What instruments does LUSID support?

LUSID instrument type

Supported features

Trade management

Analytics

Booking & total consideration

Income & capital events

Cashflow generation

Simple valuation

Model valuation (ie. BlackScholes)

Accrual

Amortisation

Equity

Flow

Equity

Equity

Corporate actions

N/A

N/A

N/A

N/A

Contract For Difference (CFD)

ContractForDifference

Q4 2024

N/A

N/A

N/A

Equity swap

EquitySwap

N/A

ETD

Exchange Traded Future

Future

N/A

N/A

N/A

N/A

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

Q4 2024

N/A

N/A

N/A

Exchange Traded Option (Physically Settled)

ExchangeTradedOption

Q4 2024

N/A

N/A

N/A

OTC

Equity European Option

EquityOption

Q4 2024

N/A

N/A

N/A

Equity European Cash-settled Option

EquityOption

Q4 2024

N/A

N/A

N/A

Equity Rights Issue

EquityOption

Q4 2024

N/A

N/A

N/A

Equity Warrant

EquityOption

Q4 2024

N/A

N/A

N/A

Equity Index Option

EquityOption

Q4 2024

N/A

N/A

N/A

Debt

Flow

Fixed Bond

Bond

Q4 for total cons.

Floating Bond

ComplexBond

Q4 for total cons.

Q4 2024

Zero Coupon Bond

Bond

Q4 for total cons.

Q4 2024

Inflation-linked Bond

InflationLinkedBond

Q4 for total cons.

Flat extrapolation

Roadmap

Q4 2024

Sinkable Bond

ComplexBond

Q4 for total cons.

Q4 2024

Roadmap

Multi-schedule (ie, Fixed to Float) Bond

ComplexBond

Q4 for total cons.

Q4 2024

ETD

Exchange Traded Future

Future

N/A

N/A

N/A

N/A

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

Q4 2024

N/A

N/A

N/A

Exchange Traded Option (Physically Settled)

ExchangeTradedOption

Q4 2024

N/A

N/A

N/A

Options

Callable Bond

ComplexBond

Q4 for total cons.

Roadmap

Q4 2024

Puttable Bond

ComplexBond

Q4 for total cons.

Roadmap

Q4 2024

Convertible Bond

ComplexBond

Q4 for total cons.

Q4 2024

Roadmap

Q4 2024

Rates

Flow

Forward Rate Agreement

ForwardRateAgreement

Q4 2024

N/A

Interest Rate Swap

InterestRateSwap

N/A

Interest Rate Basis Swap

InterestRateSwap

N/A

Non-Deliverable Interest Rate Swap

InterestRateSwap

N/A

N/A

Overnight Index Swap

InterestRateSwap

N/A

Cross Currency MtM Swap (resetting principal)

InterestRateSwap

Q4 2024

N/A

Cross Currency Swap (not resetting principal)

InterestRateSwap

Q4 2024

N/A

Asset Swap

InterestRateSwap

N/A

Bond TRS

TotalReturnSwap

Q4 2024

Roadmap

N/A

Inflation

Zero Coupon Inflation Swap

InflationSwap

Flat extrapolation

Roadmap

N/A

Year on Year Inflation Swap

InflationSwap

Flat extrapolation

Roadmap

N/A

LPI Swap

InflationSwap

Flat extrapolation

Roadmap

N/A

Income Swap

InflationSwap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Cumulative Swap

InflationSwap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Roadmap

Money Markets

Term deposit

TermDeposit

Q4 2024

N/A

ETD

Exchange Traded Future

Future

N/A

N/A

N/A

N/A

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

Q4 2024

N/A

N/A

N/A

Exchange Traded Option (Physically Settled)

ExchangeTradedOption

Q4 2024

N/A

N/A

N/A

Options

Interest Rate European Option

InterestRateSwaption

Q4 2024

N/A

Roadmap

N/A

N/A

Interest Rate Cap/Floor

CapFloor

Q4 2024

N/A

Roadmap

N/A

N/A

Credit

Flow

Credit Default Swap (CDS)

CreditDefaultSwap

N/A

Credit Default Index Swap (CDX)

CdsIndex

N/A

FX

Flow

FX Forward

FxForward

N/A

N/A

FX Swap

FxSwap

N/A

N/A

ETD

Exchange Traded Future

Future

N/A

N/A

N/A

N/A

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

Q4 2024

N/A

N/A

N/A

Exchange Traded Option (Physically Settled)

ExchangeTradedOption

Q4 2024

N/A

N/A

N/A

Options

European FXOption

FxOption

Q4 2024

N/A

N/A

N/A

European Cash-Settled FXOption

FxOption

Q4 2024

N/A

N/A

N/A

European Non-Deliverable FXOption

FxOption

Q4 2024

N/A

N/A

N/A

American FXOption

FxOption

Q4 2024

N/A

N/A

N/A

Digital European FXOption

FxOption

Q4 2024

N/A

Roadmap

N/A

N/A

Commodities

ETD

Exchange Traded Future

Future

N/A

N/A

N/A

N/A

Exchange Traded Option (Cash Settled)

ExchangeTradedOption

Q4 2024

N/A

N/A

N/A

Securitised finance

Securitised finance

Repurchase Agreement

Repo

Q4 2024

Roadmap

N/A

Portfolio Securitisation

SimpleInstrument

N/A

N/A

N/A

N/A

N/A

Mortgage Back Security (MBS)

ComplexBond

Q4 2024

Flat extrapolation

Roadmap

Roadmap

Securitised finance

Private equity

Equity

Equity

Corporate actions

N/A

N/A

N/A

N/A

Private credit

Rolling Credit Facility

TermDeposit

Q4 2024

Q4 2024

Amortising Loan

SimpleCashFlowLoan

Q4 2024

Roadmap

Q4 2024

Funding Leg

FundingLeg

Q4 2024

Roadmap

N/A

Payment In Kind

FlexibleLoan

Q4 2024

Roadmap

N/A