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TPT field 65 – Hedging rolling
Hedging rolling: Indication of existing Risk Mitigation program ( Y = used for Risk Mitigation purpose and the position is systematically rolled before maturity, N = used for hedging purpose but no systematic roll before maturity); EPM = Efficient Portfolio Management / not used for hedging purpose .
| Property | Value |
|---|---|
| Field number | 65 |
| Column name | 65_Hedging_rolling |
| TPT versions | V7, V8 |
| Format | Code from a closed list |
| FinDatEx data model path | Position / HedgingStrategy |
| Solvency II | Conditional (C) |
| Swiss Solvency Test (SST) | Optional (O) |
| NW 675 | Conditional (C) |
Allowed codes
Y, N, EPM
Applies to
Positions with CIC category A – Futures, B – Call options, C – Put options, D – Swaps, E – Forwards, F – Credit derivatives.
FundsXML 4 mapping
Solvency II TPT block (TripartiteTemplateSolvencyII_V7):
…/TripartiteTemplateSolvencyII_V7/Portfolio/Positions/Position/HedgingRolling
The field mapping table lists every field side by side; TPT to FundsXML explains the rules behind it.
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