Position

/FundsXML4/RegulatoryReportings/IndirectReporting/TripartiteTemplateSolvencyII_V6/Portfolio/Positions/Position

Diagram

Documentation

en

Detail of each Position.

Properties

Type: SIIPositionType_V7
Cardinality: 1..*
Namespace: xs = "http://www.w3.org/2001/XMLSchema"
altova = "http://www.altova.com/xml-schema-extensions"
ds = "http://www.w3.org/2000/09/xmldsig#"
Level: 6
Sample Data

Child Elements & Attributes

Name (XPath)	Type	Documentation	Sample Data
/RegulatoryReportings/.../InstrumentCIC	(anonymous)	A12 - Instrument type. E.g. Equity, bond, option, swap,... CIC codification used.	NCB9
/RegulatoryReportings/.../EconomicArea	EconomicAreaType	A13 - Economic area code of quotation country: 0 non listed 1 EEA 2 OECD non EEA 3 non OECD SII Economic area of a quotation place (including Non listed)	2
/RegulatoryReportings/.../InstrumentCode	SIISecurityCodificationType_V6	A15 14 - Use ISIN, CUSIP, BLOOMBERG etc. or internal code. See CodificationSystem. ISIN Preferred when available. CodificationSystem (restricted list for Securities) and Code expressed in CodificationSystem
/RegulatoryReportings/.../GroupID	(anonymous)	A16 - Grouping code for operations on multi-leg instruments. Useless for single-leg positions.	ExampleText
/RegulatoryReportings/.../InstrumentName	(anonymous)	A17	ExampleText
/RegulatoryReportings/.../Valuation	(anonymous)	Valuation characteristics and Position market value(s).
/RegulatoryReportings/.../InterestRateInstrumentCharacteristics	(anonymous)	Detailed characteristics for interest rate instruments.
/RegulatoryReportings/.../CreditRiskData	(anonymous)	A46 to A54 + A57 + A59- Useless for cash positions. Mandatory otherwise. Refers to Counterparty for OTC Derivatives. Corresponds to TPT block "Issuer data" (A46 to A59)
/RegulatoryReportings/.../Securitisation	(anonymous)	To be used for synthetic Asset Backed Securities (ABS) and other ABS
/RegulatoryReportings/.../SubordinatedDebt	YesNoL1Type	A58 - Y/N Flag Y or N	N
/RegulatoryReportings/.../HedgingRolling	(anonymous)	A65 - Indication of existing Risk Mitigation program "Y" used for Risk Mitigation purpose and the position is systematically rolled at maturity, "N" used for hedging purpose but no systematic roll at maturity); "EPM" Efficient Portfolio Management / not used for hedging purpose	EPM
/RegulatoryReportings/.../DerivativeOrConvertible	(anonymous)	For Futures or Convertible bonds: Characteristics of the option (implicit or explicit). Description of underlying instrument.
/RegulatoryReportings/.../Analytics	(anonymous)	Financial ratios: Modified duration, Delta, ... Useless fo cash positions
/RegulatoryReportings/.../LookThroughIdentifier	ISINType	A95 - identification code of the investee funds ISIN or CUSIP or any other identification International Securities Identification Number (according to ISO 6166)	IXQGGU086F14
/RegulatoryReportings/.../ContributionToSCR	ContributionToSCRType	Instrument level. The block is optional. However, if the block is present, all the SCRs inside can be present, with the non relevant ones set to 0. List of possible contributions to global SCR. Applicable to a Position.Could also be used for a group of Positions
/RegulatoryReportings/.../QRTPositionInformation	(anonymous)	Needed for segregated account. To be specified***********
/RegulatoryReportings/.../AdditionalInformation	(anonymous)

XML Snippet

<xs:element xmlns:altova="http://www.altova.com/xml-schema-extensions"
            xmlns:ds="http://www.w3.org/2000/09/xmldsig#"
            xmlns:xs="http://www.w3.org/2001/XMLSchema"
            maxOccurs="unbounded"
            name="Position"
            type="SIIPositionType_V7">
   <xs:annotation>
      <xs:documentation xml:lang="en">Detail of each Position.</xs:documentation>
   </xs:annotation>
</xs:element>