How are holdings generated by LUSID

Understand how holdings are generated in LUSID and how this process can be configured.

A holding is the amount of an instrument held in a portfolio at a point in time. The LUSID Movements Engine calculates holdings from the history of Transactions and Holding Adjustments in a portfolio.

The calculation of holdings is controlled by the SubHoldingKeys configured for the portfolio. This allows, for example, a portfolio to be configured to segregate holdings based on a “Strategy” tag.

A holding can be of the following types: -

  • Position - A holding in an instrument
  • Cash Balance - A cash balance
  • Cash Commitment - Future cash payment from the portfolio
  • Cash Receivable - Future cash flow into the portfolio
  • Forward FX - One side of an FX Forward trade (similiar to a Cash Commitment/Receivable but valuated using forward rates instead of spot rates)