCAMTFs, IsGBCountryOfRCARegulatedMarkets, IsGovernmentBacked, ISIN, IssuerId, IssuerName, LocalTicker, MarketsListedIn, TotalDebtOutstanding
CDS	Credit Default Swap. A financial derivative contract that allows an investor to swap the credit risk of an issuer, country or another entity with another counterparty	Bond, Index, StructuredProduct	Delta, ISIN, MarketsListedIn, Notional
CFD	Contract For Difference	ADR, Bond, Convertible, Equity, Index, PreferredEquity, Rights, StructuredProduct, Unit, Warrant	Delta, IsCashSettled, ISIN, MarketsListedIn
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	ClassDebtOutstanding, ConversionRatio, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, Delta, ExecutionVenue, FaceValue, HomeMemberState_v2, IsCoveredConvertible, IsDeltaHedged, IsGBCountryOfRCAMTFs, IsGBCountryOfRCARegulatedMarkets, ISIN, IssuerId, IssuerName, LocalTicker, MarketsListedIn, TotalDebtOutstanding
Equity	Also called: Common Stock. A stock or other security representing an ownership interest in a company		ClassSharesOutstanding, ClassSharesOutstandingListedOnKRX, CountryOfIncorporation, CountryOfIssue, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, ExecutionVenue, HomeMemberState_v2, IsGBCountryOfRCAMTFs, IsGBCountryOfRCARegulatedMarkets, ISIN, IsREIT, IsReportingCompanyUS, IssuerId, IssuerName, IsWhenIssued, LocalTicker, MarketsListedIn, TotalSharesInTreasury, TotalSharesOutstanding
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, Delta, IsCashSettled, Notional
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, Delta, IsCashSettled, ISIN, MarketsListedIn, Notional
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, CDS, 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, Delta, IsCashSettled, ISIN, MarketsListedIn, Notional
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	ClassSharesOutstanding, ClassSharesOutstandingListedOnKRX, ConversionRatio, CountryOfIncorporation, CountryOfIssue, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, ExecutionVenue, HomeMemberState_v2, IsConvertiblePreferred, IsGBCountryOfRCAMTFs, IsGBCountryOfRCARegulatedMarkets, ISIN, IsREIT, IsReportingCompanyUS, IssuerId, IssuerName, IsWhenIssued, LocalTicker, MarketsListedIn, TotalSharesInTreasury, TotalSharesOutstanding
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	ClassSecuritiesInIssue, ConversionRatio, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, ExecutionVenue, HomeMemberState_v2, IsGBCountryOfRCAMTFs, IsGBCountryOfRCARegulatedMarkets, ISIN, LocalTicker, MarketsListedIn
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, CDS, 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	Delta, IsCashSettled, ISIN, MarketsListedIn, Notional
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, CDS, Convertible, Equity, Forward, Future, Option, PreferredEquity, Rights, StructuredProduct	ClassSharesOutstanding, CountryOfIncorporation, CountryOfIssue, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, ExecutionVenue, HomeMemberState_v2, IsETF, IsGBCountryOfRCAMTFs, IsGBCountryOfRCARegulatedMarkets, ISIN, IsReportingCompanyUS, IssuerId, IssuerName, LocalTicker, MarketsListedIn, Notional, TotalSharesInTreasury, TotalSharesOutstanding
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, ClassSecuritiesInIssue, ContractSize, CountryOfRCAMTFs, CountryOfRCARegulatedMarkets, Delta, ExecutionVenue, HomeMemberState_v2, IsCashSettled, IsCoveredWarrant, IsDeltaHedged, IsGBCountryOfRCAMTFs, IsGBCountryOfRCARegulatedMarkets, ISIN, IssuerId, IssuerName, LocalTicker, MarketsListedIn

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 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)		66	36
PortfolioCurrency		Both	Base currency of the portfolio / currency entity should use for calculations	String(255)	Valid values: ISO 4217 currency codes.	3	2
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
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. See this Help Centre article for the full meaning of each of these values and instructions on which selection to make.	3	1
Strategy		Portfolio	Identifies two or more portfolios that share the same investment strategy. For the European Short Selling Regulation (management rules), if strategy is the same between portfolios the portfolios will be netted within the strategy and then aggregated at the management level. Strategies can only be shared between portfolios in the same management tree. Portfolios will share a strategy only where the same investment strategy is pursued for both portfolios, see aosphere EU memo, section 6.2.	String(255)	The SSR requires that the net short position be calculated for each individual fund (regardless of its legal form) and for each managed portfolio (with further clarification in ESMA Q&A 6.2). No further netting of long and short positions is permitted. However, in rare instances, the fund or managed portfolio at which SSR netting should be performed to determine the net short position may encompass more than one FundApps portfolio. For more information, please refer to this article.	31	31

Last generated: 2024-11-18 10:02:35 UTC