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Holding

Holding schema.

calendarsstring[]required

List of calendars followed by product

Example: ["TreasurySpring","United Kingdom"]
cellCodestringrequired

Cell Code

Example: Example-IC
costnumberrequired

Holding initial cost

Example: 5000
currencystring | nullnullable

Holding currency

Example: GBP
cutoffDatetimedate-timenullable

Cutoff date with timezone information

Example: 2024-04-15T12:15:00
entityCodestringrequired

Investing Entity Code

Example: TEST0001
extendedMaturityDatedatenullable

New maturity date for an extension (extendables only)

Example: 2025-01-01
extensionDaysinteger | nullnullable

Length of the current extension period in CALENDAR days (extendables only). The option and maturity dates derived from it are then adjusted onto business days, so the realised gap between two option dates can differ from this number.

Example: 30
extensionOptionDatedatenullable

Extension option date (extendables only)

Example: 2025-01-01
extensionStartDatedatenullable

Start date for an extension (extendables only)

Example: 2025-01-01
extensionStartValuenumber | nullnullable

Initial value for current extension (extendables only)

Example: 5000
finalDaysinteger | nullnullable

Length of the final period in CALENDAR days (extendables only), business-day adjusted the same way as extensionDays.

Example: 90
finalYieldnumber | nullnullable

Final period yield, annualised APY (extendables only).

Example: 0
finalizedboolean | nullnullable

True if this is the final extension (extendables only)

Example: true
isOnBalanceSheetbooleanrequired

True if the position's value counts towards balance sheet calculations — that is, it has settled and is not pending, cancelled or redeemed. This is a lifecycle test, not an investment one: cash positions are on balance sheet too, so it does not separate cash from FTF holdings. Use type for that.

Example: true
issueDatedaterequired

Date the FTF was issued, otherwise known as Subscription date

Example: 2024-01-01
maturityActions object[]

Maturity actions (next actions) for this holding — what happens to the holding's value at maturity. Upcoming for live holdings; reflects the action(s) applied for matured or redeemed holdings. Empty if no actions are set.

  • Array [
    • amountnumberrequired

    Amount

    Example: 5000
    currencystringrequired

    Currency

    Example: GBP
    holdingUidstringrequired

    Holding uid

    Example: 74628ebad0f54881b3c76acf146eb3c3
    subscriptionUidstring | nullnullable

    The unique identifier for the subscription associated with the maturity action, if any.

    Example: dade0389c66241bd8366b017f1ffe19a
    typestringrequired

    Maturity Action type

    Example: ROLL
    uidstringrequired

    Maturity Action uid

    Example: 96cd54e5ddfd41b0a77afef15a96660d
  • ]
    • maturityDatedaterequired

    Date the FTF holding will mature

    Example: 2025-01-01
    maturityValuenumberrequired

    Value at maturity

    Example: 7000
    maturityValueAdjustmentnumber | nullnullable

    Adjustment on the maturity value (usually 0)

    Example: 0
    mmyA365Fnumber | nullnullable

    Same return as yield, expressed in MMYA365F format. Use only when you specifically need this format.

    Example: 5.5
    namestring | nullnullable

    FTF name

    Example: TreasurySpring Bluebird-IC GBP-BACR-1M/TEST0001/2024-5-14/2024-6-14
    nextFinalYieldnumber | nullnullable

    Next final period yield, annualised APY (extendables only).

    Example: 5.5
    nextYieldnumber | nullnullable

    Next extension yield, annualised APY (extendables only).

    Example: 5.5
    noticeDatedatenullable

    Last business day before cut-off — after this the maturity action window is closing

    Example: 2024-12-31
    obligorExposureCodestringrequired

    Obligor Exposure Code

    Example: BACR[GC]
    obligorExposureNamestringrequired

    Obligor Exposure Name

    Example: Barclays Bank Plc [Gov secured]
    pricePerSharenumber | nullnullable

    Price per share

    Example: 10
    productCodestring | nullnullable

    The FTF product code

    Example: GBP-BACR[GC]-3M
    selectableNextDatetimedate-timenullable

    When a SWITCH becomes selectable on this holding; timezone-aware

    Example: 2024-12-30T09:00:00
    statusHoldingStatusEnumrequired

    The current status of the holding

    Possible values: [Cash, Pending, PendingWithdrawal, Issued, Redeemed, Cancelled, CutOff, Processing]

    Example: Issued
    subscriptionUidstring | nullnullable

    The unique identifier for the subscription associated with the holding.

    Example: dade0389c66241bd8366b017f1ffe19a
    typestringrequired

    The type of position: Fixed or Extendable for an FTF holding, or Cash for uninvested cash held in a cell. Cash positions have no real maturity — maturityDate comes back as 9999-12-31 — so exclude them before any maturity-based aggregation.

    Example: Fixed
    uidstringrequired

    The unique identifier for the holding

    Example: c660adab8e394383a3f839dd9d66bf9e
    valuenumberrequired

    Current value

    Example: 6000
    yieldnumber | nullnullable

    Current yield (annualised APY).

    Example: 5
    Holding
    {
      "calendars": [
        "TreasurySpring",
        "United Kingdom"
      ],
      "cellCode": "Example-IC",
      "cost": 5000,
      "currency": "GBP",
      "cutoffDatetime": "2024-04-15T12:15:00",
      "entityCode": "TEST0001",
      "extendedMaturityDate": "2025-01-01",
      "extensionDays": 30,
      "extensionOptionDate": "2025-01-01",
      "extensionStartDate": "2025-01-01",
      "extensionStartValue": 5000,
      "finalDays": 90,
      "finalYield": 0,
      "finalized": true,
      "isOnBalanceSheet": true,
      "issueDate": "2024-01-01",
      "maturityActions": [
        {
          "amount": 5000,
          "currency": "GBP",
          "holdingUid": "74628ebad0f54881b3c76acf146eb3c3",
          "subscriptionUid": "dade0389c66241bd8366b017f1ffe19a",
          "type": "ROLL",
          "uid": "96cd54e5ddfd41b0a77afef15a96660d"
        }
      ],
      "maturityDate": "2025-01-01",
      "maturityValue": 7000,
      "maturityValueAdjustment": 0,
      "mmyA365F": 5.5,
      "name": "TreasurySpring Bluebird-IC GBP-BACR-1M/TEST0001/2024-5-14/2024-6-14",
      "nextFinalYield": 5.5,
      "nextYield": 5.5,
      "noticeDate": "2024-12-31",
      "obligorExposureCode": "BACR[GC]",
      "obligorExposureName": "Barclays Bank Plc [Gov secured]",
      "pricePerShare": 10,
      "productCode": "GBP-BACR[GC]-3M",
      "selectableNextDatetime": "2024-12-30T09:00:00",
      "status": "Issued",
      "subscriptionUid": "dade0389c66241bd8366b017f1ffe19a",
      "type": "Fixed",
      "uid": "c660adab8e394383a3f839dd9d66bf9e",
      "value": 6000,
      "yield": 5
    }