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BLOOMBERG BASIC PORTFOLIO UPLOADER - BBU <GO>
Upload File Specification
Table of Contents
ALPHA OVERVIEW BBU Overview BASIC UPLOAD Interactive and Scheduled Uploads (while logged in) File Description Data Requirements Step 1: Minimum Inputs Step 2: Set Your User Defaults Step 3: Begin Basic Upload Step 4: Upload your File Step 5: Click to Map Step 6: Spreadsheet Selection Step 7: File-level Mapping Step 8: Column Mapping Step 9: Map unknown security identifiers Step 10: Override Defaults Step 11: Check for Errors and Schedule Step 12: Schedule Basic Uploads MANAGING YOUR MAPPINGS___________ ___ BLOOMBERG SECURITY (FILE ENCRYPTION) FTP UPLOADS FREQUENTLY ASKED QUESTIONS (FAQs): Appendix 1: Column Mapping Definitions Appendix 2: Security Identifier Types Appendix 3: Ticker Formatting Equity Ticker US and Canadian Listed Equity and Equity Index Option Tickers Physical Index and Commodity Option Ticker Index and Commodity Future Ticker Cash Foreign Exchange Ticker Appendix 4: Additional Supporting Documentation
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ALPHA is Bloomberg’s Portfolio Analytics and Risk solution that offers an enhanced series of customizable tools for the desktop plus a new suit of products and services uniquely designed for a company-wide enterprise. In a world where your company’s performance depends on the ability to manage complexity and consistently out-think the market, Bloomberg ALPHA Desktop, and ALPHA Enterprise support portfolio managers and senior management with a series of new and enhanced tools for portfolio analytics and risk. ALPHA Desktop is the single user version of ALPHA that is part of the BLOOMBERG PROFESSIONAL service. ALPHA Enterprise was built from the ground up, extending the capabilities of ALPHA Desktop to include Enterprise Management tools and sophisticated Enterprise reporting.
custom benchmarks. or one file containing 50 portfolios). and DOCS 2050958<GO> for examples of uploading custom classifications. Any additional portfolios would have to be uploaded interactively. 4 . Once uploaded. The remainder of this document will explain the process for uploading portfolio positions. portfolios can be viewed in any of the Bloomberg ALPHA functions for further definition and analysis. ALPHA Desktop users can schedule the upload of a maximum of 50 portfolios per day (that is one scheduled upload file per portfolio. Users that need to schedule more than 50 portfolio uploads per day would need to subscribe to the ALPHA Enterprise service. custom prices. or users can take advantage of some basic mapping tools to instruct BBU on the layout and interpretation of their files. BBU OVERVIEW The Bloomberg Uploader function (BBU<GO>) enables you to: Interactively upload portfolio data to the Bloomberg terminal from your desktop Schedule basic uploads of portfolio data from your desktop Schedule uploads of portfolio data via FTP over the internet or over a private leased line (see DOCS 2055407<GO> for more information on FTP account setup) The type of portfolio data BBU supports includes portfolio positions (current and historical). Input files can either conform to a specific format recognized by BBU. and custom classifications. Please see DOCS 2050935<GO> for examples of uploading custom benchmarks. up to 50.
ALPHA analytics will carry forward previously set positions if none are explicitly set on a given date. par amount). 4) Exchange – Bloomberg 2 character exchange code. and what those respective columns represent. it defaults to the name of the uploaded file. the mapping rules will allow you to make a default assumption.g. CUSIP/ISIN for fixed income holdings. you can supply a custom exchange code string in this column and set up a mapping to the Bloomberg codes (an exchange code configuration screen will appear as part of the mapping process if you include this column). ISIN) and position size expressed as either a Weight (Fixed or Drifting) or Quantity (e. one import file can contain positions for multiple historical dates. For those who maintain portfolios on an ongoing basis. or BBAT<GO> for return attribution. Total Valuation for the portfolio is required when weights are entered.xlsx) or an ASCII text file. 2) Date – The date associated with the position. BASIC UPLOAD Interactive and Scheduled Uploads (while logged in) File Description The position file to be uploaded can be either a Microsoft Excel file (. and can be changed as part of the mapping process. Optional position-level fields include: 1) (Additional) Security Identifier – A position file can contain multiple Security Identifier columns. If no date is supplied.xls or .g. One import file can contain positions for multiple portfolios. note that you only need to upload those dates for which there is a change in your positions. CUSIP. Users typically set up a one-time mapping of the columns of data in their file so that BBU<GO> knows the delimiter to use as a data separator. Base Currency and Asset Class Type (Balanced. or Tickers for equity vs. This kind of waterfall logic is useful for mixed portfolios that might contain CUSIP for US holdings but ISIN for non-US. You only need to load historical positions if you are interested in using ALPHA’s performance-based analytics. If you do choose to backfill history on a portfolio. In addition. They will be read left to right and the first match against the Bloomberg database is the one used to load the position. 5 . 3) Market Price – A client-supplied price to be used in valuing the position. along with a listing of the positions: Security Identifier (e. If the portfolio name is not supplied. such as HFA<GO> for historical fund analysis. Alternatively. Fixed Income or Fund of Funds). today’s positions can be added to an existing portfolio. Data Requirements The minimum fields required to create a portfolio are the Portfolio Name. The date format is driven by your User Defaults setting (see Step 2 below). which columns of data to import. shares. Equity. Ticker. typically set to “Today” (see Step 9 below for other options). defaults to composite exchange code of the owner of the portfolio.
In the following sections. setting filespecific mapping instructions. This includes setting some general user defaults. and scheduling recurring uploads once the mapping rules are set. 5) Cost Price and Cost FX Rate – The current day acquisition price and exchange rate. we provide a step-by-step guide to the process of uploading your portfolios to the Bloomberg terminal. 6 . They are not used in performance-related functions that span a longer time period. such as BBAT<GO> and HFA<GO>. These are used to calculate intra-day performance in the PRT<GO> function.
For each of your holdings. For global stock portfolios.g. or SEDOL. it is easy to upload a position file from an accounting package. (See Step 2 below for rules regarding Date formats. custodian. ISIN. has positions for June 1. ISIN. Tech Fund. or put the columns in any particular order. Step 1: Review your portfolio positions file for minimum required inputs Figure 1 – Sample Position File With BBU<GO>. It is recommended that you use CUSIP. To distinguish the two. April 30.. # shares for stocks).) If you use CUSIP. Portfolio Name (the upload file name becomes the portfolio name if not supplied) Since this example includes historical positions. 2010. Global Fund contains positions for two dates. ticker) Quantity (e. 2010. 7 . current face for nonmortgages. “COP” is both the ISO currency code for the Columbian Peso and the equity ticker for ConocoPhillips. if you supply ticker you must also provide the Exchange Code (see Appendix 3: Ticker Formatting). or an Excel Spreadsheet. we also have a field indicating the Date of the position. or SEDOL rather than ticker as these are more accurate (e. Figure 1 above shows a sample spreadsheet with holdings for two portfolios: ‘Global Fund’ and ‘Tech Fund’.) Note that you do not have to provide column headings. SEDOL. you must supply these minimum fields: Security ID (e. original face amount for mortgage-related bonds. CUSIP. the second portfolio. you must include the check digit.g. you need to supply the Bloomberg Yellow Key. The column definitions will be identified by the mapping process. 2010 and May 28. ISIN.g.
You can also override these defaults when setting up a specific file mapping. or when the file contains more than 50% errors. uploads will fail with more than 2.Choose the base currency of portfolio. Asset Class .000 errors. The default setting choices are: Date Format .000 or ‘NO’ to process your cash and bond positions exactly as they appear in the upload file. Doing so will not affect your default settings.nnn.Choose the number format used in your position file: o o nnn. or ‘NO” and produce an error for any holding with a blank quantity.Choose ‘YES’ to divide your cash and bond positions by 1. 8 .Choose the asset class of the portfolio: o o o o Balanced Fixed Income Equity Fund of Funds The Asset Class setting is used by ALPHA analytics and risk functions. Remember. You can change these defaults at any time by clicking on the ‘3) User Defaults’ link at the top left of the screen. Step 2: Set Your User Defaults Figure 2 – Set Defaults The first time you run BBU<GO> you must enter some default settings that will apply to each of your portfolio uploads.Choose ‘YES’ to bypass any holding with a blank quantity.dd nnn.nnn. Bypass Blank Quantity .Choose the date format used in your position file: o o o MM/DD/YYYY or MM/DD/YY DD/MM/YYYY or DD/MM/YY YYYY/MM/DD or YYYYMMDD or YY/MM/DD Number Format . Divide cash and bond positions by 1000 .dd Currency .
Select ‘1) OK’ to save your defaults and continue the upload process. 9 .
Once you’ve selected your file. This brings you to the file chooser screen. 10 . Step 4: Upload your file Figure 4 – Find your Holdings File You can search for your position file by navigating through the folders on your computer. Begin by selecting ‘1) Basic Upload’. select ‘1) Upload’ to begin processing. Step 3: Begin Basic Upload Figure 3 – Basic Upload Step 3 of the process is to pull your position file into the Bloomberg terminal so it can be processed by BBU. or you can drag and drop the file from your computer/desktop into the middle of this screen. as shown in Figure 4 below.
If you choose the first sheet in the list. BBU will read your file. (‘Fail’ indicates we could not read the file. After BBU has read the file. Choose the name of the sheet from the dropdown list as shown in Figure 6a. select ‘Click to Map’. Just click ‘1) Close’. then you will get a pop-up message (Figure 6b) indicating that your selected sheet will be converted. This step may take anywhere from several seconds to several minutes depending on the size of the file. Step 5: Click to Map ’ Figure 5 – Map your Holdings File After selecting ‘1) Upload’. the next step is to select which sheet you’d like to import. you will see either ‘Click to Map’ or ‘Fail’ under the ‘Status’ Column. typically because the file name is misspelled or the file is not in the specified directory when doing scheduled uploads.) Step 6: Spreadsheet Selection (for multi-sheet Excel workbooks) Figure 6a – Choose the sheet with your data If your file is an Excel workbook with multiple sheets. then you can click ‘1) Next’ and continue to Step 7. the chosen Excel 11 . If you choose a sheet other than the default.
Click ‘2) Next’ to continue to the next step. Using Figure 7 as a guide. If this is a new mapping. indicate at what line to start the upload (e. 12 . if you’ve previously mapped a file consistent with the format of the current file. First. Figure 6b Step 7: File-level Mapping Figure 7 – Set file-level attributes In this step you specify some general information about how to process the file. if the first line is a header you want to skip. you can select the name of that mapping from the ‘Use Existing Mapping’ drop-down list and skip the remaining inputs by selecting ‘2) Next’ at the bottom of the screen. Then. work from the top of the screen down. leave this entry blank and choose your file delimiter. And finally indicate which lines to ignore (e..g. select Portfolio from the ‘Upload To’ dropdown list. Next.g. enter 2 in this field). comment lines that begin with #). sheet will be converted to text and then you can ‘Click to Map’ that sheet.
First choose the kind of security identifiers you will be supplying by selecting from the Security Identifier Type drop down list. Then. Mortgage Pool Number). Portfolio Name and Historical Date. the file contains columns for Security ID. and the reason why the holding could not be processed. Quantity. select ‘2) Next’ at the bottom of the screen to go to the next step. 13 . The default (and most common) choice is: ISIN/CUSIP/SEDOL/Equity Ticker/Any ID with Yellow Key. After you’ve mapped the columns. If you are uploading security identifiers that are not of these types (e. Step 8: Column Mapping Figure 8 – Map columns In this step you are mapping the columns of data in your file so that BBU knows which columns of data to import and what those respective columns represent. If you have already uploaded your portfolio and have entered this screen by editing your mapping. use the pull downs over the columns of data to associate the column with the data it contains. you may click on ‘Show Error Lines’ to display any holdings from your portfolio file that were not processed. either select the appropriate value from the drop down or add a column to your file enabling BBU to recognize your security identifier (see Appendix 2 for a complete listing of Security Identifier Types).g. In this example.
These mappings will be remembered and re-applied each time you upload the same file. Step 9: Map unknown security identifiers Figure 9 – Security Mappings This step allows you to create a mapping from your custom security identifiers to ones recognized by Bloomberg. will fail. Another common problem is security identifiers containing characters that need to be replaced by other characters. In Figure 9 above. This may be done by checking the box next to ‘All’ directly above ‘Your ID’. the separator used by Bloomberg (e. Remember. MQF. However. Note: There may circumstances where you want to bypass most or all the unrecognized security identifiers in the holdings file.BO). The portfolio in Figure 1 contains a client’s ticker for US Dollars and Japanese Yen. when clients use their own conventions for separating stock tickers from exchange codes. If a client’s identifier uses a “.g. Any security level mappings you set in this screen are applied after the file is uploaded. then the Replace panel on the right of Figure 9 above may be used to replace all occurrences of “. on the left panel of the screen. MQF+BO). we set the mapping so that these cash positions are not excluded.g. Note: You can skip this step and then map these securities later when they appear in the error report which is generated after your upload is completed. uploads with failures of > 2000 securities.” with “+”.. and are NOT made to your original Excel or text file. Uncheck the box next to your security identifier for any security you want to map or produce an error (potentially for future correction). for example.. or 50% of the file. 14 . This arises.” to separate a ticker from the exchange (e. The most common example is cash. the cash identifier recognized by Bloomberg is ISO currency code followed by the keyword Curncy.
This is determined by your calendar code setting in PDFU2<GO>. Step 10: Override Defaults Figure 10 – Override Defaults This step allows you to override any user defaults (set in Step 2) for this upload. enabling you to choose the name of the portfolio you wish to update. Note the last choice on the right. This is a new feature not in the main User Defaults page. 3) Previous Weekday 4) Yesterday 5) Error – Treat the lack of a date column as an error. Note: Overriding a default does not permanently change the defaults for other files/portfolios. 15 . BBU will assign a unique portfolio number enabling them to be differentiated in PRTU. To change the defaults for all of your files/portfolios. The defaults are displayed at the top of the screen and may be overridden by selecting a different value from the seven pull downs at the top of the screen. Please use PRTU <GO> to change the currency or asset class for an existing portfolio as they cannot be changed in BBU. you can choose one of the following options to apply to the whole file: 1) Today 2) Previous Settlement Day . repeat Step 2. Select ‘2) Finish’ at the bottom of the screen to upload the holdings file. Note: Portfolio names have a maximum length of 47 characters. Set Your Default. you must check the ‘Select’ button which will turn the ‘Portfolio Name’ from Grey to Yellow. BBU will apply that new value to all portfolios contained in this upload and subsequent scheduled uploads for this file. If No Date Assume. Rather than adding a column to set a previous date. but takes into account that in some markets a business day may not be a settlement day.Similar to previous business day. Many clients receive their position files from their custodians with a day lag and without position dates specified. just the current ones. If this creates duplicate portfolio name to a prior portfolio. If you wish to update an existing portfolio and this upload does not contain that existing portfolio name. Longer names than will be truncated from the right.
.g. To the right of the ‘Status’ column. Edit Mapping and Schedule Upload In addition. ‘Failed’ or ‘Completed’ with errors. Look under the ‘Status’ column which indicates whether the upload ‘Completed’. line 14 in Figure 11a) the screen below (Figure 11b) will appear that will allow you to: Schedule recurring uploads of this file: ‘1) Scheduling’ View errors in the current upload: ‘2) Show Errors’. The upper right side of the screen contains a cumulative count of bypassed positions with either Unrecognized Security ID’s or Blank Quantities. Step 11: Check for Errors and Schedule Figure 11a – Check for Errors and Schedule Upload After selecting ‘2) Finish’ in Step #10. your file will be processed. the number of positions successfully uploaded and the number of errors are displayed. there are two links at the top of the Results page that allow users to ’11) Export Reconciliation Report’ 12) Export Mapping’ 16 . If you click anywhere within the file name (e. Reset steps of the current mapping to correct errors: ‘3) Edit Mapping’ Figure 11b – Check for Errors.
Alternatively. and which assumes you are logged into the Bloomberg terminal.csv or . and download the documents under the File-Based Mapping Specifications link. The exported mapping is a . See the section called FTP Uploads and DOCS 2055407<GO> for more information on this option. to schedule your import to occur without being logged in.g. every hour). This indicates the time the upload will occur. You may schedule Basic uploads by day of the week. you may choose to be setup for FTP delivery of files. You can do so using Basic mode which is described below. Learn more about creating and uploading mappings by clicking on the Sample Files link at the top of the BBU start page. Again. The upload will occur at your scheduled start time. start time and frequency. For ALPHA Enterprise users only: Place a check in the “Repeat” Box to enable BBU<GO> to upload your file based on the interval chosen (15mins. Choose a start time (e. In this example if you did not login until 8am. you must use the FTP delivery option. Step 12: Schedule Basic Uploads Figure 12 – Schedule a Basic Upload Once you’ve successfully mapped your file.csv file containing all of the mapping rules used to process the file. 30mins. only if you are logged into the Bloomberg terminal. This is convenient to have if you want to share a mapping with another user (mapping files can be imported). 7:00AM).xml. Both options are subject to the portfolio caps for ALPHA Desktop users described in the Overview section. This is 17 . The reconciliation report can be exported as . Select the days of the week you want the upload to occur. It is intended to reconcile the security identifiers used in your upload file against those used when displaying your portfolio in PRTU<GO>. you may want to schedule a recurring upload of the file with new content. the upload will start when you login. instead of 7am. This method does not require you to be logged in.
As shown in Figure 13 below. A status email can be sent to up to three specified email addresses. optional and files are uploaded provided there is difference between the current and previous file. You can then decide to either export it. MANAGING YOUR MAPPINGS Frequent users of BBU may find that they’ve accumulated a long list of mappings. This will notify users when the file has been successfully processed and indicate if errors have occurred. Select ‘2) OK’ at the bottom of the screen to schedule your upload. or delete it. you can do so by clicking on the File Mappings tab. If you prefer to delete inactive mappings so that it’s easier to navigate to the ones you plan to reuse. If you click on a row. The scheduled upload will not start again until this box is un-checked. you’ll get a pop-up window as shown in Figure 14. you will see a list of all mappings. typically one per unique file name. then click on each upload you wish to re-schedule and then press 3) OK. The new PC must have access to the drive and directory in which the file is stored. you must re-schedule each basic upload. the dates they were created and last used. Here you have the opportunity to see the actual files linked to the mapping. Note: If you re-install the Bloomberg software to another PC and your serial number changes. along with the number of files linked to them. This may be done by entering BBU <GO> and pressing the ‘7) Scheduled Uploads’ tab. Figure 13 – File Mappings Figure 14 – Mapping Links 18 . Suspend Button: Check this box to suspend your scheduled upload for any reason.
or over the internet (with encryption). FTP Uploads Bloomberg also offers the ability to push files to BBU via FTP. There is no need to explicitly schedule the upload. This allows the upload to take place even if a user is not logged into the terminal. Files can be transmitted either over a dedicated private line. ‘Bloomberg Uploader (BBU) Security’ for a description of the BBU security features. Once the file is placed in the FTP directory. Please see DOCS 2055407<GO> for more information on account setup and usage of the FTP option. Please download DOCS 2050937<GO>. 19 . Clients need to work with their IT area to determine the best way to connect and send files. BLOOMBERG SECURITY (FILE ENCRYPTION) Basic and FTP uploads are transmitted using industry standard secure protocols. it will be uploaded to BBU for further processing.
. Please see DOCS 2058650<GO> to learn more about managing margins and to set a percentage assumption. Figure 13 – Mapping short cash margin and futures margin cash Q: Does BBU<GO> accept Microsoft 2007 Excel files (.g.g. FREQUENTLY ASKED QUESTIONS (FAQs) Q: I have an equity portfolio with short positions and stock index futures that I want to analyze in BBAT<GO>. or negative market value (e.5. BBU will automatically combine the positions and your portfolio will show a single line of 200 shares in IBM with a weighted average cost price of 112. If you import 100 shares of IBM at a cost price of 115 and another 100 shares of IBM at a cost price of 110 in the same portfolio for the same day. you can provide the special cash positions. margin assumptions are used to indicate the investment made in these securities. You can map your margin identifiers to these under the ‘Replace with…’ column on the ‘Security Mappings’ step in BBU as shown in Figure 13 below. 20 . Margin assumptions can be entered as either special cash positions or they can be calculated by Bloomberg given a percentage. futures). shorts). The data required for your upload must be in the first 45 columns and the total size of your file may not exceed 10 Megabytes.g. The identifiers are CASHSHORTS and CASH FUTURES. rows in an excel file or lines in a text file) each record may not exceed 2.000 records (e. How do I load those securities? A: In order to calculate a return on positions with 0 market value (e.000 characters. Q: Are there any file size limitations in BBU<GO>? A: You can upload up to 80. When uploading a portfolio with BBU.xlsx)? A: Yes Q: How do I enter multiple positions of the same security with different cost prices? A: We cannot currently accommodate multiple positions in the same security in a portfolio..
This may be one file with 50 portfolios or 50 files with one portfolio (or something in between). ALPHA Desktop users are limited to one scheduled upload per day. IBM EQUITY). your CNDF<GO> default setting(s) are used to provide the exchange code.dd and nnn. CINS or ISIN number and you do not provide the ‘yellow key market sector. Can I use another date format? A: Yes. If you provide a SEDOL. we import the worksheet ranked lowest alphanumerically. Q: My Excel Workbook has multiple tabs/worksheets. Q: My Date format for historical positions is not YYYYMMDD. BBU<GO> will import the ‘Alpha Fund’ worksheet only. 21 . specify the currency format in your holdings file which may be overridden on a case by case basis for any upload. On the ‘Defaults’ screen. DDMMYYYY and YYYYMMDDD. The supported number formats are nnn. Q: Are there any limitations to the number of unique portfolios that may be uploaded in a single day? A: There are no limits on the number of interactive uploads. CINS or ISIN number and you provide the ‘yellow key market sector’ (e. if I have an Excel workbook with a ‘Test Portfolio’ tab and an ‘Alpha Fund’ tab. Which worksheet in my workbook gets imported in BBU? A: If you have multiple worksheets in an Excel workbook.nnn. CUSIP.456. You cannot upload multiple worksheets nor specify a specific tab/worksheet to upload.nnn.dd. you need to subscribe to the ALPHA Enterprise package. or portfolio within an upload.g.00. or portfolio within an upload. On the ‘Defaults’ screen. CUSIP. specify the date format in your holdings file which may be overridden on a case by case basis for any upload. If you do not provide the exchange code and you enter a SEDOL. see ‘Step 2 Set Your Defaults’ for complete information. Q: My number format for is 123. To schedule the upload of more than 50 portfolios (or more than one per day for any given portfolio). Q: How does BBU determine the exchange code for equity securities listed on multiple exchanges when I don’t provide it in my upload? A: It is recommended you always provide the exchange code for securities listed on multiple exchanges. then the primary exchange on which the security is listed will be used. For example. The supported date formats are MMDDYYYY. see ‘Step 2 Set Your Defaults’ for complete information. Can I use this currency format? A: Yes. per portfolio. for up to 50 portfolios.
Click on OK and a confirmation message will appear that your schedule has been changed. Q: I’ve scheduled BBU Basic uploads and I need to move to another terminal. how can I reschedule from the new terminal? A: The schedule entry can be changed by the following: On the main BBU page. When the file has finished processing. click on the file you wish to reschedule on the new terminal. If you haven’t uploaded the file in the past two weeks. You will need to upload the file manually using Basic Upload on the new terminal and then click on the file you wish to reschedule. Then click on "Scheduling" and click on OK. it will not appear on the BBU main page. how can I fix it? A: The schedule entry can be changed by the following: Upload the file manually using "Basic Upload" on the terminal serial number on which the new schedule should be in effect. a confirmation message will appear that your schedule has been changed. Then click on "Scheduling" and click on OK. otherwise the status will be "Unchanged" and you will not be able to re-schedule it. This may be the same or a different terminal. Make sure the file has changed since the last time it was uploaded. then click on "Scheduling" and the new folder should appear. Q: I’ve moved the file I scheduled to another folder or disk drive and my BBU Basic schedule no longer works. a confirmation message will appear that your schedule has been changed 22 . click on the file on the main BBU page.
par amount/original face for bonds) Bloomberg 2 character exchange code. used to backfill history. (Shorts and Futures require a margin position.000. typically CUSIP/ISIN/SEDOL/Ticker or Any ID followed by a yellow sector market key The position size (e. N/A for Classifications Required (unless Quantity or Fixed Weight is supplied) TOTAL MKT-VALUE must be entered as a Security ID with the corresponding value. Allows you to characterize each position as a particular asset type. See DOCS 2050935<GO> General Upload Requirements Not Required Required for Portfolios. N/A for Classifications Optional for Portfolios N/A for Benchmarks Required for Classifications Portfolio # Benchmark Name Fixed Weight*** See DOCS 2050893<GO> Drifting Weight*** See DOCS 2050893<GO> New Classification See DOCS 2050958<GO> 23 . defaults to composite exchange code of the owner of the portfolio. File name will be used as Portfolio Name if not provided. The date of the position. # shares for equities. Open your portfolio in PRTU<GO> to see the number in the upper right on the red tool bar. N/A for Custom Benchmarks and Classifications Required for all uploads. Security Identifier. Appendix 1: Column Mapping Definitions Column Heading Skip Column* Description Indicates column should not be included in upload.000.g. Total Assets Name of portfolio to which position will be added. N/A for Classifications Portfolio Name Security ID Quantity* Exchange Recommended if supplying Tickers that trade on multiple exchanges. Weights must equal 100%.000. Weights must equal 100%. use Security ID "CASH SHORTS" or "CASH FUTURES") Required for Portfolios and Benchmarks(unless Drifting or Fixed Weights are supplied). Security Type. Can also supply custom exchange codes and map them to the Bloomberg value. if not default value is 100. Examples of commonly skipped columns: Security Name/Short Name.000. Cost price. Current day acquisition price Current day acquisition exchange rate Client’s price to be used in valuing the position. See EPR<GO> for complete list of exchange codes. Defaults to "0" if not specified Bloomberg assigned unique Portfolio ID. if not default value is 100. # contracts for futures. so that different Security ID types can be given for different asset types. See Appendix 2. Asset Type Cost Price Cost FX Rate Market Price Date ID Type Optional Optional Optional Optional Required for historical positions** Optional Optional for Portfolios N/A for Benchmarks and Classifications N/A for Portfolios and Classifications Required for Custom Benchmark Required (unless Quantity or Drifting Weight is supplied) TOTAL MKT-VALUE must be entered as a Security ID with the corresponding value.
short positions will be negative. Physical Commodity Future. Preference. Tracking Stock. Royalty Trust. Index Option Warrant: Equity Warrant Currency: Spot. ** Security types supported for historical uploads: Equity: Common Stock. Receipt. Future (not supported for historical weighted uploads with exception of single stock future): Financial Commodity Future. Currency Forwards (Hedging Only) ***Uploading weighted portfolios is not supported for Fixed Income and Short Positions 24 . Physical Index Future. Fund: Open-End Fund. Commodity Option. Certificate. Single Stock Future. *Check that default "Divide cash and bond positions by 1000" is marked appropriately in fixed income and balanced portfolios. Preferred O. Index: Equity Index Option: Equity Option. Limited Partnership. Right. Exchange Traded Products. Hedge Funds. Unit. Financial Index Future. Closed-End Fund. REIT. Fund of Funds.
Same as matching yellow key in Bloomberg terminal. Security Identifier used with the ID_TYPE column CEDEL AIBD EuroClear Number WPK RGA EuroClear/CEDEL Common Code Valoren Belgian Dutch Danish Austrian Luxembourg Misc. Same as matching yellow key in Bloomberg terminal. Same as matching yellow key in Bloomberg terminal. Portfolio Cash. Same as matching yellow key in Bloomberg terminal. Same as matching yellow key in Bloomberg terminal. Epic Hong Kong Bloomberg Identifier ** Bloomberg Unique Identifier Reserved Cash Short Cash Futures margin cash Mortgage pool number FX Ticker Mortgage/Synthetic Mortgage Ticker Merrill Lynch Identifier Money Market Ticker Equity Ticker Future/Option Ticker Value 3 4 5 6 7 9 10 11 12 13 14 15 16 17 18 19 20 21 22 Value Govt Corp Mtge M‐mkt Muni Pfd Equity Comdty Index Curncy Cash Security Identifier used with the ID_TYPE column Same as matching yellow key in Bloomberg terminal. Same as matching yellow key in Bloomberg terminal. ID should be 3 character ISO code. Domestic Norway Japan Spain Italy Sweden Japanese Company Number Value 23 26 27 28 29 30 31 69 70 71 72 93 94 95 96 97 98 99 Security Identifier used with the ID_TYPE column French Singapore Belgian Loan U. Table 1: Security Identifier Types Value Value 0 Security Identifier used with the ID_TYPE column CUSIP or ISIN or SEDOL or Bloomberg 2 line format WITH yellow key included in description. This is the default if ID_TYPE field is not included in the file. Same as matching yellow key in Bloomberg terminal. Same as matching yellow key in Bloomberg terminal. Same as matching yellow key in Bloomberg terminal. 25 . Appendix 2: Security Identifier Types Security Identifier Types (ID_TYPE) are used to explicitly allow Bloomberg to recognize the format of your security identifier.K. ID_TYPE values available for use in position records and the description of the security identifier associated with each type are displayed in Table 1.
g.. For example. It is strongly recommended to change to the Bloomberg long form as soon as possible. a value of 97 or m-mkt equally identifies a money market instrument and a value of 98 and equity equally identifies an equity. 26 . 97/m-mkt (Money Market Ticker). US and Canadian Listed Equity and Equity Index Option Tickers There are industry initiatives changing the format for US and Canadian listed equity and equity index option security identifiers in two phases: replacing the current OPRA-6 format (six characters) with a longer OPRA-17 format to more accurately identify the option on 2/12/10 and a rolling set of changes from March through June 2010 to consolidate multiple roots per underlying that currently exists to a single unique root per underlying The current short OPRA format (e. Appendix 3: Ticker Formatting BBU will use the default composite exchange code of the owner of the portfolio if they are not specified in the upload for ID_TYPE values 94/Curncy (Foreign Exchange Ticker). Note: A value of 94 or curncy equally identifies currency. Personal defaults are established for a user under the Bloomberg PDF<GO>. 98/Equity (Equity Ticker). A complete and up-to-date list of money market program types and money market issuers is available on any BLOOMBERG terminal by running PGM <GO> Equity Ticker Equity tickers (ID_TYPE of 98) should be formatted as follows: <TICKER><SPACE><EXCH> …where: <TICKER> is the stock ticker followed by a space <EXCH> is a two-character exchange code (see note above). and 99 (Future/Option Ticker). the security identifier for Daimler-Benz under the German Composite exchange code is DAI GR. Starting on 2/12/2010. IBM+DC) may continue to be uploaded in BBU until 2/11/2010. all US and Canadian listed equity and equity index options must be submitted using the Bloomberg long form or the long OPRA format for both current day and historical uploads.
IBM+DC and XBY+AC were issued in 2009 for IBM Corporation. IBM+DC. 2010 (alphabetic based on long form formats on a rolling weekly basis as specified by this industry initiative. Clients may immediately provide the new OPRA-17 format for options that expire after 12/1/2009 and must use the Bloomberg long form (IBM US 04/17/09 C115. they must provide the root that was active when the option expired. The second industry initiative. During this conversion and thereafter. As of 2/12/10. for example. Multiple option roots are issued when more than 26 strikes are issued for a given maturity. clients must upload options using either the Bloomberg long form or OPRA-17 format. Clients may use these new formats immediately and are encouraged to change well in advance of 2/12/10 when the OPRA-6 format cannot be processed in BBU for both active and expired options. clients must supply the active root within either format. The consolidation will move all option roots issued for an underlying to one unique root. Physical Index and Commodity Option Ticker Non-equity options (ID_TYPE of 99) should be formatted as follows: <UNDERLYING TICKER><T><SPACE><P> …where: <UNDERLYING TICKER> is the ticker of the physical index or commodity option <T> is either “C” for Call or “P” for Put followed by a space <P> is the strike price. The long OPRA format for this option is IBM D1710C115000.00 may be loaded using the short OPRA format. It is highly recommended to immediately switch to the Bloomberg long form or use the long OPRA format. until February 11.00) to load options with an expiration prior to 12/1/2009. For expired options. Example: An April 17 call on IBM Corporation under the US Composite exchange code with a strike price of 115. 2010.00. This is occurring between March and June. In this case the root will be IBM after the consolidation. 27 . Clients may continue to upload expired options using the OPRA-6 format until 2/11/10. The Bloomberg long form for this option is IBM US 04/17/10 C115. The format for the Bloomberg long form is: <ROOT><SPACE><EXCH><SPACE><MM/DD/YY><SPACE><T><P> …where: <ROOT> is the current OPRA root followed by a space <EXCH> is a two-character exchange code followed by a space <MM/DD/YY> is the month/day/year followed by a space <T> is either “C” for Call or “P” for Put immediately followed by <P> is the strike price. affects the root portion of both the OPRA-17 and Bloomberg long form format. ticker consolidation.
the 4 character ticker. Cash Cash should be formatted as follows: <ISO><SPACE>Curncy …where: <ISO> is the 3-digit currency code of the from currency followed by a space Curncy is the literal used by Bloomberg to identify currency For example. If it is not yet available. formatted as MM/DD/YY For example. Simply put the 5 character ticker in a column to the left of the 4 character ticker. the exact ticker for a given contract will change over time. 2010 is USD/EUR 05/05/10 Curncy. it will be used. and when it becomes the new ticker. If you are uploading history which requires inclusion of a settled contract. For example the security identifier for the S&P 500 Future Opt Nov03C Ind is SPX3C 1065 Index and Commodity Future Ticker Futures (ID_TYPE 99) should be formatted as follows: <TICKER> However. SPU0 is the ticker for the S&P 500 Futures contract that settles in September 2010. 28 .. Sometime in 2011. and the users who need to upload this contract should use the new ticker SPU10. the best way to insure that your upload completes successfully would be to use both. During the year the ticker is active. taking advantage of the multiple Security Identifier feature of BBU (see page 4). the security identifier for a foreign exchange between US Dollars and Euros on May 5. the security identifier for a cash position in Great British Pounds is GBP Curncy Foreign Exchange Ticker Foreign Exchange tickers (ID_TYPE of 94) should be formatted as follows: <ISO1>/<ISO2><SPACE><Date><SPACE>Curncy …where: <ISO1> is the 3-digit currency code of the “from” currency / is the delimiter separating the “from” and “to” currencies <ISO2> is the 3-digit currency code of the “to” currency followed by a space Curncy is the literal used by Bloomberg to a foreign exchange ticker followed by a space DATE is the maturity date.g. SPU0 will no longer be recognized. the expiration year is typically represented by one digit – e. BBU will fall through to the second one.
BBU Sample File Containing Multiple Portfolios. See DOCS 2050230<GO> 2. BBU Instructions to Load a Sample File for Long/Short Portfolio. BBU Sample File Instruction to Load an Equity Portfolio with History. BBU Sample File Long/Short Portfolio. See DOCS 2050883<GO> b. BBU Instructions to Load a Sample Balanced Portfolio. BBU Sample File Fund of Funds. BBU Instructions to Load a Sample File Fixed Income Portfolio. See DOCS 2050227<GO> or d. Multiple Portfolios a. Appendix 4: Additional Supporting Documentation Upload Documentation 1. See DOCS 2050223<GO> or d. See DOCS 2050224<GO> 8. See DOCS 2050893<GO> b. See DOCS 2050221<GO> or d. BBU Instructions to Load Sample File Containing Benchmark with History. See DOCS 2050881<GO> c. See DOCS 2050889<GO> b. BBU Sample File Benchmark with History. See b. See DOCS 2050228<GO> 4. DOCS 2050886<GO> c. Equity Historical Portfolio by Weight a. BBU Sample File Equity Portfolio with History. DOCS 2050484<GO> 29 . DOCS 2050483<GO> 5. See DOCS 2050887<GO> b. BBU Custom Benchmarks. BBU Instructions to Load a Sample File for Fund of Funds Portfolio. DOCS 2050882<GO> c. See DOCS 2050890<GO> or DOCS 2050892<GO> 6. Long Short Portfolio a. Fund of Funds Portfolio a. See DOCS 2050229<GO> 3. See DOCS 2050935<GO> b. BBU Instructions to Load a Sample File Equity Portfolio by Weight with History. BBU Sample File Containing a Balanced Portfolio. Custom Benchmark a. Balanced Portfolio a. See b. DOCS 2050482<GO> 7. BBU Instructions to Load a Sample File Containing Multiple Portfolios. Fixed Income Portfolio a. See DOCS 2050888<GO> b. Equity Historical Portfolios a. BBU Sample File Equity Portfolio by Weight with History. BBU Sample File Fixed Income Portfolio.
BBU Instructions to Load a Sample File for Global Classifications with Portfolio. See DOCS 2055407<GO> 30 . Automatic Portfolio Uploads a. See DOCS 2058650<GO> 14. Portfolio with Options a. See DOCS 2050937<GO> b. 9. See DOCS 2060394<GO> b. Description of the Basic and Automatic Upload Security Features. Custom Classifications with Portfolio a. BBU Instructions to Load a Sample File with Global Classifications. BBU Custom Classifications. BBU Sample File Global Classifications with Portfolio. BBU File-Based Mapping Specifications Sample File. Managing Margins. Custom Index Expression (CIX) a. See DOCS 2050958<GO> b. BBU Instructions to Load a Sample File for CIX. Custom Classifications a. See c. See DOCS 2055406<GO> 12. See DOCS 2056679<GO> 13. File-Based Mapping Specifications a. See DOCS 2055405<GO> b. See DOCS 2050226<GO> 10. See DOCS 2050884<GO> b. See DOCS 2060395<GO> c. DOCS 2050885<GO> d. See DOCS 2050225<GO> 11. BBU Sample File for CIX Upload. BBU File-Based Mapping Specifications. BBU FTP Client Manual. BBU Sample File: Portfolio with Options. BBU Sample File Global Classifications.
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