Portfolio Holdings requirements differ by Asset Type
Holdings can be provided in a single consolidated holdings. However, we would suggest that for ease these are broken down as set out below.
For example:
| File Name | Purpose | Source for Security Data | Requires Counterparty | File Template |
|---|---|---|---|---|
| Consolidated Holdings File | ||||
| Holdings* | A consolidated file with different types of holdings | |||
| Separated Holdings Files | ||||
| Holdings_Stocks | For equities, bonds, funds for which market reference data is available. | Funds-Axis can provide, based on ICE data | ||
| Holdings_Futures | For leading futures contracts, excluding single stock futures. This includes equity index futures, government bond futures, currency futures, commodity futures etc. | Funds-Axis provide, based on client using standard identifiers, e.g. Z_M2 for FTSE 100 etc | ||
| Holdings_Cash | Note. Cash should be properly distinguished from deposits and from margin and collateral. Margin and collateral should whether it is held in safekeeping similar to client money protection. | Derived from the holdings file. | Y | |
| Holdings_FFX | For Forward FX, shareclass FX and Spot FX | Derivated from holdings file. Funds-axis recommended | Y | |
| Holdings_InterestRateSwaps | Y | |||
| Holdings_CustodyCash | This is required for UCITS borrowing rules. It is identical to the ”Holdings_Cash” file | Y | ||