What are the holding types?

LUSID categorises holdings into the following types, as determined by movement types.

Holding Type

Code

Description

Position

P

A holding in an instrument.

Cash Balance

B

A settled cash balance. For example, the cash from a SELL trade which settled last week is included in this balance.

Cash Commitment

C

Future cash payment in/out of the portfolio from trading activity, for example unsettled cash from yesterday's BUY trade. Each separate unsettled trade is represented as a unique line in the response.

Cash Receivable

R

Future cash flow into the portfolio from non-trading activity such as subscriptions, redemptions, fees, taxes etc. This label of "Receivable" is used to capture the class of holding types which represent both Receivables and Payables.

Cash Accrual

A

Future cash flow that has been classified as an accrual (e.g. accrued dividend from a corporate action)

Forward FX

F

Future cash flow from an FX forward implemented as a transaction (not mastered as an instrument). These will be represented in pairs, one for each leg of the FX Forward.

Order

O

An open order, shown when holdings are requested with orders.

Order Cash

OC

Future cash payment in/out of the portfolio from an open order.

Allocation

L

An allocated order, shown when holdings are requested with orders.

Allocation Cash

OL

Future cash payment in/out of the portfolio from an allocated order.

 

W

A holding associated with a constituent in a reference portfolio, shown only when requesting the Holding/HoldingType metric while performing a valuation.