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OFPH000290 – Holding Contract Size
For Futures & Options: number of underlying assets in the contract (e.g. for equity futures it is the number of equities to be delivered per derivative contract at maturity, for bond futures it is the reference amount underlying each contract). The way the contract size is defined varies according with the type of instrument. For futures on equities it is common to find the contract size defined as a function of the number of shares underlying the contract. For futures on bonds, it is the bond nominal amount underlying the contract.
// The correspondent field introduced by FinDatEx with their Solvency II Tripartite Template (TPT) is: TPT: 20_Contract_size_for_derivatives.//
| Property | Value |
|---|---|
| OF-ID | OFPH000290 |
| Name | Holding Contract Size |
| Area | Portfolio holdings |
| Level | Holding |
| Format | Decimal number |
| Tags | Portfolio Holdings |
| Introduced in | openfunds 1.29 |
| FinDatEx TPT field | 20_Contract_size_for_derivatives |
Values
Decimal figure.
FundsXML 4 mapping
The holding value becomes TPT field 20 and is written like a TPT position: Fund/…/Portfolio/Positions/Position and AssetMasterData/Asset (see the TPT field pages).
The field mapping table lists every field; openfunds to FundsXML explains the rules behind it.
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