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OFRE000540 – Currency Breakdown Before Share Class Hedging
A breakdown of the risk currencies held by the fund before share class hedging (e.g. NAV). Active currency views implemented via derivatives (on fund level) should be considered. The related exposures are also derivable from TPT (Solvency II Tripartite Template). - currency views implemented via derivatives (on fund level) shall be considered - three-letter ISO 4217 codes should be used for currencies - XXX should be used for "no currency"
For this breakdown, "OFRE100108 Fund Ratios And Exposures Value Type" is mandatory and should contain the ISO 4217 code of each currency represented in the portfolio (using XXX for “no currency” and XAU/XAG etc. for gold and other materials).
Please refer to the "Fund Ratios and Exposures" whitepaper (https://www.openfunds.org/knowledge/whitepapers/fund-ratios-and-exposures) for an example of the provision of this data. We would expect a table of maximal 10 rows, each with the holding name and ISIN.
| Property | Value |
|---|---|
| OF-ID | OFRE000540 |
| Name | Currency Breakdown Before Share Class Hedging |
| Area | Fund ratios and exposures |
| Level | Fund |
| Format | Text |
| Tags | Ratios and Exposures |
| Introduced in | openfunds 1.26 |
Values
Rows of three-letter currency ISO 4217 codes (as shown at https://www.iso.org/iso-4217- currency-codes.html) and weights, in the format described in the File Structure section at the end of https://www.openfunds.org/knowledge/whitepapers/fund-ratios-and- exposures
FundsXML 4 mapping
FundsXML 4.2.11 has no element for this field. The converter keeps the value as CustomAttributes/Attribute named OF_OFRE000540 on the share class (or position), so FundsXML → openfunds restores it unchanged.
The field mapping table lists every field; openfunds to FundsXML explains the rules behind it.
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