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Tripartite Template (TPT) fields

The FinDatEx Tripartite Template V8 has 154 fields. Each page below gives the definition, the format and allowed codes, the CIC categories it applies to and where the Fund Data Converter puts the value in FundsXML 4.

Solvency II flags: M mandatory, C conditional, O optional, I indicative. TPT block means the Solvency II block TripartiteTemplateSolvencyII_V7, core the regular FundsXML fund, position and asset structures.

Field Name Solvency II In FundsXML
1 Portfolio identifying data M Block + core
2 Type of identification code for the fund share or portfolio M TPT block
3 Portfolio name M Block + core
4 Portfolio currency (B) M Block + core
5 Net asset valuation of the portfolio or the share class in portfolio currency M Block + core
6 Valuation date M Block + core
7 Reporting date M Block + core
8 Share price M Block + core
8b Total number of shares M Block + core
9 Cash ratio O TPT block
10 Portfolio modified duration O TPT block
11 Complete SCR delivery M TPT block
12 CIC code of the instrument M Block + core
13 Economic zone of the quotation place C TPT block
14 Identification code of the instrument M Block + core
15 Type of identification code for the instrument M TPT block
16 Grouping code for multiple leg instruments C TPT block
17 Instrument name M Block + core
17b Asset liability NA Custom attribute
18 Quantity C Block + core
19 Nominal amount C Block + core
20 Contract size for derivatives C Block + core
21 Quotation currency (A) M Block + core
22 Market valuation in quotation currency (A) M Block + core
23 Clean market valuation in quotation currency (A) M Block + core
24 Market valuation in portfolio currency (B) M Block + core
25 Clean market valuation in portfolio currency (B) M Block + core
26 Valuation weight M Block + core
27 Market exposure amount in quotation currency (A) M TPT block
28 Market exposure amount in portfolio currency (B) M TPT block
29 Market exposure amount for the 3rd quotation currency (C) O TPT block
30 Market exposure in weight M TPT block
31 Market exposure for the 3rd currency in weight over NAV C TPT block
32 Interest rate type C Block + core
33 Coupon rate C Block + core
34 Interest rate reference identification C Block + core
35 Identification type for interest rate index C TPT block
36 Interest rate index name C TPT block
37 Interest rate margin C Block + core
38 Coupon payment frequency C Block + core
39 Maturity date C Block + core
40 Redemption type C Block + core
41 Redemption rate C Block + core
42 Callable putable C TPT block
43 Call put date C Block + core
44 Issuer bearer option exercise C Block + core
45 Strike price for embedded (call put) options C Block + core
46 Issuer name C Block + core
47 Issuer identification code C Block + core
48 Type of identification code for issuer C TPT block
49 Name of the group of the issuer C TPT block
50 Identification of the group C TPT block
51 Type of identification code for issuer group C TPT block
52 Issuer country M Block + core
53 Issuer economic area O TPT block
54 Economic sector O TPT block
55 Covered not covered C TPT block
56 Securitisation C TPT block
57 Explicit guarantee by the country of issue C TPT block
58 Subordinated debt O TPT block
58b Nature of the tranche O TPT block
59 Credit quality step I TPT block
60 Call Put Cap Floor C TPT block
61 Strike price C Block + core
62 Conversion factor (convertibles) concordance factor parity (options) C Block + core
63 Effective date of instrument O Block + core
64 Exercise type C TPT block
65 Hedging rolling C TPT block
67 CIC of the underlying asset C TPT block
68 Identification code of the underlying asset C TPT block
69 Type of identification code for the underlying asset C TPT block
70 Name of the underlying asset C TPT block
71 Quotation currency of the underlying asset (C) C TPT block
72 Last valuation price of the underlying asset C TPT block
73 Country of quotation of the underlying asset O TPT block
74 Economic area of quotation of the underlying asset C TPT block
75 Coupon rate of the underlying asset O TPT block
76 Coupon payment frequency of the underlying asset O TPT block
77 Maturity date of the underlying asset O TPT block
78 Redemption profile of the underlying asset O TPT block
79 Redemption rate of the underlying asset O TPT block
80 Issuer name of the underlying asset C TPT block
81 Issuer identification code of the underlying asset C TPT block
82 Type of issuer identification code of the underlying asset C TPT block
83 Name of the group of the issuer of the underlying asset C TPT block
84 Identification of the group of the underlying asset C TPT block
85 Type of the group identification code of the underlying asset C TPT block
86 Issuer country of the underlying asset C TPT block
87 Issuer economic area of the underlying asset O TPT block
88 Explicit guarantee by the country of issue of the underlying asset O TPT block
89 Credit quality step of the underlying asset I TPT block
90 Modified duration to maturity date C TPT block
91 Modified duration to next option exercise date C TPT block
92 Credit sensitivity C TPT block
93 Sensitivity to underlying asset price (delta) C TPT block
94 Convexity gamma for derivatives O TPT block
94b Vega O TPT block
95 Identification of the original portfolio for positions embedded in a fund C TPT block
97 SCR mrkt IR up weight over NAV O TPT block
98 SCR mrkt IR down weight over NAV O TPT block
99 SCR mrkt eq type1 weight over NAV O TPT block
100 SCR mrkt eq type2 weight over NAV O TPT block
101 SCR mrkt prop weight over NAV O TPT block
102 SCR mrkt spread bonds weight over NAV O TPT block
103 SCR mrkt spread structured weight over NAV O TPT block
104 SCR mrkt spread derivatives up weight over NAV O TPT block
105 SCR mrkt spread derivatives down weight over NAV O TPT block
105a SCR mrkt FX up weight over NAV O TPT block
105b SCR mrkt FX down weight over NAV O TPT block
106 Asset pledged as collateral O TPT block
107 Place of deposit O TPT block
108 Participation O TPT block
110 Valorisation method O TPT block
111 Value of acquisition O TPT block
112 Credit rating O TPT block
113 Rating agency O TPT block
114 Issuer economic area NA Custom attribute
115 Fund issuer code M Block + core
116 Fund issuer code type M TPT block
117 Fund issuer name M Block + core
118 Fund issuer sector M TPT block
119 Fund issuer group code M TPT block
120 Fund issuer group code type M TPT block
121 Fund issuer group name M TPT block
122 Fund issuer country M Block + core
123 Fund CIC M Block + core
123a Fund custodian country M Block + core
124 Duration O TPT block
125 Accrued income (Security Denominated Currency) O Block + core
126 Accrued income (Portfolio Denominated Currency) O Block + core
127 Bond floor (convertible instrument only) O TPT block
128 Option premium (convertible instrument only) O TPT block
129 Valuation yield O TPT block
130 Valuation z spread O TPT block
131 Underlying asset category M TPT block
132 Infrastructure investment I TPT block
133 custodian name O Block + core
134 type1 private equity portfolio eligibility I TPT block
135 type1 private equity issuer beta I TPT block
137 Counterparty sector C TPT block
138 Collateral eligibility C TPT block
139 Collateral Market valuation in portfolio currency C TPT block
140 Custodian identification code O Block + core
141 Type of custodian identification code O TPT block
142 Bail-in Rule C TPT block
143 Maturity date expected O TPT block
144 Modified duration to maturity date expected O TPT block
145 Credit sensitivity expected O TPT block
146 PIK O TPT block
147 Infrastructure investment additional QRT O TPT block
148 Economic sector NACE C Block + core
150 LTEI Fund Elligibility C Custom attribute
151 Legislative program investment C Custom attribute
1000 TPT Version M TPT block

Convert a TPT file