StatPro Revolution Web API


The Compliance Securities Resource


Overview

The Compliance Securities resource represents the latest set of security-leval compliance results for a portfolio that has been activated for compliance.

See annotated representations below for further details of the results output by this resource.


Media types

The Compliance Securities resource is exposed via CSV representation, which has the following media type name:-

application/vnd.statpro.revolution.api.compliance-securities+csv

When a response is received from the web service with status 200 (= OK), the fact that the response contains a Compliance Securities resource representation is indicated by the presence of one of this response header:-

Content-Type: application/vnd.statpro.revolution.api.compliance-securities+csv; charset=utf-8


Annotated Representation (CSV)

RowNumber,TotalRows,Grouping1,Grouping2,Grouping3,SecurityId,DerivativeLegId,InstrumentFlag,IsinCode,CustomSecurityCode,RiskAliasCode,CurrencyIsoCode,SecurityName,ToDate,CommitmentFlag,UcitsFlag,UnderlyingSecurityid,UnderlyingIsin,UnderlyingSecurityName,InstrumentExposure,GrossExposure,CommitmentExposure,IsDerivative,IsConfirmed,DerivativeInstrumentCommitment,DerivativeGrossCommitment,NettingHedgingCommitment,DerivativeCommitmentExposure,MarketValue,Quantity,Notional,Delta,UnderlyingPrice,ExchangeRate,UnderlyingExposureSourceFlag,PriceFactor,MaturityDate,MaturityBand,IRDuration,EquivalentIRExposure,PricerName,TimeToLiquidationClassificationName
1,12143,Derivative,Commitment,,148514,0,1,GB0001777886,,,GBP,NATIONWIDE BUILDING SOCIETY 7.859% '30 TRSY-CO-PERP,2018-03-06,Commitment,,,"",NATIONWIDE BUILDING SOCIETY 7.859% '30 TRSY-CO-PERP,1.2510754520547998,1.2510754520547998,1.2510754520547998,true,false,1.2510754520547998,1.2510754520547998,0,1.2510754520547998,1.2510754520547998,1,1,1,,1,MarketValue,0.01,2030-05-23,,8.4692,,convertiblefixedtocmsbond,more than 365 days
2,12143,Derivative,Commitment,,211826,0,1,GB0031049215,,,GBP,NATIONWIDE BUILDING SOCIETY 7.250% MS-CO-PERP '21,2018-03-06,Commitment,,,"",NATIONWIDE BUILDING SOCIETY 7.250% MS-CO-PERP '21,119.01847260273968,119.01847260273968,119.01847260273968,true,false,119.01847260273968,119.01847260273968,0,119.01847260273968,119.01847260273968,1,1,1,,1,MarketValue,0.01,2022-02-24,,3.29035,,convertiblefixedtocmsbond,more than 365 days
3,12143,Derivative,Commitment,,166352,0,1,GB0001777449,GB0001777449_GBP,,GBP,Nationwide Building Society 00,2018-03-06,Commitment,,,"",Nationwide Building Society 00,1.0626906301369998,1.0626906301369998,1.0626906301369998,true,false,1.0626906301369998,1.0626906301369998,0,1.0626906301369998,1.0626906301369998,1,1,1,,1,MarketValue,0.01,2020-03-12,,2.55204,,convertiblefixedtocmsbond,
4,12143,Derivative,Commitment,,1329668,0,1,US00184XAA37,,,USD,AOL INC 0.750 01-SEP-2019 CVT,2018-03-06,Commitment,,,"",AOL Inc,0.76739774986500042,0.76739774986500042,0.76739774986500042,true,false,0.76739774986500042,0.76739774986500042,0,0.76739774986500042,0.76739774986500042,1,1,1.02447,,0.720279468,MarketValue,0.01,2019-09-10,,0.98658,,convertiblecouponbond,
5,12143,Derivative,Commitment,,141646,0,1,US018804AG93,,,USD,ALLIANT TECH CONVCP 2.75% 02/24,2018-03-06,Commitment,,224089,US68557N1037,Orbital ATK Inc,1.201981287856136,1.201981287856136,1.201981287856136,true,false,1.201981287856136,1.201981287856136,0,1.201981287856136,1.0536488151059975,1,1,1.25831,132.62,0.720279468,DeltaBased,0.01,2024-02-14,,0.01385,,convertiblecouponbond,more than 365 days
6,12143,Derivative,Commitment,,1369007,0,1,US01538RAE99,,,USD,ALFA BOND ISSUANCE PLC 9.50% TRSY-CO 18-FEB-2025 '25,2018-03-06,Commitment,,,"",ALFA BOND ISSUANCE PLC 9.50% TRSY-CO 18-FEB-2025 '25,0.76174002667180929,0.76174002667180929,0.76174002667180929,true,false,0.76174002667180929,0.76174002667180929,0,0.76174002667180929,0.76174002667180929,1,1,1,,0.720279468,MarketValue,0.01,2020-03-28,,1.77691,,convertiblefixedtocmsbond,more than 365 days
7,12143,Derivative,Commitment,,1243716,0,1,US00105DAD75,,,USD,AES GENER SA 8.375 CVFTF 18-DEC-2073,2018-03-06,Commitment,,,"",AES GENER SA 8.375 CVFTF 18-DEC-2073,0.762612993382365,0.762612993382365,0.762612993382365,true,false,0.762612993382365,0.762612993382365,0,0.762612993382365,0.762612993382365,1,1,1,,0.720279468,MarketValue,0.01,2021-04-18,,1.18466,,convertiblefixedtocmsbond,more than 365 days
8,12143,Derivative,Commitment,,1369006,0,1,US00435BAA89,,,USD,ACCESS BANK PLC MS-CO 9.25% 24-JUN-2021'19,2018-03-06,Commitment,,,"",ACCESS BANK PLC MS-CO 9.25% 24-JUN-2021'19,0.72421495496655008,0.72421495496655008,0.72421495496655008,true,false,0.72421495496655008,0.72421495496655008,0,0.72421495496655008,0.72421495496655008,1,1,1,,0.720279468,MarketValue,0.01,2020-09-02,,1.24182,,convertiblefixedtocmsbond,more than 365 days
9,12143,Derivative,Netting,,266822,0,1,GB0004339296,,,GBP,CELTIC PLC - PFD (PERP),2018-03-06,Netting,,219481,GB0004339189,CELTIC PLC,2.1991464,2.1991464,2.1991464,true,false,2.1991464,2.1991464,0,2.1991464,1.205,1,1,166.602,1.32,1,DeltaBased,0.01,2025-04-10,,0.50747,,pennyconvertiblecouponbond,
10,12143,Derivative,Netting,,272182,0,1,GB0000978204,,,GBP,BALFOUR BEATTY PLC - PFD 10.75%,2018-03-06,Netting,,232464,GB0000961622,BALFOUR BEATTY PLC,0.03921052,0.03921052,0.03921052,true,false,0.03921052,0.03921052,0,0.03921052,1.12,1,1,1.4829999999999999,2.644,1,DeltaBased,0.01,2020-07-01,,1.97243,,pennyconvertiblecouponbond,more than 365 days
11,12143,Derivative,Netting,,163220,0,1,US015271AA73,,,USD,ARE 3.700 15-JAN-27 12 CVT,2018-03-06,Netting,,249859,US0152711091,ALEXANDRIA REAL ESTATE EQUITIE - COMMON,0.00070457593503866394,0.00070457593503866394,0.00070457593503866394,true,false,0.00070457593503866394,0.00070457593503866394,0,0.00070457593503866394,0.7314798137274,1,1,0.00078,125.41,0.720279468,DeltaBased,0.01,2027-01-14,,0.16002,,convertiblecouponbond,more than 365 days
12,12143,Derivative,Netting,,690434,0,1,US00170F2092,,,USD,AMG CAPITAL TRUST II - PFD 5.15% 15OCT37,2018-03-06,Netting,,251546,US0082521081,Affiliated Managers Group,0.24551947260757728,0.24551947260757728,0.24551947260757726,true,false,0.24551947260757728,0.24551947260757728,2.7755575615628914E-17,0.24551947260757726,45.377606484,1,1,0.17772,191.8,0.720279468,DeltaBased,0.01,2037-10-15,,0.44789,,convertiblecouponbond,more than 365 days
13,12143,Derivative,Netting,,1255731,0,1,US00163UAA43,,,USD,AMAG PHARMACEUTICALS INC 2.5% 15-FEB-2019 CONV,2018-03-06,Netting,,224079,US00163U1060,AMAG PHARMACEUTICALS INC.,0.22848733374795252,0.22848733374795252,0.22848733374795252,true,false,0.22848733374795252,0.22848733374795252,0,0.22848733374795252,0.78133515757080252,1,1,1.49986,21.15,0.720279468,DeltaBased,0.01,2019-02-15,,0.64153,,convertiblecouponbond,more than 365 days
14,12143,Derivative,Netting,,1165155,0,1,US01988PAC23,,,USD,ALLSCRIPTS HEALTHCARE SOLUTIONS INC 2020-07-01 CVT,2018-03-06,Netting,,273423,US01988P1084,Allscripts Healthcare Solution,0.31530237673237077,0.31530237673237077,0.31530237673237077,true,false,0.31530237673237077,0.31530237673237077,0,0.31530237673237077,0.76364929546694993,1,1,3.05905,14.31,0.720279468,DeltaBased,0.01,2020-07-01,,1.33266,,convertiblecouponbond,more than 365 days
15,12143,Derivative,Netting,,1812947,0,1,US01988PAD06,,,USD,ALLSCRIPTS HEALTHCARE SOLUTIONS INC 1.250% 01-JUL-2020 CVT,2018-03-06,Netting,,273423,US01988P1084,Allscripts Healthcare Solution,0.3128245260477967,0.3128245260477967,0.3128245260477967,true,false,0.3128245260477967,0.3128245260477967,0,0.3128245260477967,0.78903598548739529,1,1,3.03501,14.31,0.720279468,DeltaBased,0.01,2020-07-01,,1.33894,,convertiblecouponbond,more than 365 days
16,12143,Derivative,Netting,,148314,0,1,US018490AK88,,,USD,ALLERGAN INC 1.5% CONV 1-APR-2026,2018-03-06,Netting,,224085,US0184901025,Allergan,1.3660192868209888,1.3660192868209888,1.3660192868209888,true,false,1.3660192868209888,1.3660192868209888,0,1.3660192868209888,0.84041007860459738,1,1,0.78949,240.22,0.720279468,DeltaBased,0.01,2026-04-01,,,,convertiblecouponbond,
17,12143,Derivative,Netting,,163216,0,1,US018490AL61,,,USD,ALLERGAN 1.5% 04-2026,2018-03-06,Netting,,224085,US0184901025,Allergan,2.7320731787487382,2.7320731787487382,2.7320731787487382,true,false,2.7320731787487382,2.7320731787487382,0,2.7320731787487382,0.82647267089879772,1,1,1.579,240.22,0.720279468,DeltaBased,0.01,2026-04-01,,,,convertiblecouponbond,
18,12143,Derivative,Netting,,179419,0,1,US01449J2042,,,USD,ALERE INC. - PFD CV,2018-03-06,Netting,,58349,US01449J1051,Alere,0.27904507636165254,0.27904507636165254,0.27904507636165254,true,false,0.27904507636165254,0.27904507636165254,0,0.27904507636165254,289.5883601094,1,1,1.10311,35.12,0.720279468,DeltaBased,0.01,2038-05-10,,3.57094,,convertiblecouponbond,
19,12143,Derivative,Netting,,1224354,0,1,US012423AA77,,,USD,ALBANY MOLECULAR RESEARCH INC 2.250 15-NOV-2018,2018-03-06,Netting,,18186,US0124231095,ALBANY MOLECULAR RESEARCH INC,1.0019065373733866,1.0019065373733866,1.0019065373733866,true,false,1.0019065373733866,1.0019065373733866,0,1.0019065373733866,1.0075161156463799,1,1,6.39833,21.74,0.720279468,DeltaBased,0.01,2018-11-14,,0.00219,,convertiblecouponbond,
20,12143,Derivative,Netting,,1755397,0,1,US012423AB50,,,USD,ALBANY MOLECULAR RESEARCH INC 15-NOV-2018 CVT,2018-03-06,Netting,,18186,US0124231095,ALBANY MOLECULAR RESEARCH INC,1.0019065373733866,1.0019065373733866,1.0019065373733866,true,false,1.0019065373733866,1.0019065373733866,0,1.0019065373733866,1.0099774546444296,1,1,6.39833,21.74,0.720279468,DeltaBased,0.01,2018-11-14,,0.00219,,convertiblecouponbond,
21,12143,Derivative,Netting,,697002,0,1,US01167PAD33,,,USD,ALASKA COMMUNICATIONS SYSTEMS GROUP INC 6.25% 05/18 CONV,2018-03-06,Netting,,275656,US01167P1012,ALASKA COMMUNICATIONS SYSTEMS,0.76148105419062406,0.76148105419062406,0.76148105419062406,true,false,0.76148105419062406,0.76148105419062406,0,0.76148105419062406,0.76148105419062406,1,1,,2.1,,MarketValue,0.01,2018-04-30,,0.14474,,convertiblecouponbond,more than 365 days
22,12143,Derivative,Netting,,1389475,0,1,US00971TAG67,,,USD,AKAMAI TECHNOLOGIES INC ZC 15-FEB-2019 CONV,2018-03-06,Netting,,276831,US00971T1016,Akamai Technologies,0.14186482794784591,0.14186482794784591,0.14186482794784591,true,false,0.14186482794784591,0.14186482794784591,0,0.14186482794784591,0.72538250397488635,1,1,0.28161,69.94,0.720279468,DeltaBased,0.01,2019-02-15,,0.7428,,convertiblecouponbond,more than 365 days


Notes: 1. The field ComplianceFlag has possible values Excluded, Commitment, FxNetting, Netting, Hedging, GrossExclusion, IRDurationNetting. 2. The field UcitsFlag has possible values Excluded and Included. 3. The fields SecurityId, DerivativeLegId and InstrumentFlag form a row's unique key. 4. The field UnderlyingExposureSourceFlag has possible values MarketValue, DeltaBased, Imported, DeltaBasedLessThanMarketValue 5. The field MaturityBand may be null, or have one of the following integer values: 1 (Maturity less than 2 years), 2 (Maturity 2 - 7 years), 3 (Maturity 7 - 15 years) or 4 (Maturity greater than 15 years). 6. Text fields such as SecurityName, Grouping1, which contain the names of each segment / security: These strings are normally unquoted. As per the CSV specification, a name will be escaped by leading and trailing double-quote characters if a) it is empty or contains only whitespace (which is unlikely), or b) it contains a comma and/or a double-quote character - as in "FICTIONAL SECURITY, SE" in the example above. Genuine double-quote characters within segment / security names are encoded as two consecutive double-quote characters; e.g. name CITIGROUP INC - DPS (RE: 1/10TH PFD SER "V" FXD ADJ) will exist in the CSV as "CITIGROUP INC - DPS (RE: 1/10TH PFD SER ""V"" FXD ADJ)". 7. All fields will always be present, but certain calculated fields may be null depending on the portfolio's settings. E.g. commitment only columns will not be displayed for non-commitment portolios.

Future-proofing your application against data enhancements

To prevent your application from malfunctioning in the future, when new headers / columns are introduced to the CSV representation:-

  • don't assume that the number of static columns is fixed; the number may increase in future releases
  • identify static columns by header name (e.g. isSecurity) rather than by position.


Update history

  • Initial Version - March 2018


Last updated: March 2018


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