end of day files - saxo bank · 17-01-2013 1.3 contract options included, updated with data types,...
TRANSCRIPT
END OF DAY FILES
File and field description
For external use
File and field description For external use
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CONTENT 1 Document properties .................................................................................................................................... 5
1.1 Purpose of this document .................................................................................................................... 5
1.2 Document location ............................................................................................................................... 5
1.3 Revision history ................................................................................................................................... 5
2 Reporting Dates............................................................................................................................................ 7
3 AccountStatus .............................................................................................................................................. 8
4 ActiveAccounts ........................................................................................................................................... 10
5 ActiveCounterparts ..................................................................................................................................... 11
6 ActiveUsers ................................................................................................................................................ 12
7 BondsClosedPositions ............................................................................................................................... 13
8 BondsCoupons ........................................................................................................................................... 15
9 BondsOpenPositions .................................................................................................................................. 17
10 BondsTradesExecuted ............................................................................................................................... 19
11 BookkeepingCash ...................................................................................................................................... 22
12 BookkeepingRolling .................................................................................................................................... 24
13 BorrowingCostAmounts .............................................................................................................................. 26
14 CashTransactions ...................................................................................................................................... 27
15 CFDClosedPositions .................................................................................................................................. 28
16 CFDFinance ............................................................................................................................................... 30
17 CFDFinanceAmounts ................................................................................................................................. 31
18 CFDOpenPositions ..................................................................................................................................... 32
19 CFDTradesExecuted .................................................................................................................................. 33
20 CustodyFeeCalculationDetails ................................................................................................................... 35
21 ETOClosedPositions .................................................................................................................................. 36
22 ETOOpenPositions ..................................................................................................................................... 38
23 ETOTradesExecuted .................................................................................................................................. 39
24 FuturesClosedPositions ............................................................................................................................. 42
25 FuturesOpenPositions ................................................................................................................................ 44
26 FuturesTradesExecuted ............................................................................................................................. 45
27 FXClosedPositions ..................................................................................................................................... 47
28 FXClosingRates.......................................................................................................................................... 49
29 FXOpenPositions ....................................................................................................................................... 50
30 FXOptionClosedPositions .......................................................................................................................... 51
31 FXOptionOpenPositions ............................................................................................................................. 52
32 FXOptionTradesExecuted .......................................................................................................................... 53
33 FXTradesExecuted ..................................................................................................................................... 55
34 IBCommissionsExtended ........................................................................................................................... 57
35 Interest ........................................................................................................................................................ 58
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36 InterestAmounts ......................................................................................................................................... 59
37 InterestRates .............................................................................................................................................. 60
38 NewAccounts.............................................................................................................................................. 61
39 NewCounterparts........................................................................................................................................ 62
40 OrderActivity ............................................................................................................................................... 63
41 PLConversionRates ................................................................................................................................... 64
42 ProjectedAmounts ...................................................................................................................................... 65
43 ServiceBillingAmounts ................................................................................................................................ 66
44 ServiceBillingSubscriptions ........................................................................................................................ 67
45 ShareClosedPositions ................................................................................................................................ 68
46 ShareDividend ............................................................................................................................................ 69
47 ShareOpenPositions .................................................................................................................................. 71
48 ShareTradesExecuted ................................................................................................................................ 73
49 SwapPositionsFX ....................................................................................................................................... 75
50 SwapPricesFX ............................................................................................................................................ 76
51 UpdatedAccounts ....................................................................................................................................... 77
52 UpdatedCounterparts ................................................................................................................................. 78
53 UpdatedMiFIDClassifications ..................................................................................................................... 79
54 WLPCommissionsExtended ....................................................................................................................... 80
55 Fixed Field Values ...................................................................................................................................... 81
55.1 BKAmountType .................................................................................................................................. 81
55.2 Bond TradeType ................................................................................................................................ 84
55.3 CAEventType ..................................................................................................................................... 85
55.4 CFDClosedPositionType ................................................................................................................... 86
55.5 CFD TradeType ................................................................................................................................. 86
55.6 ETO TradeType ................................................................................................................................. 86
55.7 ETO OptionsSubType ........................................................................................................................ 87
55.8 ForwardType ...................................................................................................................................... 87
55.9 Futures ClosedPositionType ............................................................................................................. 87
55.10 Futures TradeType ........................................................................................................................ 87
55.11 FX ClosedPositionType ................................................................................................................. 88
55.12 FX Option OptionType ................................................................................................................... 88
55.13 FX Option OptionSubType ............................................................................................................. 88
55.14 FX Option TradeType .................................................................................................................... 88
55.15 FX Options ClosedPositionType .................................................................................................... 89
55.16 FX TradeType ................................................................................................................................ 89
55.17 Interest Type .................................................................................................................................. 89
55.18 SettlementPriceSource .................................................................................................................. 90
55.19 Share ClosedPositionType ............................................................................................................ 90
55.20 Share TradeType ........................................................................................................................... 90
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55.21 TradeAllocation .............................................................................................................................. 90
55.22 Order Activity TransactionType ..................................................................................................... 91
55.23 Borrowing Cost Amount TransactionType ..................................................................................... 91
55.24 CFD Finance Amount TransactionType ........................................................................................ 91
55.25 Custody Fee Calculation TransactionType .................................................................................... 91
56 Variable Field Values ................................................................................................................................. 93
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1 DOCUMENT PROPERTIES
1.1 PURPOSE OF THIS DOCUMENT
This document provides a detailed description of each supported End of Day file, including description and data type for each field.
1.2 DOCUMENT LOCATION
The latest working version of this document is available from download on our EOD File Change Archive: http://institutional.saxobank.com/institutional-notification/end-of-the-day-file-changes-archive-wlc.
1.3 REVISION HISTORY
DATE VERSION CHANGE
26-10-2012 1.0 First temporary version
30-10-2012 1.1 Compliance and Bond related files updated with correct field types
05-12-2012 1.2 Overall descriptions of files and file names added to each section
17-01-2013 1.3 Contract Options included, updated with data types, descriptions and examples
02-07-2013 1.4 New look&feel. All descriptions verified.
22-08-2013 1.5 All descriptions in files and fields are verified and completed.
09-10-2013 1.6 New template with SCM and SB logo 25-10-2013 1.6 Update of Corporate action types and BkAmountTypes
29-10-2013 1.7 Updated Bookkeeping to BookkeepingCash
22-11-2013 1.8
AccountStatus now include inactive accounts with Total Equity ≠ 0. CostToClose have been hardcoded to 0 – Field bugged. Column 15 is renamed to “ActiveAccount” and holds the answer Yes/No. OpenBondPositions will now include BKAmountTypeID = 99 (Unrealized Bond Interest)
09-12-2013 1.9 Updated table 55.16 FX TradeType
13-02-2014 2.0 BKAmountType table updated.
03-03-2014 2.1 BOR_CashTransactions replaced with CashTransactions BOR_ShareDividend replaced with ShareDividend
29-03-2014 2.2
ShareOpenPositions and ShareClosedPositions have been enhanced with previous ISIN code FuturesTradesExecuted, FxOptionTradesExecuted, FxTradesExecuted, ShareTradesExecuted have been updated with OrginalTradeID and CorrectionLeg FX TRADETYPE table have been updated with “SaxoDirect” renamed to “SaxoPrime” and “B2B Server” renamed to “SaxoDirect”
10-05-2014 2.3 ContractOptions EOD files replaced with ETO’s Updated Bonds with PreviousISINcode, CorrectionLeg and OriginalTradeID
15-05-2014 2.4 Updated descriptions and examples for ETO’s. Updated BKAmountTypesID table
02-06-2014 2.5 Updated ShareTradesExecuted, WLPCommisionExtended, FuturesOpenPositions, FuturesClosedPositions, FuturesTradeExecuted and AccountStatus with changes from newsletter April 2014 with effect 24
th of May 2014.
27-08-2014 2.6
Updated ActiveAccounts, NewAccounts, UpdatedAccounts, FXTradesExecuted, Bookkeeping_Rolling, AccountStatus, CFDTradesExecuted, ActiveAcounterparts, BKAmountType table, BondsCoupons, BondsTradesExecuted, BondsOpenPositions and BondsClosedPositions with changes from newsletter June 2014 with effect 30
th of August
2014.
10-01-2014 2.7 Updated WLPCommissionsExtended, IBCommissionsExtended, FuturesTradesExecuted, FXOptionTradesExecuted, FXOptionOpenPositions and FXOptionClosedPositions with changes from newsletter July 2014 with effect 27
th of September 2014.
13-11-2014 2.8
Updated AccountStatus, ActiveAccounts, NewAccounts, UpdatedAccounts, ShareTradesExecuted, CFDTradesExecuted, BookkeepingCash, ETOTradesExecuted, ShareDividend and BookkeepingRolling with changes from newsletter September 2014 with effect 25
th of October 2014.
21-11-2014 2.9 Updated CAEventType table
09-01-2015 3.0 Updated AccountStatus, BondsOpenPositions, BondsTradesExecuted, FuturesTradesExecuted, FXClosedPositions and FXOpenPositions with changes from newsletter October 2014 with effect 3
rd of January 2015.
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Including update of BKAmountTypes.
02-03-2015 3.1 Updated UpdatedCounterparts with changes from newsletter December 2014 with effect 28
th
of February 2015.
30-03-2015 3.2 Updated AccountStatus, CFDTradesExecuted and FXTradesExecuted with changes from newsletter January 2015 with effect 28
th of March 2015
04-05-2015 3.3 Updated ActiveCounterparts, BondsOpenPositions, BondsTradesExecuted and BondsClosedPositions with changes from newsletter February 2015 with effect 25
th of April
2015.
20-06-2015 3.4 Updated ActiveUsers, NewCounterparts, UpdatedCounterparts, CFDFinance, InterestAmounts, and InterestRates with changes from newsletter April 2015 with effect 20
th
June 2015. Added detail about Saxo reporting dates.
29-08-2015 3.5 Updated BookkeepingCash, BookkeepingRolling, Interest, OrderActivity, ShareClosedPositions, ShareOpenPositions and ShareTradesExecuted with changes from newsletter May 2015 with effect 29
th August 2015.
28-11-2015 3.6
Added ProjectedAmounts and CustodyFeeCalculationDetails. Updated AccountStatus, ActiveAccounts, BondsCoupons, BondsTradesExecuted, BookkeepingCash, BookkeepingRolling, CashTransactions, CFDTradesExecuted, ETOTradesExecuted, FuturesTradesExecuted, FXOptionTradesExecuted, FXTradesExecuted, NewAccounts, ServiceBillingAmounts, ShareTradesExecuted, UpdatedAccounts and UpdatedCounterparts with changes from newsletter August 2015 with effect 28
th November 2015.
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2 REPORTING DATES Saxo Bank’s end of day back office process runs for all trading days of the year except for 1 January, regardless of country specific public holidays.
Therefore EOD files are available and delivered for all report dates which are trading days, excluding 1 January, regardless of the country where a client is based.
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3 ACCOUNTSTATUS The Account Status file gives an overview of all accounts under the Institutional Client setup, at close of business (1700h EST) on a given report date. It includes Omnibus, Funding, Collateral, Interest, Commission and customer sub-accounts.
The file provides an EOD snapshot per account on the given report date of: the Cash Balance, Value-Dated Cash Balance, unrealised P/L, value of positions, margins, ‘Net Equity for Trading’ and Total Equity, for each account.
All totals are reported in the account currency.
Default file name: AccountStatus_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 Account Unique Saxo Bank account number. Text(16) 12345/WLC123
2 Date The Reporting Date of the Account snapshot. Date(8) 20130117
3 AccountCurrency The currency of the account. Text(3) EUR
4 Balance The Cash Balance on the given ReportDate (Corresponds to the Cash Balance in WebConnect Account Summary).
Decimal(19) 106288.19
5 OpenPositionsFX UnrealisedPLAccount of all Open ETO Positions on the Reporting Date.
Decimal(19) 4021.47
6 OpenPositionsOTC UnrealisedPLAccount of all Open FX Option Positions on the Reporting Date.
Decimal(19) -28147.47
7 OpenPositionsStock UnrealisedAmountAccount of all Open Bonds Positions on the Reporting Date.
Decimal(19) 0
8 OpenPositionsCFD UnrealizedPLAccount of all Open CFD Positions on the Reporting Date.
Decimal(19) 2455
9 ReservedForFutureInstrument1 Reserved for future use. Field value equals 0. Decimal(19) 0
10 OpenPositionsFutures UnrealizedPLAccount of all Open Futures Positions on the Reporting Date.
Decimal(19) 0
11 OpenPositionsETO UnrealizedPLAccount of all Open ETO Positions on the Reporting Date.
Decimal(19) 0
12 OpenPositionsManagedFund Unrealized P&L of Open Managed Funds Positions on the Reporting Date.
Decimal(19) 0
13 OpenPositionsBonds (UnrealisedAmountAccountCurrency + AccruedInterestAccountCurrency) of all Open Bonds Positions on the Reporting Date.
Decimal(19) 0
14 ReservedForFutureInstrument2 Reserved for future use. Field value equals 0. Decimal(19) 0
15 ActiveAccount Is the given account active? Yes/No. Text(3) Yes
16 ReservedForFutureUse Reserved for future use. Field value equals 0. Decimal(19) 0
17 TotalEquity The sum of fields 4 through 14. Total account balance on the Reporting Date. (Account Value in WebConnect)
Decimal(19) 84617.19
18 MarginForNFE Interest margin required. Decimal(19) -8416.1
19 NetEquityForTrading TotalEquity + Margin Decimal(19) 76201.09
20 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
21 ValueDateCashBalance The account balance on Value Date. Decimal(19) 107531.67
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22 MarginForTrading Margin used for open positions. Decimal(19) 84384.03
23 RiskGroupProfile The "Risk Group Profile ID" of the account. Numeric(19) 1
24 AccountRiskProfile The risk group profile name of the account. Text(50) None
25 AccountLevelMargining Is the risk profile of the given account margined on the account level? Yes/No.
Text(3) Yes
26 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
27 OtherCollateral Trading- and Credit lines. This data is only indicative and not reconciled.
Decimal(19) -192257.61
28 NotAvailableAsMarginCollateral
A percentage of the current investments is available as margin collateral, and this line states the amount that is not available as margin collateral. This data is only indicative and not reconciled.
Decimal(19) -62525405.05
29 OwnerID The OwnerID of the counterpart. Numeric(10) 225503
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4 ACTIVEACCOUNTS This report provides details of all active Accounts as of close of business (1700h EST) on the given report date. Reports can be requested historically, but only for one trade day at a time.
Default file name: ActiveAccounts_DD-MM-YYYY
Period type: Daily, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 CounterpartId Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
2 CounterpartName Name of the counterpart who owns the account. Text(200) 123JaneDoe
3 AccountNo Unique Saxo Bank account number. Text(16) 12345/WLC123
4 AccountDescription Name/description of the account corresponding to the given account number.
Text(150) MyCRMID123 – Account1
5 BaseCurrency The calculating currency for margin and interest purposes for the account.
Text(3) EUR
6 CommissionProfile The commission profile of the account. Text(50) <Saxo Bank – Retail>
7 InterestProfile The interest profile of the account. Text(200) Retail Client
8 CFDFinance Name of the CFD interest profile chosen for the account.
Text(200) <Default(SaxoRetail)>
9 ForwardProfile The forward profile of the account. Text(200) <Default>
10 Products The list of products tradable on the account. Text(500) Cash, FX Options
11 CreationTime Date and time when the account was first registered at Saxo Bank.
Time(17) 20141113 07:46:58
12 CreatedBy Who created the account? Text(30) CFK
13 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
14 SubType For ETOs: ‘Stock Option’, ‘Future Option’ and/or ‘Stock Index Option’
Text(200) Stock Option
15 Active Is the given account active? Yes/No. Text(3) Yes
16 ConversionMarkUp P/L Conversion Mark-Up. Text(50) 0.50% Spread
17 MoneyManagerFee Money Manager fee. Text(50) Not Applicable
18 AccountRiskProfile The risk profile of the given account. Text(50) None
19 RiskGroupProfile The "Risk Group Profile ID" of the account. Decimal(19) 2
20 AccountLevelMargining Is the risk profile of the given account margined on the account level? Yes/No.
Text(3) Yes
21 IBAN The IBAN number on the account (if applicable). Text(18) DK1234567891234545
22 OwnerID The OwnerID of the counterpart. Numeric(10) 225503
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5 ACTIVECOUNTERPARTS This report provides details of all active Counterparts as of close of business (1700h EST) on the given report date. Reports can be requested historically, but only for one trade day at a time.
Default file name: ActiveCounterparts_DD-MM-YYYY
Period type: Daily, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 OwnerName Name of the counterpart owner Text(200) WLC name
2 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
3 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
4 MarginCallProfile Name of the margin call profile for the counterpart Text(32) Saxo Bank - Subsidiary
5 MarginRequirementProfile
Name of the margin requirement profile for the counterpart Text(24) Saxo Bank no collateral
6 SwissBrokerIntroduced Is the counterpart introduced by a Swiss broker? (0=No, 1=Yes)
Numeric(1) 0
7 SwissStampDutyExempt
Is the counterpart exempt from Swiss stamp duty. (0=No, 1=Yes)
Numeric(1) 0
Note: This flag only applies to Swiss residents.
8 SwissResidency Is the counterpart a Swiss resident? (0=No, 1=Yes) Numeric(1) 0
9 BaseCurrency The calculating currency for margin and interest purposes for the counterpart
Text(3) EUR
10 EmailAddress The registered e-mail address for the counterpart Text(50) [email protected]
11 CreationTime Date and time when the counterpart was first registered in Saxo Bank.
Time(17) 20031127 08:35:19
12 CreatedBy Who created the counterpart? Text(30) SEMS
13 WithholdTaxProfile The name of the Withholding tax profile for the counterpart Text(50) No Tax
14 ReliefAtSource Client eligible for withholding tax relief at source. 1 = Yes. 0 = No
Numeric(10) 0
15 TaxCountry Tax domicile Text(50) Portugal
16 ReliefAtSourceDocumentationType
Relief at source documentation status Text(200) Documented eligible treaty
17 ReliefAtSourceExpiryDate
Expiry date of relief at source document Date(10) 19-08-2014
18 CurrentPrimaryGroup Primary Group Text(50) Saxo Bank Clients
19 CurrentSecondaryGroups
Secondary Group Text(1000) Stock Clients I All External CFDs
20 InterestProfile Interest Profile Text(100) <Saxo Bank - Retail>
21 MarginProfile Margin Profile Text(100) Saxo Bank Default
22 OwnerID OwnerID Numeric(10) 225503
23 TradeRestrictor If TradeRestrictor = "TRUE", the counterpart is restricted to trade. If TradeRestrictor = "FALSE", then there is no restrictions.
Text(200) FALSE
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6 ACTIVEUSERS This report provides details of all active Users as of close of business (1700h EST) on the given report date. Reports can be requested historically, but only for one report date at a time.
Default file name: ActiveUsers_DD-MM-YYYY
Period type: Daily, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 UserID System ID of the user Numeric(10) 306270
2 UserName Name of the user Text(50) Tramd Roncari
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 281990
4 Active Whether the user is active or not - “Yes”/”No” Text(3) Yes
5 LoginName The name used for application login. Default = UserID Text(30) Roncariwl
6 AccessProfile Access profile defines what trading platforms and back office system user has access to
Text(200) WLC BO & Tools
7 Roles Each role defines user access to specifc parts (defined by assigned role) to the back office systems
Text(200) Cash Management
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7 BONDSCLOSEDPOSITIONS This report provides details of all Bond positions which were closed on a given report date, (1700h EST to 1700h EST). The report contains closed positions in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all positions that were closed during the reporting period.
Default file name: BondsClosedPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the position details Date(8) 20150108
2 InstrumentType The type of instrument Text(200) Bonds
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account
Numeric(10) 537242
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by the White Label
Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) CHF 8 ISIN The ISIN Code of the traded product Text(32) AU00000RSGG8
9 IssueDate The date the Bond was issued Date(8) 20141215
10 Instrument The unique Saxo Bank alphanumeric code of the instrument
Text(32) AU00000RSGG8
11 Description Description of the instrument Text(200) Resolute Mining 10% 15 Dec 2017, AUD
12 InstrumentCurrency The currency of the instrument Text(3) AUD
13 ExchangeDescription The name of the exchange where the instrument is traded
Text(200) Generic Bonds exchange
14 MaturityDate The Expiry Date of the bond Date(8) 20171215
15 OpenTradedAmount Traded amount in number of contracts (negative if OpenBuySell = Sell)
Decimal(19) 500
16 FigureSize Price multiplier Decimal(19) 0.01
17 OpenTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system of the opening side of the trade
Numeric(10) 769779463
18 OpenOrderNumber Unique Saxo Bank FrontOffice Order ID of the opening side of the trade
Numeric(10) 638009248
19 OpenTradeTime The precise date and time of the trade execution opening side of the trade
Time(17) 20150107 07:56:26
20 OpenTradeDate The date of trade execution on the opening side Date(8) 20150107
21 OpenBuySell Buy/Sell from account point of view on opening side
Text(4) Buy
22 TradedPriceOpenDirty
The dirty, gross traded price of the position's opening trade (i.e. traded price excluding trading costs, including accrued interest at OpenTradeDate)
Decimal(19) 1
23 CloseTradedAmount Traded amount in number of contracts (negative if OpenBuySell = Sell)
Decimal(19) -500
24 CloseTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system for the closing side of the trade
Numeric(10) 770286462
25 CloseOrderNumber Unique Saxo Bank FrontOffice Order ID of the closing side of the trade
Numeric(10) 638517113
26 CloseTradeTime The precise date and time of the trade execution closing side of the trade
Time(17) 20150108 08:50:26
27 CloseTradeDate The date of trade execution on the closing side Date(8) 20150108
28 CloseBuySell Buy/Sell from account point of view on closing side Text(4) Sell
29 TradedPricecloseDirty Dthe dirty, gross traded price of the position's clsing trade (i.e. traded price excluding trading costs,
Decimal(19) 1
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including accrued interest at CloseTradeDate)
30 AmountInstrumentCurrency The amount in instrument currency Decimal(19) 4.09
31 ValueDate Value date of the closing trade Date(8) 20141128
32 InstrumentToAccountRate The conversion rate between the InstrumentCurrency and the AccountCurrency of the closing trade.
Decimal(19) 1
33 AmountAccountCurrency AmountInstrumentCurrency x InstrumentToAccountRate
Decimal(19) 4.09
34 IsPartial ‘Yes’, if the closed position is partial. ‘No’, if the closed position is not partial
Text(3) No
35 StampDuty The Stamp Duty applied to the transactions, in instrument currency of the closing trade.
Decimal(19) 0
36 StampDutyAccountCurrency Stamp Duty x InstrumentToAccountRate Decimal(19) 0
37 ExchangeFee Exchange fee charged in Instrument Currency of the closing trade
Decimal(19) 0
38 ExchangeFeeAccountCurrency Exchange Fee x InstrumentToAccountRate Decimal(19) 0
39 AccruedInterest The unrealised value of the Bond attributed to interest of the closed trade
Decimal(19) 0
40 ZeroCoupon Indicates whether is a Zero Coupon Bond (Yes/No) Text (3) No
41 BookingAccountNumber Stated if special booking rules in BackOffice has moved the PL to a different account
Text(16) 12345/WLC456
42 BookingAccountCurrency The currency of the booking account Text(3) CHF
43 ClosedPositionType The type of closing: − Trade (note: will only include Trade for now)
Text(10) Trade
44 PreviousISINCode The previous ISIN Code of the traded product Text(200) AU00000MKGG7
45 EODRateDirtyPrice The EODRateDirtyPrice Decimal(19) 1
46 Subtype Type of Bond Text(200) COU
47 CountryofIssue ISO 3166-1 alpha-2 code for the country of issuance
Text(200) AU
48 IssuerName Issuer Text(200) Resolute Mining Ltd
49 TradedPriceOpenClean The clean, gross traded price of the position's opening trade on OpenTradeDate
Decimal(19) 1
50 TradedPriceCloseClean The clean, gross traded price of the position's closing trade on CloseTradeDate
Decimal(19) 1
51 DVP
If Delivery Versus Payment (DVP) = "Yes", the bond position has been settled with the client's custodian. If DVP = "No", it means the bond positions has been closed and settled with Saxo's custodian.
Text(3) No
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8 BONDSCOUPONS This report provides details of all bond coupons received on a given trade date, (1700h EST to 1700h EST). The report contains coupons in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all coupons in the requested reporting period.
Default file name: BondsCoupons_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 InstrumentType The type of instrument. Text(200) Bonds
2 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
3 CounterpartName Name of the counterpart who owns the account.
Text(200) 123JaneDoe
4 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC123
5 AccountCurrency The currency of the account. Text(3) EUR
6 TradeNumber Unique Saxo Bank trade ID within Saxo Bank Back Office system.
Numeric(10) 553417354
7 FigureSize Price multiplier. Decimal(19) 0.01
8 ISIN The ISIN code of the traded instrument.
Text(32) XS0775870982
9 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument.
Text(32) XS0775870982
10 InstrumentDescription The name of the underlying instrument paying the coupon.
Text(200) RCI Banque 4.25% 27 Apr 2017. EUR
11 InstrumentCurrency The currency of the instrument. Text(3) EUR
12 CouponDate Date the coupon is paid. Date(8) 20140427
13 ValueDate Value Date of the coupon payment. Date(8) 20140427
14 HoldingAmount The holding amount of the underlying bond which is eligible for coupon payment.
Decimal(19) 10000
15 Rate The coupon rate (%). Decimal(19) 4.25
16 ExCouponDate The Ex Date of the coupon. Date(8) 20140427
17 Factor The Figure size of the coupon rate (1, or 0.1, or 0.01 etc).
Decimal(19) 1
18 AmountType
The BkAmountType corresponding to BkAmountTypeID. This is the transaction identifier according to a predefined list of Saxo transaction types. Please see section 55.1 BkAmountType for a breakdown of BkAmountTypes.
Text(200) Bond Coupon Interest
19 GrossAmountInstrumentCurrency
The gross booked coupon in InstrumentCurrency.
Decimal(19) 4250
20 GrossAmountAccountCurrency
The gross booked coupon in Account Currency. GrossAmountInstrumentCurrency x InstrumentToAccountRate.
Decimal(19) 4250
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21 TaxPercent The tax percentage applied to the gross coupon.
Decimal(19) 0
22 TaxAmountInstrumentCurrency The tax paid on the coupon in the Instrument Currency.
Decimal(19) 0
23 NetAmountAccountCurrency
The net coupon booked in the Account Currency. NetAmountAccountCurrency = GrossAmountAccountCurrency – TaxAmountAccountCurrency
Decimal(19) 4250
24 CountryofIssue ISO 3166-1 alpha-2 code for the country of issuance of the underlying instrument.
Text(200) FR
25 TaxAmountAccountCurrency The tax paid on the coupon in the Account Currency.
Decimal(19) 0
26 CouponCurrency
The currency of the coupon. CouponCurrency <> InstrumentCurrency only for dual currency bonds.
Text(3) EUR
27 InstrumentToAccountRate The transaction conversion rate to convert Instrument Currency to Account Currency.
Decimal(19) 1
28 PartnerAccountKey Optional account identifier chosen by a WLC.
Text(200) MyCRMID123
29 TradeDate Date of coupon booking. Numeric(8) 20140428
30 InstrumentSubType Type of Bond. Text(200) COU
31 CouponRecordID Unique ID of coupon payment. Numeric(10) 182861
32 IssuerName The name of the bond issuer. Text(200) RCI Banque
33 InstrumentUIC Saxo's unique (numeric) identifier code for the traded instrument.
Numeric(10) 878
File and field description For external use
Functional 30 November 2015 Page 17 of 93
9 BONDSOPENPOSITIONS This report provides details of all open Bond positions as of close of business (1700h EST) on the given report date. The report contains open positions in both Omnibus accounts and underlying customer accounts.
Reports can only be requested historically for one report date at a time.
Default file name: BondsOpenPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the position details Date(8) 20150122
2 InstrumentType The type of instrument Text(200) Bonds
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 537242
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123 6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) CHF
8 ISIN The ISIN Code of the traded product Text(32) AU00000RSGG8
9 Sector The sector to which the traded instrument belongs Text(200) Financials - Bonds
10 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) AU00000RSGG8
11 Description Description of the Instrument Text(200) Resolute Mining 10% 15 Dec 2017, AUD
12 InstrumentCurrency The currency of the instrument Text(3) AUD
13 ExchangeDescription The name of the exchange where the instrument is traded Text(200) Generic Bonds exchange
14 MaturityDate The Expiry Date of the bond Date(8) 20171215
15 Amount Number of lots traded (negative if BuySell = Sell) Decimal(19) 500
16 FigureSize Price multiplier Decimal(19) 0.01
17 TradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(10) 770340340
18 OrderNumber Unique Saxo Bank FrontOffice Order ID Numeric(10) 638579913
19 TradeTime The precise date and time of the trade execution Time(17) 20150108 10:35:05
20 TradeDate The date of trade execution Date(8) 20150108
21 ValueDate Value date of the trade Date(8) 20150108
22 BuySell Buy/Sell from account point of view Text(4) Buy
23 CleanPrice The clean, gross traded price of the position's entry trade in the instrument currency (i.e. clean traded price excluding trading costs)
Decimal(19) 1
24 QuotedValue Clean entry value of open position in instrument currency (negative if Buy/Sell = Buy) (-1 * Amount * FigureSize * CleanPrice)
Decimal(19) -5
25 EODRateCleanPrice Closing clean price of the instrument on the relevant exchange in instrument currency. If no closing price available, last traded price is used as closing price.
Decimal(19) 1
26 InstrumentToAccountRate
The closing conversion rate from the InstrumentCurrency to the AccountCurrency on ReportingDate
Decimal(19) 0.69962939
27 IsPartial Yes, if the open position is partial No, if the open position is not partial
Text(3) No
28 UnrealisedAmountInstrument
The clean, unrealised open position of the Bond in Instrument Currency (EODRateCleanPrice *FigureSize * Amount)
Decimal(19) 5
29 UnrealisedAmountAccount
The clean, unrealized open position of the Bond in Account Currency (UnrealisedAmountInstrument * InstrumentToAccountRate)
Decimal(19) 3.5
30 UnrealizedAmountSubjectToWHT
The unrealised value of the Bond which will be subjected to WithHolding Tax
Decimal(19) 3.69
31 AccruedInterestAccountCurrency
The Accrued Interest of the open position of the Bond in Account Currency (AccruedInterestInstrumentCurrency * InstrumentToAccountRate)
Decimal(19) 3.69
32 ExternalOrderID External Order ID /if applicable Text(200) 0
File and field description For external use
Functional 30 November 2015 Page 18 of 93
33 PreviousISINCode The previous ISIN Code of the traded product Text(200)
34 DirtyPrice CleanPrice + Accrued Interest (per tradable unit) as at TradeDate
Decimal(19) 1
35 Subtype Type of Bond Text(200) COU
36 CountryofIssue ISO 3166-1 alpha-2 code for the country of issuance Text(200) AU
37 IssuerName Issuer Text(200) Resolute Mining Ltd 38 LastCouponDate Last coupon payment date Numeric(8) 20171215
39 CouponFrequency Frequency of coupon payments Text(200) Quarterly
40 CouponBasis Day count convention Text(200) Actual/Actual
41 EODRateDirtyPrice EODRateCleanPrice + Accrued Interest (per tradable unit) as at ReportingDate
Decimal(19) 2.056
42 AccruedInterestInstrumentCurrency
The Accrued Interest of the open position of the Bond in Instrument Currency ((EODRateDirtyPrice - EODRateCleanPrice) * FigureSize * Amount)
Decimal(19) 5.28
43 DVP
If Delivery Versus Payment (DVP) = "Yes", it means the bond position is in a DVP account and has not yet settled with the client's own custodian. Once settled, the position will no longer be reflected in the BondsOpenPositions file, nor in the OpenPositionsBonds total in AccountStatus file. At that time, the position will move to the BondsClosedPositions file. If DVP = "No", it means it is an position settled with Saxo's custodian. The position will always reflect in BondsOpenPositions and the OpenPositionsBonds total in AccountStatus file, until it is closed.
Text(3) No
File and field description For external use
Functional 30 November 2015 Page 19 of 93
10 BONDSTRADESEXECUTED This report provides details of all Bond trades executed during the course of a trade day, (1700h EST to 1700h EST). The report contains trades executed in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all trades executed during the reporting period.
Default file name: BondsTradesExecuted_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 ReportingDate The date of the reported snapshot in the EOD file.
Date(8) 20150107
2 InstrumentType The type of instrument. Text(200) Bonds
3 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
4 CounterpartName Name of the counterpart who owns the account.
Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by a WLC.
Text(30) MyCRMID123
7 AccountCurrency The currency of the account. Text(3) CHF
8 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument.
Text(32) AU00000RSGG8
9 InstrumentDescription The name of the underlying instrument. Text(200) Resolute Mining 10% 15 Dec 2017, AUD
10 ISIN The ISIN code of the traded instrument. Text(32) AU00000RSGG8
11 IssueDate The date the bond was issued. Date(8) 20141215
12 InstrumentCurrency The currency of the instrument. Text(3) AUD
13 ExchangeDescription The name of the Exchange where the instrument is traded.
Text(200) Generic Bonds exchange
14 MaturityDate The Maturity Date of the bond. Date(8) 20171215
15 TradedAmount Number of bonds traded (negative if BuySell = Sell).
Decimal(19) 500
16 FigureSize Price multiplier. Decimal(19) 0.01
17 TradeNumber Unique Saxo Bank trade ID within Saxo Bank Back Office system.
Numeric(10) 769779463
18 OrderNumber Unique Saxo Bank FrontOffice Order ID. Numeric(10) 638009248
19 TradeTime The precise date and time of the trade execution.
Time(17) 20150107 07:56:26
20 TradeDate The date of trade execution. Date(8) 20150107
21 ValueDate Value Date of the trade. Date(8) 20141128
22 BuySell Whether or not the trade is a Buy/Sell from account point of view.
Text(4) Buy
23 CleanPrice The clean, gross traded price in the Instrument Currency (i.e. clean traded price excluding trading costs).
Decimal(19) 1
File and field description For external use
Functional 30 November 2015 Page 20 of 93
24 QuotedValueInstrumentCurrency
Clean value of trade in Instrument Currency (negative if Buy/Sell = Buy). (-1 * TradedAmount * FigureSize * CleanPrice)
Decimal(19) -5
25 CommissionInstrumentCurrency The commission charged in Instrument Currency.
Decimal(19) 0
26 ExchangeFeeInstrumentCurrency The total exchange fee charged on the trade in Instrument Currency.
Decimal(19) 0
27 StampDutyInstrumentCurrency The total stamp duty charged on the trade in Instrument Currency.
Decimal(19) 0
28 TaxAccountCurrency Taxes charged on the trade in Account Currency
Decimal(19) 0
29 RelatedTradeID The TradeNumber that the trade is related to.
Numeric(10) 0
30 TradeType
Defines the trade type. Please see section 55.2 "Bond TradeType" in Saxo's File and Field Descriptions document for set of values and their definitions
Text(50) Trade Correction
31 TradeAllocation
Defines if the trade is part of an allocation or not. Please see section 55.21 "TradeAllocation" in Saxo's File and Field Descriptions document for the set of values and their definitions.
Text(10) No
32 RootTradeID If applicable, the TradeNumber of the root trade of the trade allocation.
Numeric(10) 0
33 ExternalOrderID External Order ID (if applicable). Text(200) 0
34 OriginalTradeID Original TradeNumber if the current trade is part of a correction of an original trade.
Numeric(10) 0
35 CorrectionLeg Details regarding the correction leg. "Cancel", "Rebook" or "Reverse".
Text(8) Reverse
36 DirtyPrice CleanPrice + Accrued Interest (per tradable unit) as at TradeDate.
Decimal(19) 1
37 InstrumentSubType Type of Bond. Text(200) COU
38 DrawnRecordID Unique ID of the drawn record. Numeric(10) 0
39 MaturityRecordID Unique ID of the maturity record. Numeric(10) 0
40 CountryofIssue ISO 3166-1 alpha-2 code for the country of issuance of the underlying instrument.
Text(200) AU
41 IssuerName The name of the bond issuer. Text(200) Resolute Mining Ltd
42 EODInstrumentToAccountRate The EOD conversion rate to convert Instrument Currency to Account Currency.
Decimal(19) 0.81531142
43 AccruedInterestAccountCurrency Total accrued interest of the trade in Account Currency.
Decimal(19) 0
44 EODRateDirtyPrice EODRateCleanPrice + Accrued Interest (per tradable unit) on the given Reporting Date.
Decimal(19) 0.9
45 ExchangeISOCode
Exchange FIX ISO code. The FIX Organisation maintains values for market identifiers which are unable to establish a MIC value.
Text(4) XOFF
46 ISOMic Market Identification Code (MIC) as per ISO 10383 standard.
Text(4) XSTO
File and field description For external use
Functional 30 November 2015 Page 21 of 93
47 DVP
If Delivery Versus Payment (DVP) = "Yes", it means the bond trade is executed on a DVP account, and will be settled with the client's own custodian. If DVP = "No", it means it is a trade that will settle with Saxo's custodian.
Text(3) No
48 InstrumentUIC Saxo's unique (numeric) identifier code for the traded instrument.
Numeric(10) 878
File and field description For external use
Functional 30 November 2015 Page 22 of 93
11 BOOKKEEPINGCASH This report provides details of all cash bookings (commission, interest, profit/loss, etc.) booked on all accounts on a trade date, (1700h EST to 1700h EST). The report contains booked amounts in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all bookings in the requested reporting period.
Default file name: BookkeepingCash_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 ReportingDate The date of the reported snapshot in the EOD file. Date(8) 20120523
2 InstrumentType The type of instrument. Text(200) CFDs
3 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
4 CounterpartName Name of the counterpart who owns the account. Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
7 AccountCurrency The currency of the account. Text(3) DKK
8 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument.
Text(32) AONE:xnas
9 InstrumentCurrency The currency of the instrument. Text(3) EUR
10 AmountInstrumentCurrency The total of the booking in the Instrument Currency Decimal(19) -15
11 BkAmountID Unique Saxo transaction ID of the booking. Numeric(10) 798883569
12 TradeDate The date of trade execution. Date(8) 20100505
13 RelatedPositionID The PositionID that the booking is related to. Numeric(10) 401791225
14 RelatedTradeID The TradeNumber that the trade is related to. Numeric(10) 402839739
15 OrderNumber Unique Saxo Bank FrontOffice Order ID if the booking is related to an order.
Numeric(10) 251565112
16 BkAmountTypeID The unique Saxo ID of the corresponding BkAmountType.. Please see section 55.1 BkAmountType for a breakdown of BkAmountTypes
Numeric(10) 4
17 BkAmountType The unique Saxo transaction type identifier according to a predefined list of Saxo transaction types. Please see section 55.1 BkAmountType for a breakdown of BkAmountTypes.
Text (200) Commission
18 ValueDate Value Date of the booking. Date(8) 20100523
19 AmountAccountCurrency The total cash booked in the given account, in Account Currency.
Decimal(19) -11,72
20 InstrumentToAccountRate The transaction conversion rate to convert Instrument Currency to Account Currency.
Decimal(19) 0.781333333
File and field description For external use
Functional 30 November 2015 Page 23 of 93
21 OriginalTradeID Original TradeNumber if the current trade is part of a correction of an original trade.
Numeric(10) 402839731
22 CorrectionLeg Details regarding the correction leg. "Cancel", "Rebook" or "Reverse".
Text(8) Cancel
23 CAEventTypeID Unique Saxo ID of the CAEventType. Please see section 55.3 CAEventType.
Numeric(10) 70
24 CAEventTypeName The type of Corporate Action Event. Please see section 55.3 CAEventType.
Text(50) Call on Rights
25 AdhocBookingCodeID Unique Saxo ID of the ad hoc booking code. This field is only populated for bookings where BkAmountType = “Adhoc Booking”.
Numeric(10) 17
26 AdhocBookingCode Unique ad hoc booking code. This field is only populated for bookings where BkAmountType = “Adhoc Booking”.
Text(50) Management Fee
27 InstrumentUIC Saxo's unique (numeric) identifier code for the traded instrument.
Numeric(10) 878
File and field description For external use
Functional 30 November 2015 Page 24 of 93
12 BOOKKEEPINGROLLING This report provides details of coming cash bookings on value date (commission, interest, profit/loss, etc.)
The report contains coming cash bookings in both Omnibus accounts and underlying customer accounts.
Default file name: BookkeepingRolling_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: No
Historical: No
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 ReportingDate The date of the reported snapshot in the EOD file. Date(8) 20120523
2 InstrumentType The type of instrument. Text(200) CFDs
3 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
4 CounterpartName Name of the counterpart who owns the account. Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
7 AccountCurrency The currency of the account. Text(3) DKK
8 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument.
Text(32) AONE:xnas
9 InstrumentCurrency The currency of the instrument. Text(3) EUR
10 AmountInstrumentCurrency The total of the booking in the Instrument Currency Decimal(19) -15
11 BkAmountID Unique Saxo transaction ID of the booking. Numeric(10) 798883569
12 TradeDate The date of trade execution. Date(8) 20100505
13 RelatedPositionID The PositionID that the booking is related to. Numeric(10) 401791225
14 RelatedTradeID The TradeNumber that the trade is related to. Numeric(10) 402839739
15 OrderNumber Unique Saxo Bank FrontOffice Order ID if the booking is related to an order.
Numeric(10) 251565112
16 BkAmountTypeID
The unique Saxo ID of the corresponding BkAmountType.. Please see section 55.1 BkAmountType for a breakdown of BkAmountTypes
Numeric(10) 4
17 BkAmountType
The unique Saxo transaction type identifier according to a predefined list of Saxo transaction types. Please see section 55.1 BkAmountType for a breakdown of BkAmountTypes.
Text (200) Commission
18 ValueDate Value Date of the booking. Date(8) 20100523
19 AmountAccountCurrency The total cash booked in the given account, in Account Currency.
Decimal(19) -11,72
20 InstrumentToAccountRate The transaction conversion rate to convert Instrument Currency to Account Currency.
Decimal(19) 0.781333333
21 OriginalTradeID Original TradeNumber if the current trade is part of a correction of an original trade.
Numeric(10) 0
22 CorrectionLeg Details regarding the correction leg. "Cancel", "Rebook" or "Reverse".
Text(8) Rebook
File and field description For external use
Functional 30 November 2015 Page 25 of 93
23 CAEventTypeID Unique Saxo ID of the CAEventType. Please see section 55.3 CAEventType.
Numeric(10) 70
24 CAEventTypeName The type of Corporate Action Event. Please see section 55.3 CAEventType.
Text(50) Spin-Off
25 AdhocBookingCodeID Unique Saxo ID of the ad hoc booking code. This field is only populated for bookings where BkAmountType = “Adhoc Booking”.
Numeric(10) 17
26 AdhocBookingCode Unique ad hoc booking code. This field is only populated for bookings where BkAmountType = “Adhoc Booking”.
Text(50) Management Fee
27 InstrumentUIC Saxo's unique (numeric) identifier code for the traded instrument.
Numeric(10) 878
File and field description For external use
Functional 30 November 2015 Page 26 of 93
13 BORROWINGCOSTAMOUNTS This report provides details of all borrowing cost amounts calculated during the course of a trade day, (1700h EST to 1700h EST), for each open CFD position. The report contains borrowing cost amounts in both Omnibus accounts and underlying customer accounts.
Borrowing amounts are calculated daily, but only booked at month end unless an account is closed in which case the borrowing cost is booked during the month.
The report can be requested historically and for a reporting period of several days/months. This will show all borrowing costs amounts in the requested reporting period.
Default file name: BorrowingCostAmounts_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 Date The Reporting Date of the reported amounts Date (8)
2 PositionAccount The Account where the position is held Text (16) 12345/WLC123
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 OwnerID The OwnerID of the Counterpart Numeric(10) 5034547
5 PositionAccountCurrency
The currency of the Account holding the position Text(3) EUR
6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 TransactionType Please see section 55.23 Borrowing Cost Amount Transaction Type
Text(25) Borrowing Cost
8 CFDFinanceProfile The Finance Profile the account is configured to Text(200) Saxo Bank
9 InstrumentSymbolCode
The unique Saxo Bank alphanumeric code of the instrument Text(32) EEM:arcx
10 ExchangeShortDescription
The name of the exchange the position / underlying is traded Text(200) NYSE_ARCA
11 InstrumementCurrency The traded currency of the instrument Text(3) DKK
12 PositionOpeningDate The Date the position was opened Date(8) 20150605
13 NetPositionOpenValue The value of the accumulated borrowing cost amount Decimal(19) -6444
14 InterestDays The day count the interest calculation is subjected to Numeric(10) 3 15 BorrowingRate The applied interest rate for the calculation Decimal(19) 2
16 BorrowingCostAmount The borrowing cost in Account currency Decimal(19) -1.07
17 BookingDate Date of the booking Date(8) 20150605
18 BookingAccount The Account to which the borrowing costs is booked to Text(16) 12345/WLC1234
19 BookingAccountCurrency
The currency of the booking account Text(3) EUR
20 ConversionRate Conversion rate used to convert BorrowingCostAmount into BorrowingCostAmountAccountCurrency
Decimal(19) 1
21 BorrowingCostAmountAccountCurrency
The borrowing cost in Account Currency Decimal(19) -1.07
File and field description For external use
Functional 30 November 2015 Page 27 of 93
14 CASHTRANSACTIONS This report shows all cash bookings reported in the corresponding BookkeepingCash file where BkAmountType = ‘Cash Amount’. The report contains cash bookings in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all ‘Cash Amount’ bookings in the requested reporting period.
Default file name: CashTransactions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 Account Unique Saxo Bank account number. Text(16) 12345/WLC123
2 AccountCurrency The currency of the account. Text(3) DKK
3 TransactionNumber Unique number to identify the cash transfer. Numeric(10) 402641899
4 OrderNumber Unique Saxo Bank FrontOffice Order ID. Numeric(10) 180644434
5 FrontOfficeLinkID
This ID ties related cash transfers together, (e.g. Funding Account withdrawal in favor of a Sub Account deposit, will be linked via the same FrontOfficeLinkID).
Numeric(10) 410388587
6 Date The Reporting Date of the reported amounts. Date(8) 20100523
7 ValueDate Value Date of the booking. Date(8) 20100523
8 GrossAmountCashCurrency The cash transferred on the given account in the Cash Currency.
Decimal(19) 500
9 CashCurrency Currency of the cash transferred. Text(3) EUR
10 FeeCashCurrency The fee for transferring the cash in the Cash Currency.
Decimal(19) 0
11 CashToAccountRate The transaction conversion rate to convert Cash Currency to Account Currency.
Decimal(19) 1
12 GrossAmountAccountCurrency The gross cash transferred on the given account in the Account Currency.
Decimal(19) 500
13 FeeAccountCurrency The fee for transferring the cash in the Account Currency.
Decimal(19) 0
14 NetAmountAccountCurrency
The net cash transferred in the Account Currency. NetAmountAccountCurrency = GrossAmountAccountCurrency - FeeAccountCurrency
Decimal(19) 500
15 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
16 Comment The free text description for the cash transaction which is also visible in WebConnect.
Text(1024) My deposit
17 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
File and field description For external use
Functional 30 November 2015 Page 28 of 93
15 CFDCLOSEDPOSITIONS This report provides details of all CFD positions which were closed on a given report date, (1700h EST to 1700h EST). The report contains closed positions in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all positions that were closed during the reporting period.
Default file name: CFDClosedPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the position details Date(8) 20121121
2 InstrumentType The type of instrument Text(200) CFDs
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(300) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) EUR
8 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) AAPL:xnas
9 Description Description of the Instrument Text(200) Apple Inc.
10 InstrumentCurrency The currency of the instrument Text(3) USD
11 ISINCode The ISIN Code of the traded product Text (14) US0378331005 12 ExchangeDescription The name of the exchange where the instrument is traded Text(200) NASDAQ
13 OpenTradedAmount Traded amount in number of contracts (negative if OpenBuySell = Sell)
Decimal(19) 50
14 FigureSize Price multiplier Decimal(19) 1
15 OpenTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system for the opening transaction
Numeric(10) 585691329
16 OpenOrderNumber Unique Saxo Bank FrontOffice Order ID for the opening transaction
Numeric(10) 440982563
17 OpenTradeTime The precise date and time of the trade execution opening side of the trade
Time(17) 20121123 14:48:34
18 OpenTradeDate The date of trade execution on the opening side Date(8) 20121123 19 OpenBuySell Buy/Sell from account point of view on opening side Text(4) Buy
20 TradedPriceOpen Trade price for the opening side Decimal(19) 564.15
21 CloseTradedAmount Traded amount in number of contracts (negative if OpenBuySell = Sell)
Decimal(19) -50
22 CloseTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system for the closing transaction
Numeric(10) 586396891
23 CloseOrderNumber Unique Saxo Bank FrontOffice Order ID for the closing transaction
Numeric(19) 441736476
24 CloseTradeTime The precise date and time of the trade execution closing side of the trade
Time(17) 20121128 14:32:31
25 CloseTradeDate The date of trade execution on the closing side Date(8) 20121128 26 CloseBuySell Buy/Sell from account point of view on closing side Text(4) Sell
27 TradedPriceClose The trade price for the closing side Decimal(19) 574.7966667
28 PLAmountInstrumentCurrency
The PL amount in instrument currency Decimal(19) -532.33
29 ValueDate Value date of the trade Numeric(10) 20121128
30 InstrumentToAccountRate
The conversion rate between the InstrumentCurrency and the AccountCurrency
Numeric(10) 1
31 PLAmountAccountCurrency
The PL amount in account currency (adjusted for currency cut)
Numeric -532.33
32 IsPartial Yes, if the closed position is partial No, if the closed position is not partial
Text(3) No
33 BookingAccountNumber
Filled in if special booking rules in BackOffice has moved the PL to a different account
Text(16) 12345/WLP123
34 BookingAccountCurren The currency of the booking account Text(3) USD
File and field description For external use
Functional 30 November 2015 Page 29 of 93
cy
35 ClosedPositionType The Tradetype of the closing trade. Please see section 55.4 CFDClosedPositionType.
Text(200) Trade
File and field description For external use
Functional 30 November 2015 Page 30 of 93
16 CFDFINANCE This report provides details of CFD financing amounts booked at the end of the month, for each net CFD position per account. The report contains CFD financing amounts in both Omnibus accounts and underlying customer accounts. The file is only populated at month end.
The report can be requested historically and for a reporting period of several days/months. This will show all monthly CFD financing amounts booked in the requested reporting period.
Default file name: CFDFinance_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 Account Saxo Bank Account number Text(16) 12345/WLC123
2 AccountCurrency The currency of the account Text(3) EUR
3 TradeNumber Currently hard-coded BLANK Numeric(10)
4 ContractType Currently hard-coded to “IN” Text(200) IN
5 Instrument Shows the currency of the Booking Account Text(32) EUR
6 TradeDate The date of the CFD Finance booking Date(8) 20150618
7 ValueDate Value date of the booking Date(8) 20150618
8 Amount The amount of the booked CFD Finance Decimal(19) -81.39
9 ConversionRateInterest
Conversion rate used to convert Amount into BookedInterest Decimal(19) 1
10 BookedInterest Amount in account currency Decimal(19) -81.39
11 Type Text describing the type of the current line in the file. Text(200) CFD Finance
12 InterestAccount The Saxo Bank account number for the account where the interest has been booked.
Text(16) 12345/INTEUR
13 WithheldTax Amount of withheld tax Decimal(19) 0
14 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
15 WithheldTaxAccount The account number of the account to which the withholding tax will be credited.
Text(16) 12345/INTEUR
16 ReasonForTaxing The type of tax that has been withheld Text(200) Swiss
17 TransactionView The interest file holds information of the Interest payments seen from different views. This field indicates which perspective the Interest amount belongs to.
Text(200) Client Borrowing Cost
18 Cancel Indicated whether it is a cancel transaction or not. Text(200) No 19 TaxAccountCurrency The Currency of the Tax Account Text(3) EUR
20 TaxAccountConversionRate
Conversion Rate used to convert Amount in Instrument Currency into Tax Account in Tax Account Currency
Decimal(19) 1
21 TaxAccountWithheldAmount
The Amount withheld on Tax Account in Tax Account Currency
Decimal(19) 251.11
File and field description For external use
Functional 30 November 2015 Page 31 of 93
17 CFDFINANCEAMOUNTS This report provides details of CFD financing amounts calculated during the course of a trade day, (1700h EST to 1700h EST), for each net CFD position per account. The report contains CFD financing amounts in both Omnibus accounts and underlying customer accounts.
CFD financing amounts are calculated daily, but only booked at month end unless an account is closed, in which case the CFD financing amount is booked during the month.
The report can be requested historically and for a reporting period of several days/months. This will show all CFD financing amounts in the requested reporting period.
Default file name: CFDFinanceAmounts_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 Date The Reporting Date of the reported amounts Date(8) 20150619
2 PositionAccount The Account where the position is held Text(16) 12345/WLC123
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 OwnerID The OwnerID of the Counterpart Numeric(10) 5034547
5 PositionAccountCurrency
The currency of the Account holding the position Text(3) EUR
6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 TransactionType Shows the perspective of the amount, as desctibed in table 55.24.
Text(20) CFD finance
8 CFDFinanceProfile The Finance Profile the account is configured to Text(200) Saxo Bank
9 InstrumentSymbolCode
The unique Saxo Bank alphanumeric code of the instrument Text(32) USO:arcx
10 ExchangeShortDESCRIPTION
The name of the exchange the position / underlying is traded Text(15) NYSE_ARCA
11 InstrumementCurrency The traded currency of the instrument Text(3) USD
12 NetPositionOpenValue The value of the open position Decimal(19) 1822.5
13 NetPositionMarketValue
**Not in use** Text(10) Not In Use
14 UseMarketValue **Not in use** Text(10) Not In Use
15 InterestDays The day count the interest calculation is subjected to Numeric(10) 3
16 Spread The spread/mark up the client has over the interest rate Decimal(19) 0.85
17 InterestRate The applied Interest rate for the calculation Decimal(19) 1.04
18 CFDFinanceAmount The amount of CFD Financing in the instrument currency Decimal(19) -0.16
19 SharedAmount The amount of the client charge that has to be shared with Saxo as defined in the agreement
Decimal(19) 0
20 TotalCFDFinanceAmount
Total CFD Finance amount including any share Decimal(19) -0.16
21 BookingDate Date of the CFD financing amount calculation Date(8)
22 BookingAccount The Account to which the CFD Finance will be booked at month end
Text(16)
23 BookingAccountCurrency
The currency of the booking account Text(3) EUR
24 ConversionRate Conversion rate used to convert TotalCFDFinanceAmount into CFDFinanceAmountAccountCurrency
Decimal(19) 1
25 CFDFinanceAmountAccountCurrency
The CFD Finance in account currency Decimal(19) -0.16
File and field description For external use
Functional 30 November 2015 Page 32 of 93
18 CFDOPENPOSITIONS This report provides details of all open CFD positions as of close of business (1700h EST) on the given report date. The report contains open positions in both Omnibus accounts and underlying customer accounts.
Reports can only be requested historically for one report date at a time.
Default file name: CFDOpenPositions_DD-MM-YYYY
Period type: Daily, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the position details Date(8) 20100505
2 InstrumentType The type of instrument Text(200) CFDs
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123 6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) DKK
8 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) BCP:xlis
9 Description Description of the Instrument Text(200) Banco Comercial Portugues SA
10 InstrumentCurrency The currency of the instrument Text(3) EUR
11 ISINCode The ISIN Code of the traded product Text (32) PTBCP0AM0007
12 ExchangeDescription The name of the exchange where the instrument is traded Text(200) Euronext Lisbon 13 Amount Number of CFDs traded Decimal(19) 10000
14 FigureSize Price multiplier Decimal(19) 1
15 TradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(10) 356007018
16 OrderNumber Unique Saxo Bank FrontOffice Order ID Numeric(10) 203116154
17 TradeTime The precise date and time of the trade execution Time(17) 20090924 07:09:19
18 TradeDate The date of trade execution Date(8) 20090924
19 ValueDate The Value Date of the trade Date(8) 20090924
20 BuySell Buy/Sell from account point of view Text(4) Buy
21 Price The Price of the trade in instrument currency Decimal(19) 1
22 QuotedValue The Position value, revalued at EODRate, in instrument currency (negative if Buy/Sell = Buy)
Decimal(19) -6390
23 EODRate
Closing rate follows the closing rate of the underlying instrument. If no closing rate available, last traded price is used as closing rate.
Decimal(19) 0.639
24 InstrumentToAccountRate
The conversion rate between the InstrumentCurrency and the AccountCurrency
Decimal(19) 1
25 IsPartial Yes, if the open position is partial No, if the open position is not partial
Text(3) No
26 UnrealisedPLInstrument
Unrealised P/L in instrument currency Decimal(19) -3610
27 UnrealisedPLAccount Unrealised P/L in account currency Decimal(19) -3610
28 ExternalOrderID External Order ID /if applicable Text(200)
29 ExpiryDate The Expiry date in case of CFD on Future instrument Date(8)
File and field description For external use
Functional 30 November 2015 Page 33 of 93
19 CFDTRADESEXECUTED This report provides details of all CFD trades executed during the course of a trade day, (1700h EST to 1700h EST). The report contains trades executed in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all trades executed during the reporting period.
Default file name: CFDTradesExecuted_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 ReportingDate The date of the reported snapshot in the EOD file.
Date(8) 20100505
2 InstrumentType The type of instrument. Text(200) CFDs
3 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
4 CounterpartName Name of the counterpart who owns the account.
Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
7 AccountCurrency The currency of the account. Text(3) DKK
8 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument.
Text(32) AONE:xnas
9 InstrumentDescription The name of the underlying instrument. Text(200) A123 Systems Inc.
10 InstrumentCurrency The currency of the instrument. Text(3) USD
11 ISINCode The ISIN code of the traded instrument. Text (32) US03739T1088
12 ExchangeDescription The name of the Exchange where the instrument is traded.
Text(200) NASDAQ Global Markets
13 TradedAmount Number of CFDs traded (negative if BuySell = Sell).
Decimal(19) 400
14 FigureSize Price multiplier. Decimal(19) 1
15 TradeNumber Unique Saxo Bank trade ID within Saxo Bank Back Office system.
Numeric(10) 402845347
16 OrderNumber Unique Saxo Bank FrontOffice Order ID. Numeric(10) 251571012
17 TradeTime The precise date and time of the trade execution.
Time(17) 20100505 13:32:14
18 TradeDate The date of trade execution. Date(8) 20100505
19 ValueDate Value Date of the trade. Date(8) 20100505
20 BuySell Whether or not the trade is a Buy/Sell from account point of view.
Text(4) Buy
21 Price The traded price in the Instrument Currency. Decimal(19) 11605
22 QuotedValueInstrumentCurrency The value of the trade in Instrument Currency (negative if Buy/Sell = Buy). (-1 * TradedAmount * FigureSize * Price)
Decimal(19) -4642
23 CommissionInstrumentCurrency The commission charged in Instrument Currency.
Decimal(19) -15
24 TransferFee Always blank. Decimal(19) 0
File and field description For external use
Functional 30 November 2015 Page 34 of 93
25 TaxInstrumentCurrency Taxes charged on the trade in Instrument Currency.
Decimal(19) 0
26 RelatedTradeID The TradeNumber that the trade is related to. Numeric(10) 402842763
27 TradeType
Defines the trade type. Please see section 55.5 "CFD TradeType" in Saxo's File and Field Descriptions document for set of values and their definitions
Text(50) STP Service
28 CAEventTypeName The type of Corporate Action Event. Please see section 55.3 CAEventType.
Text(50) Spin-Off
29 CAEventID Unique ID of the corporate action event giving rise to the trade.
Numeric(10) 0
30 TradeAllocation
Defines if the trade is part of an allocation or not. Please see section 55.21 "TradeAllocation" in Saxo's File and Field Descriptions document for the set of values and their definitions.
Text(10) No
31 RootTradeID If applicable, the TradeNumber of the root trade of the trade allocation.
Numeric(10) 0
32 ExternalOrderID External Order ID (if applicable). Text(200) 0
33 OriginalTradeID Original TradeNumber if the current trade is part of a correction of an original trade.
Numeric(10) 0
34 CorrectionLeg Details regarding the correction leg. "Cancel", "Rebook" or "Reverse".
Text(8) Reverse
35 CAEventTypeID Unique Saxo ID of the CAEventType. Please see section 55.3 CAEventType.
Numeric(10) 67
36 EODRate
Closing price of the instrument on the given Reporting Date on the relevant exchange. If no closing price is available, last traded price is reported.
Decimal(19) 0.46
37 ExchangeISOCode
Operating MIC. An operating MIC identifies the entity operating an exchange, trading platform, regulated or non-regulated market or a trade reporting facility in a specific country; it is the ‘parent’ MIC (as per MIC, ISO 10383 standard).
Text(4) XLON
38 ISOMic Market Identification Code (MIC) as per ISO 10383 standard.
Text(4) XLON
39 InstrumentUIC Saxo's unique (numeric) identifier code for the traded instrument.
Numeric(10) 878
File and field description For external use
Functional 30 November 2015 Page 35 of 93
20 CUSTODYFEECALCULATIONDETAILS This report provides details of the daily calculated custody fee amounts per account, per open holding at close on the given reporting date.
Custody fee amounts are calculated daily in underlying instrument currency, but the total accumulated custody fee, which is the sum of all daily amounts, is only booked at month end (unless an account is closed, in which case total accumulated custody fee is booked during the month). The total booked custody fee for a given month is reported in BookkeepingCash on the first trade date of the following month.
The report can be requested historically and for a reporting period of several days/months. This will show all daily custody fee calculations for all calendar days in the period.
Default file name: CustodyFeeCalculationDetails_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 ReportingDate The date on which custody fees are being calculated.
Date(8) 20151001
2 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 123456
3 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC
4 OwnerID The OwnerID of the counterpart. Numeric(10) 7891011
5 Type
The unique Saxo transaction type identifier according to a predefined list of Saxo transaction types. Please see section 55.25 for a breakdown of all custody fee transaction types.
Text(200) Client Custody Fee
6 AccountCurrency The currency of the account. Text(3) GBP
7 Product The type of instrument. Text(200) Shares
8 Instrument The ISIN code of the instrument on which the custody fee is being calculated.
Text (32) FR0004035913
9 InstrumentCurrency The currency of the instrument. Text(3) EUR
10 Amount The total amount of the instrument in the account, on which the custodyfee is being calculated.
Decimal(19) 2000
11 EodPrice
Closing price of the instrument on the given Reporting Date on the relevant exchange. If no closing price is available, last traded price is reported.
Decimal(19) 180.85
12 ProfileID Custody fee profile ID. Numeric(10) 11
13 ProfileName Custody fee profile name. Text(200) Retail 12bps, MF EUR 5
14 Day Always set to 1. Numeric(1) 1
15 CalculatedAmountInstrumentCurrency Daily calculated custody fee amount for the given instrument, calculated in instrument currency.
Decimal(19) -1.205666667
16 VATPercentage Configured VAT % of the given CounterpartID as at the given ReportingDate.
Decimal(19) 8
File and field description For external use
Functional 30 November 2015 Page 36 of 93
21 ETOCLOSEDPOSITIONS This report provides details of all ETO positions which were closed on a given report date, (1700h EST to 1700h EST). The report contains closed positions in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all positions that were closed during the reporting period.
Default file name: ETOClosedPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the reported position details Date(8) 20140110
2 InstrumentType The type of instrument Text(200) Contract Options
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) AUD
8 Sector The sector to which the traded instrument belongs Text(200) Financials - Bonds
9 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) OGB/G14C127.5:xmoo
10 Description Description of the Instrument Text(200) 10 Year Government of Canada Bond Feb2014 127.500
11 InstrumentCurrency The currency of the instrument Text(3) CAD
12 ExchangeDescription The name of the exchange where the instrument is traded Text(200) Bourse de Montreal Inc.
13 ExpiryDate The Expiry date of the contract option Date(8) 20140217
14 OpenTradedAmount Traded amount in number of contracts (negative if OpenBuySell = Sell)
Decimal(19) 3
15 FigureSize Price multiplier Decimal(19) 1000
16 OpenTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system of the opening side of the trade
Numeric(10) 668276522
17 OpenOrderNumber Unique Saxo Bank FrontOffice Order ID of the opening side of the trade
Numeric(10) 1018317311
18 OpenTradeTime The precise date and time of the trade execution opening side of the trade
Time(17) 20140109 13:52:18
19 OpenTradeDate The date of trade execution on the opening side Date (8) 20140109
20 OpenBuySell Buy/Sell from account point of view on opening side Text(4) Buy
21 TradedPriceOpen Trade price for the opening side Decimal(19) 1
22 CloseTradedAmount Traded amount in number of contracts (negative if OpenBuySell = Sell)
Decimal(19) -3
23 CloseTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system for the closing side of the trade
Numeric(10) 668276716
24 CloseOrderNumber Unique Saxo Bank FrontOffice Order ID of the closing side of the trade
Numeric(10) 1018317591
25 CloseTradeTime The precise date and time of the trade execution closing side of the trade
Time(17) 20140110 08:54:52
26 CloseTradeDate The date of trade execution on the closing side Date (8) 20140110
27 CloseBuySell Buy/Sell from account point of view on closing side Text(4) Sell
28 TradedPriceClose The trade price for the closing side Decimal(19) 0.1 29 ValueDate Value date of the trade Date(8) 20140110
30 InstrumentToAccountRate
The conversion rate between the InstrumentCurrency and the AccountCurrency (Can be blank)
Decimal(19) 0.95535758
31 IsPartial Yes, if the closed position is partial No, if the closed position is not partial
Text(3) No
32 BookingAccountNumber
Filled in if special booking rules in BackOffice has moved the PL to a different account (Can be blank)
Text(16) 51859INET
File and field description For external use
Functional 30 November 2015 Page 37 of 93
33 BookingAccountCurrency
The currency of the booking account (Can be blank) Text(3) AUD
34 ClosedPositionType The type of closing Text(200) Expired
35 Strike Strike price of the option Decimal(19) 127.5
36 CallPut Call or Put Text(30) Bought Call
37 DeferredPremiumInstrumentCurrency
Premium amount on Future style options in instrument currency
Numeric(10) -2700
File and field description For external use
Functional 30 November 2015 Page 38 of 93
22 ETOOPENPOSITIONS This report provides details of all open ETO positions as of close of business (1700h EST) on the given report date. The report contains open positions in both Omnibus accounts and underlying customer accounts.
Reports can only be requested historically for one report date at a time.
Default file name: ETOOpenPositions_DD-MM-YYYY
Period type: Daily, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the reported position details Date(8) 20140109
2 InstrumentType The type of instrument Text(200) Contract Options
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123 6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) AUD
8 Sector The sector to which the traded instrument belongs Text(200) Financials - Bonds
9 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) OGB/G14C127.5:xmoo
10 Description Description of the Instrument Text(200) 10 Year Government of Canada Bond Feb2014 127.500
11 InstrumentCurrency The currency of the instrument Text(3) CAD
12 ExchangeDescription The name of the exchange where the instrument is traded Text(200) Bourse de Montreal Inc.
13 ExpiryDate The expiry date of the contract option Date(8) 20140217
14 Amount Number of contracts traded (negative if OpenBuySell = Sell) Decimal(19) 3
15 FigureSize Price multiplier Decimal(19) 1000
16 TradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(10) 111111111
17 OrderNumber Unique Saxo Bank FrontOffice Order ID Numeric(10) 1018317311
18 TradeTime The precise date and time of the trade execution Time(17) 20140109 13:52:18
19 TradeDate The date of trade execution Date(8) 20140109 20 ValueDate Value date of the trade Date(8) 20140109
21 BuySell Buy/Sell from account point of view Text(4) Buy
22 Price The Price of the trade in instrument currency Decimal(19) 1
23 QuotedValue Position value in instrument currency (negative if Buy/Sell = Buy)
Decimal(19) -1380
24 EODRate Closing rate of the instrument on the relevant exchange. If no closing rate available, last traded price is used as closing rate.
Decimal(19) 0.46
25 InstrumentToAccountRate
The conversion rate between the InstrumentCurrency and the AccountCurrency
Decimal(19) 1.0467285
26 IsPartial ‘Yes’, if the open position is partial ‘No’, if the open position is not partial
Text(3) No
27 UnrealizedPLInstrument
The unrealised profit or loss in instrument currency Decimal(19) -1620
28 UnrealizedPLAccount The unrealised profit or loss in account currency Decimal(19) -1695.7
29 SettlementPriceSource The source of the EOD Settlement Price used Text(200) Closing Price
30 Strike Strike price of the option Decimal(19) 127.5
31 CallPut Call or Put Text(30) Bought Call
32 PremiumInstrumentCurrency
Premium paid or received (negative if paid) Decimal(19) -197.53
33 UnderlyingInstrument Underlying instrument which the option relates to Text(30) CGBH4
34 UnderlyingInstrumentPrice
Price of the underlying instrument which the option relates to Decimal(19) 127.76
File and field description For external use
Functional 30 November 2015 Page 39 of 93
23 ETOTRADESEXECUTED This execution report provides details of all ETO trades executed during the course of a trade day, (1700h EST to 1700h EST). The report contains trades executed in both Omnibus accounts and underlying customer accounts.
The report will contain all trades executed in the requested reporting period.
Default file name: ETOTradesExecuted_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The date of the reported snapshot in the EOD file.
Date(8) 20140203
2 InstrumentType The type of instrument. Text(200) Contract Options
3 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
4 CounterpartName Name of the counterpart who owns the account.
Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by a WLC.
Text(30) MyCRMID123
7 AccountCurrency The currency of the account. Text(3) JPY
8 Sector The sector to which the traded instrument belongs.
Text(200) Equity and Derivative Indexes
9 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument.
Text(32) NKI/Z13P15500:xses
10 InstrumentDescription The name of the underlying instrument. Text(200) Nikkei 225 Dec2013 15500.000 P
11 InstrumentCurrency The currency of the instrument. Text(3) JPY
12 ExchangeDescription The name of the Exchange where the instrument is traded.
Text(200) Singapore Exchange Derivatives Trading Ltd.
13 ExpiryDate The Expiry Date of the exchange traded option (ETO).
Date(8) 20131213
14 TradedAmount Number of ETOs traded (negative if BuySell = Sell).
Decimal(19) 1
15 FigureSize Price multiplier. Decimal(19) 500
16 TradeNumber Unique Saxo Bank trade ID within Saxo Bank Back Office system.
Numeric(10) 668288431
17 OrderNumber Unique Saxo Bank FrontOffice Order ID. Numeric(10) 1018421270
18 TradeTime The precise date and time of the trade execution.
Time(17) 20140203 14:22:54
19 TradeDate The date of trade execution. Date(8) 20140203
20 ValueDate Value Date of the trade. Date(8) 20131216
21 BuySell Whether or not the trade is a Buy/Sell from account point of view.
Text(4) Buy
22 Price The traded price in the Instrument Currency.
Decimal(19) 0
File and field description For external use
Functional 30 November 2015 Page 40 of 93
23 QuotedValueInstrumentCurrency The value of the trade in Instrument Currency (negative if Buy/Sell = Buy). (-1 * TradedAmount * FigureSize * Price)
Decimal(19) 0
24 CommissionInstrumentCurrency The commission charged in Instrument Currency.
Decimal(19) 0
25 ExchangeFeeInstrumentCurrency The total exchange fee charged on the trade in Instrument Currency.
Decimal(19) 0
26 TaxInstrumentCurrency Taxes charged on the trade in Instrument Currency
Decimal(19) 0
27 RelatedTradeID The TradeNumber that the trade is related to.
Numeric(10) 0
28 TradeType
Defines the trade type. Please see section 55.6 "ETO TradeType" in Saxo's File and Field Descriptions document for set of values and their definitions
Text(50) Normal
29 TradeAllocation
Defines if the trade is part of an allocation or not. Please see section 55.21 "TradeAllocation" in Saxo's File and Field Descriptions document for the set of values and their definitions.
Text(10) No
30 RootTradeID If applicable, the TradeNumber of the root trade of the trade allocation.
Numeric(10) 0
31 Strike Strike price of the option. Decimal(19) 15500
32 CallPut Whether or not the ETO of the trade is a Call or a Put.
Text(50) Bought Put
33 PremiumInstrumentCurrency Premium paid or received in the Instrument Currency. (Negative if paid from the point of view of the account).
Decimal(19) -197.53
34 ToOpenClose Is the trade opening or closing a position? Open/Close
Text(50) Open
35 ISOMic Market Identification Code (MIC) as per ISO 10383 standard.
Text(50) XSIM
36 OptionStyle American style or European style. Text(50) European
37 UnderlyingInstrumentCode Instrument code of the underlying instrument of the ETO.
Text(50) SSIZ3
38 SettlementStyle Cash or physical delivery. Text(50) Cash settled
39 OriginalTradeID Original TradeNumber if the current trade is part of a correction of an original trade.
Numeric(10) 668288429
40 CorrectionLeg Details regarding the correction leg. "Cancel", "Rebook" or "Reverse".
Text(8) Cancel
41 InstrumentSubType Type of ETO. Text(50) Futures Options
42 CAEventID Unique ID of the corporate action event giving rise to the trade.
Numeric(10) 0
43 FinalSettlementPrice The final settlement price of the underlying instrument of the option when the exchange traded option (ETO) expires.
Decimal(19) 15303.19
44 PremiumStyle Style of the premimum. Full or Future. Text(10) Full
45 CAEventTypeName The type of Corporate Action Event. Please see section 55.3 CAEventType.
Text(50) Stock Split
46 CAEventTypeID Unique Saxo ID of the CAEventType. Please see section 55.3 CAEventType.
Numeric(10) 70
File and field description For external use
Functional 30 November 2015 Page 41 of 93
47 EODRate
Closing price of the instrument on the given Reporting Date on the relevant exchange. If no closing price is available, last traded price is reported.
Decimal(19) 0.46
48 ExchangeISOCode
Operating MIC. An operating MIC identifies the entity operating an exchange, trading platform, regulated or non-regulated market or a trade reporting facility in a specific country; it is the ‘parent’ MIC (as per MIC, ISO 10383 standard).
Text(4) XLON
49 InstrumentUIC Saxo's unique (numeric) identifier code for the traded instrument.
Numeric(10) 878
File and field description For external use
Functional 30 November 2015 Page 42 of 93
24 FUTURESCLOSEDPOSITIONS This report provides details of all Futures positions which were closed on a given report date, (1700h EST to 1700h EST). The report contains closed positions in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all positions that were closed during the reporting period.
Default file name: FuturesClosedPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the reported position details Date(8) 20100505
2 InstrumentType The type of instrument Text(200) Contract Futures
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) DKK
8 Sector The sector to which the traded instrument belongs Text(200) Financials - Currencies
9 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) ECM0
10 Description Description of the Instrument Text(200) Euro FX - Jun 2010
11 InstrumentCurrency The currency of the instrument Text(3) USD
12 ExchangeDescription The name of the exchange where the instrument is traded Text(200) GLOBEX
13 ExpiryDate Expiry date of the instrument Future Date(8) 20100614
14 OpenTradedAmount Traded amount in number of lots (negative if OpenBuySell = Sell)
Decimal(19) 19
15 FigureSize Price multiplier Decimal(19) 125000
16 OpenTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system of the opening side of the trade
Numeric(10) 400160877
17 OpenOrderNumber Unique Saxo Bank FrontOffice Order ID of the opening side of the trade
Numeric(10) 248898657
18 OpenTradeTime The precise date and time of the trade execution opening side of the trade
Time(17) 20100426 12:52:16
19 OpenTradeDate The date of trade execution on the opening side Date(8) 20100426
20 OpenBuySell Buy/Sell from account point of view on opening side Text(4) Buy
21 TradedPriceOpen Trade price for the opening side Decimal(19) 1.3345
22 CloseTradedAmount Traded amount in number of lots (negative if OpenBuySell = Sell)
Numeric(10) -19
23 CloseTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system for the closing side of the trade
Numeric(10) 402780177
24 CloseOrderNumber Unique Saxo Bank FrontOffice Order ID of the closing side of the trade
Numeric(10) 251504498
25 CloseTradeTime The precise date and time of the trade execution closing side of the trade
Time(17) 20100505 12:35:46
26 CloseTradeDate The date of trade execution on the closing side Date(8) 20100505
27 CloseBuySell Buy/Sell from account point of view on closing side Text(4) Sell
28 TradedPriceClose The trade price for the closing side Decimal(19) 1.2897
29 PLAmountInstrumentCurrency
The P/L amount in instrument currency Decimal(19) -106400
30 ValueDate Value date of the trade Date(8) 20100505
31 InstrumentToAccountRate
The conversion rate between the InstrumentCurrency and the AccountCurrency
Decimal(19) 0.78120583
32 PLAmountAccountCurrency
The PL amount in account currency (adjusted for currency cut)
Decimal(19) -83120.30
33 IsPartial ‘Yes’, if the closed position is partial. ‘No’, if the closed position is not partial
Text(3) No
34 BookingAccountNumb Filled in if special booking rules in BackOffice has moved the Text(16) 52415A/700001
File and field description For external use
Functional 30 November 2015 Page 43 of 93
er PL to a different account
35 BookingAccountCurrency
The currency of the booking account Text(3) EUR
36 ClosedPositionType Please see section 55.9 Futures ClosedPositionType Text(200) Trade
37 FutureStrategy Spread Trade – ‘Yes’ / ‘No’ Text(3) Yes
File and field description For external use
Functional 30 November 2015 Page 44 of 93
25 FUTURESOPENPOSITIONS This report provides details of all open Futures positions as of close of business (1700h EST) on the given report date. The report contains open positions in both Omnibus accounts and underlying customer accounts.
Reports can only be requested historically for one report date at a time.
Default file name: FuturesOpenPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the reported position details Date(8) 20100505
2 InstrumentType The type of instrument Text(200) Contract Futures
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123 6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) DKK
8 Sector The sector to which the traded instrument belongs Text(200) Financials - Currencies
9 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) ECM0
10 Description Description of the Instrument Text(200) Euro FX - Jun 2010
11 InstrumentCurrency The currency of the instrument Text(3) USD
12 ExchangeDescription The name of the exchange where the instrument is traded Text(200) GLOBEX 13 ExpiryDate Expiry date of the Future Date(8) 20100614
14 Amount Number of lots traded Decimal(19) 23
15 FigureSize Price multiplier Decimal(19) 125000
16 TradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(10) 402794315
17 OrderNumber Unique Saxo Bank FrontOffice Order ID Numeric(10) 251518992
18 TradeTime The precise date and time of the trade execution Time(17) 20100505 12:53:35
19 TradeDate The date of trade execution Date(8) 20100505
20 ValueDate Value date of the trade Date(8) 20100505
21 BuySell Buy/Sell from account point of view Text(4) Buy
22 Price The Price of the trade in instrument currency Decimal(19) 1.2896
23 QuotedValue Trade value in instrument currency (negative if Buy/Sell = Buy)
Decimal(19) -3686037.39
24 EODRate Closing rate of the instrument on the relevant exchange. If no closing rate available, last traded price is used as closing rate.
Decimal(19) 1.28209996
25 InstrumentToAccountRate
The conversion rate between the InstrumentCurrency and the AccountCurrency
Decimal(19) 0.7812058
26 IsPartial Yes, if the open position is partial No, if the open position is not partial
Text(3) No
27 UnrealizedPLInstrument
Unrealised profit/loss in instrument currency Decimal(19) -21562.61
28 UnrealizedPLAccount Unrealised profit/loss in account currency Decimal(19) -16844.84
29 SettlementPriceSource The source of the EOD Settlement Price used. Please see section 55.18 SettlementPriceSource
Text(1) Currently hard-coded BLANK
30 ExternalOrderID External Order ID /if applicable Text(200) Currently hard-coded BLANK
31 FutureStrategy Spread Trade – Yes / No Text(3) Yes
File and field description For external use
Functional 30 November 2015 Page 45 of 93
26 FUTURESTRADESEXECUTED This report provides details of all Futures trades executed during the course of a trade day, (1700h EST to 1700h EST). The report contains trades executed in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all trades executed during the reporting period.
Default file name: FuturesTradesExecuted_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 ReportingDate The date of the reported snapshot in the EOD file.
Date(8) 20100505
2 InstrumentType The type of instrument. Text(200) Contract Futures
3 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
4 CounterpartName Name of the counterpart who owns the account. Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
7 AccountCurrency The currency of the account. Text(3) DKK
8 Sector The sector to which the traded instrument belongs.
Text(200) Financials - Currencies
9 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument.
Text(32) ECM0
10 InstrumentDescription The name of the underlying instrument. Text(200) Euro FX - Jun 2010
11 InstrumentCurrency The currency of the instrument. Text(3) USD
12 ExchangeDescription The name of the Exchange where the instrument is traded.
Text(200) GLOBEX
13 ExpiryDate The Expiry Date of the future. Date(8) 20100614
14 TradedAmount Number of Futures traded (negative if BuySell = Sell).
Decimal(19) 23
15 FigureSize Price multiplier. Decimal(19) 125000
16 TradeNumber Unique Saxo Bank trade ID within Saxo Bank Back Office system.
Numeric(10) 402794315
17 OrderNumber Unique Saxo Bank FrontOffice Order ID. Numeric(10) 251518992
18 TradeTime The precise date and time of the trade execution.
Time(17) 20100505 12:53:35
19 TradeDate The date of trade execution. Date(8) 20100505
20 ValueDate Value Date of the trade. Date(8) 20100505
21 BuySell Whether or not the trade is a Buy/Sell from account point of view.
Text(4) Buy
22 Price The traded price in the Instrument Currency. Decimal(19) 1.2896
23 QuotedValueInstrumentCurrency The value of the trade in Instrument Currency (negative if Buy/Sell = Buy). (-1 * TradedAmount * FigureSize * Price)
Decimal(19) -3707600
File and field description For external use
Functional 30 November 2015 Page 46 of 93
24 CommissionInstrumentCurrency The commission charged in Instrument Currency.
Decimal(19) -230
25 ExchangeFeeInstrumentCurrency The total exchange fee charged on the trade in Instrument Currency.
Decimal(19) -37.26
26 TaxInstrumentCurrency Taxes charged on the trade in Instrument Currency
Decimal(19) 0
27 RelatedTradeID The TradeNumber that the trade is related to. Numeric(10) 0
28 TradeType
Defines the trade type. Please see section 55.10 "Futures TradeType" in Saxo's File and Field Descriptions document for set of values and their definitions
Text(50) STP Service
29 TradeAllocation
Defines if the trade is part of an allocation or not. Please see section 55.21 "TradeAllocation" in Saxo's File and Field Descriptions document for the set of values and their definitions.
Text(10) No
30 RootTradeID If applicable, the TradeNumber of the root trade of the trade allocation.
Numeric(10) 0
31 ExternalOrderID External Order ID (if applicable). Text(200) 0
32 OriginalTradeID Original TradeNumber if the current trade is part of a correction of an original trade.
Numeric(10) 0
33 CorrectionLeg Details regarding the correction leg. "Cancel", "Rebook" or "Reverse".
Text(8) Rebook
34 FutureStrategy Spread Trade – Yes / No. Text(3) Yes
35 ETORelatedClosingPosition ID of the Related Closing ETO Position. Numeric(10) 265418700
36 EODRate
Closing price of the instrument on the given Reporting Date on the relevant exchange. If no closing price is available, last traded price is reported.
Decimal(19) 0.639
37 ExchangeISOCode
Operating MIC. An operating MIC identifies the entity operating an exchange, trading platform, regulated or non-regulated market or a trade reporting facility in a specific country; it is the ‘parent’ MIC (as per MIC, ISO 10383 standard).
Text(4) XOME
38 ISOMic Market Identification Code (MIC) as per ISO 10383 standard.
Text(4) XSTO
39 InstrumentUIC Saxo's unique (numeric) identifier code for the traded instrument.
Numeric(10) 878
File and field description For external use
Functional 30 November 2015 Page 47 of 93
27 FXCLOSEDPOSITIONS This report provides details of all Forex positions which were closed on a given report date, (1700h EST to 1700h EST). The report contains closed positions in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all positions that were closed during the reporting period.
Default file name: FXClosedPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the reported position details Date(8) 20100523
2 InstrumentType The type of instrument Text(200) Fx Spot & Forwards
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) DKK
8 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) EURUSD
9 InstrumentCurrency The currency of the instrument Text(3) USD
10 OpenTradedAmount Trade amount in base currency (negative if OpenBuySell = Sell)
Decimal(19) 10000
11 OpenTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system of the opening side of the trade
Numeric(10) 402010529
12 OpenOrderNumber Unique Saxo Bank FrontOffice Order ID of the opening side of the trade
Numeric(10) 250734278
13 OpenTradeTime The precise date and time of the trade execution opening side of the trade
Time(17) 20100503 13:48:46
14 OpenTradeDate The date of trade execution on the opening side Date(8) 20100523
15 OpenBuySell Buy/Sell from account point of view on opening side Text(4) Buy
16 TradedPriceOpen Trade price for the opening side Decimal(19) 1,32285
17 AdjustedTradedPriceOpen
The trade price adjusted for swap and financing Decimal(19) 1.32289581
18 CloseTradedAmount Close Trade amount in base currency (negative if OpenBuySell = Sell)
Decimal(19) -10000
19 CloseTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system for the closing side of the trade
Numeric(10) 402612411
20 CloseOrderNumber Unique Saxo Bank FrontOffice Order ID of the closing side of the trade
Numeric(19) 251332022
21 CloseTradeTime The precise date and time of the trade execution closing side of the trade
Time(17) 20100523 06:05:34
22 CloseTradeDate The date of trade execution on the closing side Date(8) 20100523
23 CloseBuySell Buy/Sell from account point of view on closing side Text(4) Sell
24 TradedPriceClose The trade price for the closing side Decimal(19) 1.29714
25 AdjustedTradedPriceClose
The trade price adjusted for swap and financing Decimal(19) 1.29714
26 PLAmountInstrumentCurrency
The P/L amount in instrument currency Decimal(19) -257.56
27 ValueDate Value date of the trade Date(8) 20100523
28 InstrumentToAccountRate
The conversion rate between the InstrumentCurrency and the AccountCurrency
Decimal(19) 0.78121603
29 PLAmountAccountCurrency
The P/L amount in account currency (adjusted for currency cut)
Decimal(19) -201.21
30 IsPartial ‘Yes’, if the closed position is partial. ‘No’, if the closed position is not partial
Text(3) No
31 BookingAccountNumber
Filled in if special booking rules in BackOffice has moved the P/L to a different account
Text(16) 52415/405367
32 BookingAccountCurren The currency of the booking account Text(3) EUR
File and field description For external use
Functional 30 November 2015 Page 48 of 93
cy
33 ClosedPositionType Please see section 55.11 FX ClosedPositionType Text(200) Trade
34 FXType Spot or Forward Text(200) Forward
File and field description For external use
Functional 30 November 2015 Page 49 of 93
28 FXCLOSINGRATES This file shows the closing rate for all FX crosses, i.e. the rates at 17:00h New York time on the trading day.
Default file name: FXClosingRates_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 Date The trading date to which the rates apply Date(8) 20100523 2 FXCross The name of the FX Cross Text(6) EURUSD
3 ClosingRate The closing rate Decimal(19) 1.13485
File and field description For external use
Functional 30 November 2015 Page 50 of 93
29 FXOPENPOSITIONS This report provides details of all open Forex positions as of close of business (1700h EST) on the given report date. The report contains open positions in both Omnibus accounts and underlying customer accounts.
Reports can only be requested historically for one report date at a time.
Default file name: FXOpenPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the reported positions Date(8) 20100523
2 InstrumentType The type of instrument Text(200) Fx Spot & Forwards
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123 6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) DKK
8 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) EURGBP
9 InstrumentCurrency The currency of the instrument Text(3) USD
10 Amount Trade amount in base currency (negative if BuySell = Sell) Decimal(19) 10000
11 TradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(10) 402010529
12 OrderNumber Unique Saxo Bank FrontOffice Order ID Numeric(10) 250734278 13 TradeTime The precise date and time of the trade execution Time(17) 20100503 13:48:46
14 TradeDate The date of trade execution Date(8) 10100523
15 ValueDate Current value date of the trade Date(8) 20141023
16 BuySell Buy/Sell from account point of view Text(10) Buy
17 SpotPrice Original traded spot price Decimal(19) 0.75902
18 SwapPrice Original traded swap price (in case of forward) Decimal(19) 0
19 Price SpotPrice+SwapPrice Decimal(19) 0.75902
20 QuotedValue Trade value in instrument currency (negative if Buy/Sell = Buy)
Decimal(19) -6390
21 AccumulatedFinancingInterest
Total sum of financing interest since first roll Decimal(19) 0.00016708
22 AccumulatedTomNext Total sum of t/n swap adjustment since first roll Decimal(19) 0.004197 23 AdjustedTradedPrice Price+AccumulatedFinancingInterest+AccumulatedTomNext Decimal(19) 129714
24 EODRate Saxo Bank’s closing rate of the instrument on 17.00 EST (New York close)
Decimal(19) 0.639
25 InstrumentToAccountRate
The conversion rate between the InstrumentCurrency and the AccountCurrency
Decimal(19) 0.78121603
26 IsPartial ‘Yes’, if the open position is partial. ‘No’, if the open position is not partial
Text(3) No
27 UnrealizedPLInstrument
Unrealised P/L in instrument currency Decimal(19) -257.56
28 UnrealizedPLAccount Unrealised P/L in account currency Decimal(19) -201.21
29 ExternalOrderID External Order ID /if applicable Text(200)
30 DiscountFactor Multiplier which discounts the forward element of the unrealized P/L back to spot
Numeric(10) 1
31 FXType Spot or Forward Text(200) Forward
File and field description For external use
Functional 30 November 2015 Page 51 of 93
30 FXOPTIONCLOSEDPOSITIONS This report provides details of all Forex Option positions which were closed on a given report date, (1700h EST to 1700h EST). The report contains closed positions in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all positions that were closed during the reporting period.
Default file name: FXOptionClosedPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the reported positions Date(8) 20140602
2 InstrumentType The type of instrument Text(200) FX Options
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) USD
8 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) EURUSD
9 InstrumentCurrency The currency of the instrument Text(3) USD
10 OpenTradedAmount Trade amount in base currency of the opening side of the trade (negative if OpenBuySell = Sell)
Decimal(19) -1000000
11 OpenTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system of the opening side of the trade
Numeric(10) 696625155
12 OpenOrderNumber Unique Saxo Bank FrontOffice Order ID of the opening side of the trade
Numeric(10) 559931754
13 OpenTradeTime The precise date and time of the trade execution of the opening side of the trade
Time(17) 20140428 20:20:21
14 OpenTradeDate The date of trade execution on the opening side of the trade Date(8) 20140429
15 OpenBuySell Buy/Sell from account point of view on opening side of the trade
Text(4) Sell
16 TradedPriceOpen Trade price for the opening side of the trade Decimal(19) 0.0019
17 CloseTradedAmount Trade amount in base currency of the closing side of the trade (negative if CloseBuySell = Sell)
Decimal(19 1000000
18 CloseTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system of the closing side of the trade
Numeric(10) 705452773
19 CloseOrderNumber Unique Saxo Bank FrontOffice Order ID of the closing side of the trade
Numeric(10) 569623492
20 CloseTradeTime The precise date and time of the trade execution of the closing side of the trade
Time(17) 20140602 13:31:14
21 CloseTradeDate The date of trade execution on the closing side of the trade Date(8) 20140602
22 CloseBuySell Buy/Sell from account point of view on closing side of the trade
Text(4) Buy
23 TradedPriceClose The trade price for the closing side of the trade Decimal(19) 0.0019
24 IsPartial Yes, if the closed position is partial No, if the closed position is not partial
Text(3) No
25 OptionType Please see section 55.12 FX Option OptionType Text(25) Vanilla Option
26 CallPut Please see section 55.13 FX Option OptionSubType Text(15) Call
27 Strike Strike price of the option Decimal(19) 0.8315
28 ClosedPositionType Please see section 55.15 FX Options ClosedPositionType Text(16) Trade
File and field description For external use
Functional 30 November 2015 Page 52 of 93
31 FXOPTIONOPENPOSITIONS This report provides details of all open Forex Option positions as of close of business (1700h EST) on the given report date. The report contains open positions in both Omnibus accounts and underlying customer accounts.
Reports can only be requested historically for one report date at a time.
Default file name: FXOptionOpenPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the reported positions Date(8) 20140505
2 InstrumentType The type of instrument Text(200) FX Options
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) DKK
8 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) ECM0
9 InstrumentCurrency The currency of the instrument Text(3) USD
10 Amount Trade amount in base currency (negative if BuySell = Sell) Decimal(19) 100000
11 TradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(19) 402794315
12 OrderNumber Unique Saxo Bank FrontOffice Order ID Numeric(10) 251518992
13 TradeTime The precise date and time of the trade execution Time(17) 20140505 12:53:35
14 TradeDate The date of trade execution Date(8) 20140505
15 ValueDate Current Value date of the trade Date(8) 20140505
16 BuySell Buy/Sell from account point of view Text(4) Sell
17 Price The Price of the trade in instrument currency Decimal(19) 0.0072 18 OptionType Please see section 55.12 FX Option OptionType Text(25) Vanilla Option
19 CallPut Please see section 55.13 FX Option OptionSubType Text(15) Call
20 Strike Strike price of the option Decimal(19) 1.214
21 EODRate Saxo Bank’s closing rate of the instrument on 17.00 EST (New York close)
Decimal(19) 0.00045435
22 UnrealisedPLInstrument
Unrealised P/L in instrument currency Decimal(19) -45.43504381
23 InstrumentToAccountRate
The conversion rate between the InstrumentCurrency and the AccountCurrency
Decimal(19) 0.82189319
24 UnrealisedPLAccount Unrealised P/L in account currency Decimal(19) -37.35
25 IsPartial ‘Yes’, if the open position is partial. ‘No’, if the open position is not partial
Text(3) No
26 ExpiryDate Expiry date of the Forex Option Date(8) 20140630
27 ExpiryCut Time of day for Expiry: New York Cut (10am NY time) Tokyo Cut (3pm Tokyo time)
Text(15) NY Cut
28 ExpiryValueDate Value Date of the FX Spot position if option expires in the money
Date(8)
20140702
29 Barrier The barrier prices. Reported as [<LowerBarrier> , <UpperBarrier>]. Example [1.0000, 1.5000]. No upper or lower barrier reported as 0.0000.
Text(20) [0.0000, 0.0000]
30 VariableNetTradedAmount
Quoted value Decimal(19) 121400
31 PctOfPremium Premium as percent of Quoted value Decimal(19) 0.008741
32 Delta The Delta value of the option Decimal(19) -0.17958
33 Eta The Eta value of the option Decimal(19) 0.063417
34 Gamma The Gamma value of the option Decimal(19) 86.22079
35 Theta The Theta value of the option Decimal(19) -0.00004834
File and field description For external use
Functional 30 November 2015 Page 53 of 93
32 FXOPTIONTRADESEXECUTED This report provides details of all Forex Option trades executed during the course of a trade day, (1700h EST to 1700h EST). The report contains trades executed in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all trades executed during the reporting period.
Default file name: FXOptionTradesExecuted_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 ReportingDate The date of the reported snapshot in the EOD file. Date(8) 20140505
2 InstrumentType The type of instrument. Text(200) FX Options
3 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
4 CounterpartName Name of the counterpart who owns the account. Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
7 AccountCurrency The currency of the account. Text(3) DKK
8 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument.
Text(32) AUDUSD
9 InstrumentCurrency The currency of the instrument. Text(3) USD
10 TradedAmount Number of FXOptions traded (negative if BuySell = Sell).
Decimal(19) 150000
11 TradeNumber Unique Saxo Bank trade ID within Saxo Bank Back Office system.
Numeric(10) 402794315
12 OrderNumber Unique Saxo Bank FrontOffice Order ID. Numeric(10) 251518992
13 TradeTime The precise date and time of the trade execution. Time(17) 20140505 12:53:35
14 TradeDate The date of trade execution. Date(8) 20140505
15 ValueDate Value Date of the trade. Date(8) 20140505
16 BuySell Whether or not the trade is a Buy/Sell from account point of view.
Text(4) Buy
17 Price The traded price in the Instrument Currency. Decimal(19) 12.896
18 OptionType OptionType. Please see section 55.12. Text(25) FX Vanilla
19 CallPut Whether or not the FXOption of the trade is a Call or a Put.
Text(15) Call
20 Strike Strike price of the option. Decimal(19) 15500
21 CommissionInstrumentCurrency The commission charged in Instrument Currency. Decimal(19) -230
22 Premium Premium paid or received in the Premium Currency. (Negative if paid from the point of view of the account).
Decimal(19) -60
23 PremiumCurrency The currency of the premium. (Same as the Instrument Currency)
Text(3) USD
File and field description For external use
Functional 30 November 2015 Page 54 of 93
24 RelatedTradeID The TradeNumber that the trade is related to. Numeric(10) 696625155
25 TradeAllocation
Defines if the trade is part of an allocation or not. Please see section 55.21 "TradeAllocation" in Saxo's File and Field Descriptions document for the set of values and their definitions.
Text(50) No
26 RootTradeID If applicable, the TradeNumber of the root trade of the trade allocation.
Numeric(10) 0
27 ExpiryDate The Expiry Date of the FX option. Date(8) 20140630
28 ExpiryCut Time of day for Expiry: New York Cut (10am NY time) Tokyo Cut (3pm Tokyo time)
Text(20) NY Cut
29 ExpiryValueDate Value Date of the FX Spot position if the FX option expires in the money.
Date(8) 20140702
30 Barrier The barrier prices. Reported as [<LowerBarrier> , <UpperBarrier>]. Example [1.0000 , 1.5000]. No upper or lower barrier reported as 0.0000.
Text(50) [0.0000, 0.0000]
31 TradeType
Defines the trade type. Please see section 55.14 "FX Options TradeType" in Saxo's File and Field Descriptions document for set of values and their definitions
Text(32) Normal
32 OriginalTradeID Original TradeNumber if the current trade is part of a correction of an original trade.
Numeric(10) 696648155
33 CorrectionLeg Details regarding the correction leg. "Cancel", "Rebook" or "Reverse".
Text(8) Reverse
34 EODRate Saxo Bank’s closing rate of the instrument as at 17.00 EST (New York close)
Decimal(19) 0.639
35 InstrumentUIC Saxo's unique (numeric) identifier code for the traded instrument.
Numeric(10) 878
File and field description For external use
Functional 30 November 2015 Page 55 of 93
33 FXTRADESEXECUTED This report provides details of all Forex trades executed during the course of a trade day, (1700h EST to 1700h EST). The report contains trades executed in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all trades executed during the reporting period.
Default file name: FXTradesExecuted_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 ReportingDate The date of the reported snapshot in the EOD file. Date(8) 20141210
2 InstrumentType The type of instrument. Text(200) Fx Spot & Forwards
3 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
4 CounterpartName Name of the counterpart who owns the account. Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
7 AccountCurrency The currency of the account. Text(3) USD
8 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument.
Text(32) AUDUSD
9 InstrumentCurrency The currency of the instrument. Text(3) USD
10 TradedAmount Trade amount in base currency (negative if BuySell = Sell).
Decimal(19) -250000
11 TradeNumber Unique Saxo Bank trade ID within Saxo Bank Back Office system.
Numeric(10) 762268332
12 OrderNumber Unique Saxo Bank FrontOffice Order ID. Numeric(10) 629896858
13 TradeTime The precise date and time of the trade execution. Time17) 20141210 14:42:32
14 TradeDate The date of trade execution. Date(8) 20141210
15 ValueDate Value Date of the trade. Date(8) 20141212
16 BuySell Whether or not the trade is a Buy/Sell from account point of view.
Text(4) Sell
17 SpotPrice Original traded spot price. Decimal(19) 0.83114
18 SwapPrice Original traded swap price (in case of forward). Decimal(19) 0
19 Price The traded price in the Instrument Currency. Decimal(19) 0.83114
20 QuotedValueInstrumentCurrency The value of the trade in Instrument Currency (negative if Buy/Sell = Buy). (-1 * TradedAmount * FigureSize * Price)
Decimal(19) 207785
21 CommissionInstrumentCurrency The commission charged in Instrument Currency. Decimal(19) 0
22 RelatedTradeID The TradeNumber that the trade is related to. Numeric(10) 762474244
File and field description For external use
Functional 30 November 2015 Page 56 of 93
23 TradeType
Defines the trade type. Please see section 55.16 "FX TradeType" in Saxo's File and Field Descriptions document for set of values and their definitions
Text(20) Open Order
24 TradeAllocation
Defines if the trade is part of an allocation or not. Please see section 55.21 "TradeAllocation" in Saxo's File and Field Descriptions document for the set of values and their definitions.
Text(50) No
25 RootTradeID If applicable, the TradeNumber of the root trade of the trade allocation.
Numeric(10) 0
26 ExternalOrderID External Order ID (if applicable). Text(200) 0
27 OriginalTradeID Original TradeNumber if the current trade is part of a correction of an original trade.
Numeric(10) 762474241
28 CorrectionLeg Details regarding the correction leg. "Cancel", "Rebook" or "Reverse".
Text(8) Cancel
29 FXType FX Spot or FX Forward. Text(200) FX Spot
30 LiquidityFactor The ability of a market to accept large transactions. Decimal(19) 1
31 EODRate Saxo Bank’s closing rate of the instrument as at 17.00 EST (New York close)
Decimal(19) 0.639
32 InstrumentUIC Saxo's unique (numeric) identifier code for the traded instrument.
Numeric(10) 878
File and field description For external use
Functional 30 November 2015 Page 57 of 93
34 IBCOMMISSIONSEXTENDED The file provides a trade-by-trade, account-by-account breakdown of all commissions/income received by the Institutional Client on any given day.
Default file name: IBCommissionsExtended_000000 _DD-MM-YYYY (000000 is the identifier of the Institutional Client.
Period type: Daily, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 CommissionAccount Account number for the account where the commission is credited
Text(16) 1234/COMMEUR
2 CommissionPartnerAccountKey
Optional identifier chosen by the White Label Text(32)
3 Currency Currency for the commission account Text(3) EUR
4 AccountID Unique Saxo Bank Account number Text(16) 12345/WLC123 5 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
6 AccountName Name/description of the account Text(50) MyCRMID123 – Account1
7 CommissionGroup The name of the commission group Text(250) Retail
8 Type Text describing the type of commission booking Text(128) Commission
9 BackOfficeID Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(10) 416466327
10 FrontOfficeID Unique Saxo Bank FrontOffice Order ID Numeric(10) 265418900
11 ContractType Contract type for the trade Text(50) CFD
12 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument Text(32) AAPL:xnas
13 InstrumentName Instrument name for the traded instrument Text(128) Apple Inc.
14 InstrumentCurrency The currency of the instrument Text(3) USD
15 OptionSubType If Option: ‘Sock Option’, ‘Future Option’ or ‘Stock Index Option’
Text(200) Stock Option
16 TradeDate The date of trade execution Date(8) 20140623
17 ValueDate Value date of the booking Date(8) 20140623
18 BuySell Buy/Sell from account point of view Text(2) B
19 Contracts Number of contracts traded Decimal(19) 20
20 ClientPrice Client Traded Price Decimal(19) 0.014
21 PartnerPrice Partner Traded Price Decimal(19) 0.014
22 PriceDifferenceShare ClientPrice – PartnerPrice. The difference between ClientPrice and PartnerPrice
Decimal(19) 0
23 ConversionRateMarkup
Conversion rate used to convert the PricedifferenceShare into Commission’s Account Currency
Decimal(19) 0.7098555
24 PriceDifferenceShareAccountCurrency
PriceDifferenceShare in Commission Account Currency Decimal(19) 0
25 ClientCommission Commission paid by the client, (outside the spread) Decimal(19) 25 26 PartnerCommission Commission paid by the Partner for the trade Decimal(19) 15
27 CommissionDifferenceShare
ClientCommission – PartnerCommission. Difference between ClientCommission and PartnerCommission
Decimal(19) 10
28 ConversionRateCommission
Conversion rate used to convert CommissionDifferenceShare into Commission’s Account Currency
Decimal(19) 0.709855
29 CommissionDifferenceShareAccountCurrency
The converted CommissionDifferenceShare booked into the commission account
Decimal(19) 7.1
30 ExchangeFee Cost related to Exchange Fees Decimal(19) -1.42
31 TotalAmount Total commission for the trade in account currency Decimal(19) 7.1
32 Sum Sum (only used in summation lines) Decimal(19) 0
File and field description For external use
Functional 30 November 2015 Page 58 of 93
35 INTEREST This file contains an overview of account interest based on the Net Free Balance as well as financing interest for CFD positions paid or received.
As the interest is only booked once a month, the file will only ever contain entries once a month as well.
The interest booked is based on agreement between the Institutional Client and Saxo Bank Group.
All client interest (if any) is predefined by the Institutional Client.
Default file name: Interest_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 Account Unique Saxo Bank Account number Text(16) 12345/WLC123 2 AccountCurrency The currency of the account Text(3) DKK
3 TradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(19) 0
4 ContractType “IC” = Account interest, “IN” = CFD interest Text(200) IC
5 Instrument Instrument currency Text(3) EUR
6 TradeDate The date of the interest booking Date(8) 20150529
7 ValueDate The Value Date of the interest booking Date(8) 20150601
8 Amount The interest amount booked Decimal(19) -2548.87
9 ConversionRateInterest
Conversion rate used to convert CFD Interest amounts into Interest account currency
Decimal(19) 1
10 BookedInterest Amount in account currency Decimal(19) -2548.87
11 Type Please see section 55.17 Interest Type Text(200) Interest
12 InterestAccount The Saxo Bank account number for the account where the interest has been booked.
Text(16) 12345/INTGBP
13 WithheldTax Amount of withheld tax Decimal(19)
14 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
15 WithheldTaxAccount The account number of the account to which the withholding tax will be credited.
Text(16) 0
16 ReasonForTaxing The type of tax that has been withheld. Text(200) No Tax
17 TransactionView The interest file holds information of the Interest payments seen from different views. This field indicates which perspective the Interest amount belongs to.
Text(200) Client Interest
18 Cancel Indicated whether it is a cancel transaction or not (‘YES’ / ‘NO’) Text(3) NO
19 TaxAccountCurrency The Currency of the Tax Account Text(3) EUR
20 TaxAccountConversionRate
Conversion Rate used to convert Amount in Instrument Currency into Tax Account in Tax Account Currency
Decimal(19) 1
21 TaxAccountWithheldAmount
The Amount withheld on Tax Account in Tax Account Currency
Decimal(19) 251.11
File and field description For external use
Functional 30 November 2015 Page 59 of 93
36 INTERESTAMOUNTS This file contains an overview of all Interest Booked Amounts.
Default file name: InterestAmounts_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 Date The Reporting Date of the reported amounts Date(8) 20150301
2 CounterpartID Unique Saxo Bank ID for the counterpart owning the account
Numeric(10) 5262071
3 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123
4 OwnerID The OwnerID of the Counterpart Numeric(10) 5034547
5 Type Please see section 55.17 Interest Type Text(200) Interest
6 AccountCurrency The currency of the account Text(3) AUD
7 CounterpartBaseCurrency The calculating currency for margin and interest purposes for the counterpart
Text(3) AUD
8 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
9 InterestProfile Name of the interest profile chosen for the account Text(200) Client Investment Services
10 CashBalance The Value dated cash balance of the client Decimal(19) -270
11 UnrealizedPL The Unrealized Profit and Loss of the client Decimal(19) 0
12 MarginRequired The margin required for the NetFreeEquity calculation (different from trade margin requirements)
Decimal(19) 2644717.62
13 NetFreeEquity The NetFreeEquity of the client Decimal(19) -2644987.62
14 InterestDays The day count the interest calculation is subjected to Numeric(10) 1
15 MarkUp The Markup Applied to the Sourced Interest Rate Decimal(19) 0.25
16 InterestRate The interest rate applied to the calculation Decimal(19) 1.7
17 InterestAmount The Interest amount for the day Decimal(19) -123.19
18 BookingDate Date of the booking Date(8) 20150323
19 BookingAccount The Account to which the Borrowing Costs is booked to
Text(16) 12345/INTEUR
20 BookingAccountCurrency The currency of the booking account Text(3) EUR
21 ConversionRate Conversion rate used to convert InterestAmount into InterestAmountBookingAccountCurrency
Decimal(19) 2.560135
22 InterestAmountBookingAccountCurrency
The InterestAmount x ConversionRate Decimal(19) 1.28
23 InterestRateBid The sourced Bid market rate Decimal(19) 0.360890923
24 InterestRateAsk The sourced Ask market rate Decimal(19) 0.392386685
25 InterestRateFloor The floor of the interest rate Decimal(19) -1.05
File and field description For external use
Functional 30 November 2015 Page 60 of 93
37 INTERESTRATES This file shows the interest rates for all currencies, reflecting the agreed rates as stated in the Institutional Client agreement.
These rates are used to calculate any interest charged or paid to customers’ accounts.
Default file name: InterestRates_DD-MM-YYYY
Period type: Daily, Upon Request
Periodic: No – Request of period will result in InterestRates from first date in the requested period.
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 TradeDate The trading date to which the rates apply Date(8) 20150323
2 CurrencyCode Instrument currency Text(3) AED
3 Days The interest type, e.g. 1 day = overnight, 30 days = monthly Numeric(10) 30
4 Bid The sourced Bid market rate Decimal(19) 0.360890923
5 Ask The sourced Ask market rate Decimal(19) 0.392386685 6 InterestRateFloor The floor of the interest rate Decimal(19) -1.05
File and field description For external use
Functional 30 November 2015 Page 61 of 93
38 NEWACCOUNTS This report provides details of all new Accounts created on the given report date. Reports can be requested historically.
Default file name: NewAccounts_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
2 CounterpartName Name of the counterpart who owns the account. Text(200) 123JaneDoe
3 AccountNo Unique Saxo Bank account number. Text(16) 12345/WLC123
4 AccountDescription Name/description of the account corresponding to the given account number.
Text(150) MyCRMID123 – Account1
5 BaseCurrency The calculating currency for margin and interest purposes for the account.
Text(3) EUR
6 CommissionProfile The commission profile of the account. Text(50) WL 3 - CIS
7 InterestProfile The interest profile of the account. Text(200) WL - no interest
8 CFDFinance Name of the CFD interest profile chosen for the account.
Text(200) WL 2.5%/3%
9 ForwardProfile The forward profile of the account. Text(200) <Default>
10 Products The list of products tradable on the account. Text(500) Fx Spot & Forwards, Fx Options, Contract Futures, Shares, CFDs, Cash
11 CreationTime Date and time when the account was first registered at Saxo Bank.
Time(17) 20100505 09:40:58
12 CreatedBy Who created the account? Text(30) CFK
13 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
14 SubType For ETOs: ‘Stock Option’, ‘Future Option’ and/or ‘Stock Index Option’
Text(200) Stock Option
15 Active Is the given account active? Yes/No. Text(3) Yes
16 ConversionMarkUp P/L Conversion Mark-Up. Text(50) 0.50% Spread
17 MoneyManagerFee Money Manager fee. Text(50) Not Applicable
18 AccountRiskProfile The risk profile of the given account. Text(50) None
19 RiskGroupProfile The "Risk Group Profile ID" of the account. Decimal(19) 2
20 AccountLevelMargining Is the risk profile of the given account margined on the account level? Yes/No.
Text(3) Yes
21 IBAN The IBAN number on the account (if applicable). Text(18) DK1234567891234545
22 OwnerID The OwnerID of the counterpart. Numeric(10) 225503
File and field description For external use
Functional 30 November 2015 Page 62 of 93
39 NEWCOUNTERPARTS This report provides details of all new Counterparts created on the given report date. Reports can be requested historically.
Default file name: NewCounterparts_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 OwnerName Name of the counterpart owner Text(50) WLC name
2 CounterpartID Unique Saxo Bank ID for the counterpart owning the account
Numeric(10) 5262071
3 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
4 MarginCallProfile Name of the margin call profile for the counterpart Text(32) Saxo CH Retail
5 MarginRequirementProfile Name of the margin requirement profile for the counterpart
Text(24) Saxo Bank Default
6 SwissBrokerIntroduced Is the counterpart introduced by a Swiss broker? (0=No, 1=Yes)
Numeric(1) 1
7 SwissStampDutyExempt Is the counterpart exempt from Swiss stamp duty. (0=No, 1=Yes) Note: This flag only applies to Swiss residents.
Numeric(1) 0
8 SwissResidency Is the counterpart a Swiss resident? (0=No, 1=Yes) Numeric(1) 0
9 BaseCurrency The calculating currency for margin and interest purposes for the counterpart
Text(3) CHF
10 EMailAddress The registered e-mail address for the counterpart Text(50) [email protected]
11 CreationTime Date and time when the counterpart was first registered in Saxo Bank.
Time(17) 20150323 10:25:40
12 CreatedBy Who created the counterpart? Text(30) MIDAS2\SEMService
13 WithholdTaxProfile The name of the Withholding tax profile for the counterpart
Text(50) No Tax
14 ReliefAtSource Client eligible for withholding tax relief at source. 1 = Yes. 0 = No
Numeric(10) 0
15 TaxCountry Tax domicile Text(50) Switzerland
16 ReliefAtSourceDocumentationType
Relief at source documentation status Text(200) Documented eligible treaty
17 ReliefAtSourceExpiryDate Expiry date of relief at source document Date(10) 19-08-2014
18 CurrentPrimaryGroup Primary Group Text(50) Saxo Bank Clients
19 CurrentSecondaryGroups Secondary Group Text(1000)
ALL External | All External FX | All External Contract Futures
20 InterestProfile Interest Profile Text(100) <Saxo Bank - Retail>
21 MarginProfile Margin Profile Text(200) Saxo Bank Default
22 TradeRestrictor If TradeRestrictor = "TRUE", the counterpart is restricted to trade. If TradeRestrictor = "FALSE", then there is no restrictions.
Text(200) FALSE
23 OwnerID OwnerID Numeric(10) 5262071
File and field description For external use
Functional 30 November 2015 Page 63 of 93
40 ORDERACTIVITY This file provides an overview of the events affecting orders. This ranges from Order Creation to Order Modification, Market Stop Out and Cancellation to Orders being filled and becoming thus trades and positions.
The order activity file contains all order related data for the specific date.
Default file name: OrderActivity_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 Account Unique Saxo Bank Account number Text(16) 12345/WLC123
2 OrderNumber Unique Saxo Bank FrontOffice Order ID Numeric(10) 113819539
3 CreationDate Date and time of the event Time(17) 20100505 20:24:12
4 InstrumentType The type of instrument Text(40) CFD
5 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) DAX.I 6 TransactionType Please see section 55.22 Order Activity TransactionType Text(40) Change Order
7 BuySell Buy/Sell from account point of view Text(4) Buy
8 OrderType The type of order the event applies to Text(30) Market
9 Duration The duration (if applicable) on the order Text(30) GTC
10 OrderAmount The amount/size of the order Decimal(19) 20
11 OrderPrice The price of the order Decimal(19) 334.12
12 ExecutedAmount If the order gets filled, this is the amount being executed Decimal(19) 20
13 ExecutedPrice If the order gets filled, this is the price at which the order gets executed
Decimal(19) 334.12
14 ValueDate Value date of the trade Date(8) 20100506
15 Exchange The name of the exchange where the instrument is traded Text(40) OTC
16 ISIN Code The ISIN Code of the traded product, if applicable Text(14) DE0008123008
17 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
18 PositionID If applicable. The positionID of the trade, when the order gets filled
Numeric(10) 265418900
19 UserID System ID of the User executing the action, (zero value is used for a system action).
Numeric(10) 0
20 OldOrderNumber Old unique Saxo Bank FrontOffice Order ID. In cases where order numbers need to be replaced, the last order number will be reported here
Numeric(10) 113819538
21 DurationDate Order Duration Date Numeric(10) 20150423
22 LastChangedBy The User ID who last changed the order. Numeric(10) 2991759 23 TradedCurrency The currency of the Trade Text(3) AUD
File and field description For external use
Functional 30 November 2015 Page 64 of 93
41 PLCONVERSIONRATES This file shows the raw closing rate for all currencies, using the rates at 17:00h New York time.
These rates are used to convert P&L from the instrument currency into the actual account currency.
Default file name: PLConversionRates_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 TradeDate The trading date to which the rates apply Date(8) 20100505
2 FromCurrency The instrument currency Text(3) USD
3 ToCurrency The account currency Text(3) EUR
4 ConversionRate Conversion rate between instrument currency and account currency
Decimal(19) 1
File and field description For external use
Functional 30 November 2015 Page 65 of 93
42 PROJECTEDAMOUNTS This report contains all bookings from BookkeepingCash with ValueDates 1, 2, 3 or 4 trading days ahead of the given Report Date.
Reports can be requested historically, but only for one trade day at a time
Default file name: ProjectedAmounts_DD-MM-YYYY
Period type: Daily, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 ReportDate The date of the reported snapshot in the EOD file. Date(8) 09-11-2015
2 CounterPartId Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 5830649
3 CounterPartName Name of the counterpart who owns the account. Text(300) Perianth Limited
4 AccountNumber Unique Saxo Bank account number. Text(16) 76000/106406USD
5 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30)
6 AccountCurrency The currency of the account. Text(3) USD
7 BkAmountTypeId The unique Saxo ID of the corresponding BkAmountType.. Please see section 55.1 BkAmountType for a breakdown of BkAmountTypes
Numeric(10) 2
8 BKAmountType
The unique Saxo transaction type identifier according to a predefined list of Saxo transaction types. Please see section 55.1 BkAmountType for a breakdown of BkAmountTypes.
Text (200) Share Amount
9 NetAmountReportDatePlus1 AmountAccountCurrency from BookkeepingCash if ValueDate = ReportDate + 1 Trading Day
Decimal(19) 0
10 NetAmountReportDatePlus2 AmountAccountCurrency from BookkeepingCash if ValueDate = ReportDate + 2 Trading Day
Decimal(19) 0
11 NetAmountReportDatePlus3 AmountAccountCurrency from BookkeepingCash if ValueDate = ReportDate + 3 Trading Day
Decimal(19) 1084.19
12 NetAmountReportDatePlus4 AmountAccountCurrency from BookkeepingCash if ValueDate = ReportDate + 4 Trading Day
Decimal(19) 0
File and field description For external use
Functional 30 November 2015 Page 66 of 93
43 SERVICEBILLINGAMOUNTS This report provides information on all historical bookings which have taken place as a result of feed incurred from Subscription to live data.
Default file name: ServiceBillingAmounts _DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 Account Unique Saxo Bank account number. Text(16) 12345/WLC123
2 AccountCurrency The currency of the account. Text(3) GBP
3 BookingDate Date of the booking. Date(8) 20150619
4 ValueDate Value Date of the booking. Date(8) 20150618
5 BookingText The description of the service fee charged. Text(200) 599999 OPRA Options, Level 1, Private
6 ServiceCurrency Currency of the charge/fee, e.g. EUREX will always charge in “EUR”.
Text(10) USD
7 AmountServiceCurrency The total service billing fee in the Service Currency. Decimal(19) -1.25
8 ServiceToAccountRate The transaction conversion rate to convert Service Currency to Account Currency.
Decimal(19) 0.632
9 AmountAccountCurrency The total service billing fee in the Account Currency, (AmountServiceCurrency x ServiceToAccountRate).
Decimal(19) -0.79
10 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
11 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
File and field description For external use
Functional 30 November 2015 Page 67 of 93
44 SERVICEBILLINGSUBSCRIPTIONS The report provides individual subscriber detail, (name, address, occupation), the report is typically used for further reporting to the exchanges.
Default file name: ServiceBillingSubscriptions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 OwnerName Name of the counterpart owner Text(50) WLC name
2 OwnerID The OwnerID of the Counterpart Numeric(10) 5034547
3 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
4 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
5 Account Unique Saxo Bank Account number Text(16) 12345/WLC123
6 UserName Name of the user Text(200)
7 UserID System ID of the user Numeric(10)
8 Street1 Address line 1 Text(800)
9 Street2 Address line 2 Text(800)
10 City City Text(200)
11 PostalCode Postal Code Text(200)
12 Country Country Text(200)
13 EmployerName Name of Employer Text(200)
14 EmployerAddress Address of Employer Text(800) 15 EmploymentFunctions Employment Functions Text(200)
16 Occupations Occupations Text(200)
17 Position Position held Text(200) 18 ServiceName Name of service one is subscribing for Text(200)
19 LevelName The Level of the service (Level1, Level2) Text(200)
20 StatusName The current status of the service, (Professional / Private) Text(200)
21 ActivationDate The date the Service was turned on Date(8) 22 DeactivationDate The date the Service was turned off Date(8)
File and field description For external use
Functional 30 November 2015 Page 68 of 93
45 SHARECLOSEDPOSITIONS This report provides details of all Share positions which were closed on a given report date, (1700h EST to 1700h EST). The report contains closed positions in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all positions that were closed during the reporting period.
Default file name: ShareClosedPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the position details Date(8) 20150619
2 InstrumentType The type of instrument Text(200) Shares
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) USD
8 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) NOAH:xnys
9 Description Description of the Instrument Text(200) Noah Holdings ADR
10 InstrumentCurrency The currency of the instrument Text(3) USD
11 ISINCode The ISIN Code of the traded product Text(32) US12347X1028
12 ExchangeDescription The name of the exchange where the instrument is traded Text(200) New York Stock Exchange
13 OpenTradedAmount Trade amount in number of shares (negative if OpenBuySell = Sell)
Decimal(19) 300
14 FigureSize Price multiplier Decimal(19) 1
15 OpenTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system of the opening side of the trade
Numeric(10) 818502059
16 OpenOrderNumber Unique Saxo Bank FrontOffice Order ID of the opening side of the trade
Numeric(10) 691798911
17 OpenTradeTime The precise date and time of the trade execution opening side of the trade
Time(17) 20150602 19:47:12
18 OpenTradeDate The date of trade execution on the opening side Date(8) 20150602 19 OpenBuySell Buy/Sell from account point of view on opening side Text(4) Buy
20 TradedPriceOpen Trade price for the opening side Decimal(19) 32.5899
21 CloseTradedAmount Trade amount number of shares (negative if CloseBuySell = Sell)
Decimal(19) -300
22 CloseTradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system for the closing side of the trade
Numeric(10) 824309287
23 CloseOrderNumber Unique Saxo Bank FrontOffice Order ID of the closing side of the trade
Numeric(10) 697742343
24 CloseTradeTime The precise date and time of the trade execution closing side of the trade
Time(17) 20150619 14:41:13
25 CloseTradeDate The date of trade execution on the closing side Date(8) 20150619 26 CloseBuySell Buy/Sell from account point of view on closing side Text(4) Sell
27 TradedPriceClose The trade price for the closing side Decimal(19) 31.8900667
28 IsPartial Yes, if the closed position is partial No, if the closed position is not partial
Text(3) Yes
29 ClosedPositionType Please see section 55.19 Share ClosedPositionType Text(200) Trade
30 PreviousISINCode The previous ISIN Code of the traded product Text(200) US12347X1082
31 DVP
"If Delivery Versus Payment (DVP) = ""Yes"", the share position has been settled with the client's custodian. If DVP = ""No"", it means the share position has been closed and settled with Saxo's custodian."
Text(3) No
File and field description For external use
Functional 30 November 2015 Page 69 of 93
46 SHAREDIVIDEND This report provides details of all share dividends received on a given trade date (1700h EST to 1700h EST) for both Share and CFD positions. The report contains payments resulting from share dividends in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all dividends in the requested reporting period.
Default file name: ShareDividend_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 UnderlyingInstrumentType The underlying instrument type generating the booking, i.e. Share or CFD
Text(10) Share
2 CAEventID Unique ID of corporate action Numeric(10) 377002
3 ExDate The date on which the shareholder is entitled to receive the announced dividend / cash adjustment
Date(8) 20100403
4 TradeDate The date of the dividend booking Date(8) 20100505 5 ValueDate The Value Date of the booking Date(8) 20100603
6 ClientID The Client ID owning the Account onto which the booking is made
Numeric(10) 5262071
7 ClientName The name of the client owning the Account onto which the booking is made
Text(200) 123JaneDoe
8 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123
9 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
10 AccountCurrency The currency of the account Text(3) DKK
11 TradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(10) 796402373
12 Instrument Instrument name for the traded instrument Text(200) US SPX500
13 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument
Text(32) SP500.I
14 ISIN The ISIN Code of the traded product Text(32) US78378X1072
15 CountryOfIssue ISO 3166-1 alpha-2 code for the country of issuance of the shares / cfd
Text(32) US
16 FigurSize Price multiplier Decimal(19) 1
17 InstrumentCurrency The currency of the instrument Text(3) USD
18 TradedAmount The number of items traded Decimal(19) 3
19 TradedAmountPriceCurrency
The traded amount of the trade stated in instrument currency
Decimal(19) 0.82
20 ConversionRate Conversion rate used to convert GrossAmountDividendCurrency into NetBookedAmount
Decimal(19) 1.174437038
21 NetBookedAmount Net booked amount in account currency Decimal(19) 0.96 22 TaxPercentage Applied Tax Percentage to the Dividend Decimal(19) 0
23 BookedAmountTax Amount booked due to tax Decimal(19) 0
24 GrossAmountDividendCurrency
Gross booked amount in Dividend currency Decimal(19) 0.82
25 DividendCurrency The currency of the Dividend Text(3) DKK
26 FrankedAmount For Australian Dividends the amount of dividend (if any) which can be reclaimed via dividend imputation
Decimal(19) 0
27 UnFrankedAmount For Australian Dividends the nominal unit of tax (if any) which cannot be reclaimed via dividend imputation
Decimal(19) 0
28 FrankingCredit For Australian Dividends the nominal unit of tax (if any) paid by company for dividend imputation
Decimal(19) 0
29 GrossRate Dividend per Share Decimal(19) 0.2
30 CAEventTypeID ID number of the CA Event Numeric(10) 10
31 CAEventTypeName The type of Corporate Action Event Text(50) Cash Dividend
File and field description For external use
Functional 30 November 2015 Page 70 of 93
File and field description For external use
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47 SHAREOPENPOSITIONS This report provides details of all open Share positions as of close of business (1700h EST) on the given report date. The report contains open positions in both Omnibus accounts and underlying customer accounts.
Reports can only be requested historically for one report date at a time.
Default file name: ShareOpenPositions_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Reporting Date of the positions detailed Date(8) 20150619
2 InstrumentType The type of instrument Text(200) Shares
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(300) 123JaneDoe
5 AccountNumber Unique Saxo Bank Account number Text(16) 12345/WLC123 6 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
7 AccountCurrency The currency of the account Text(3) GBP
8 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) GVC:xlon
9 Description Description of the Instrument Text(200) GVC Holdings Plc
10 InstrumentCurrency The currency of the instrument Text(3) GBP
11 ISINCode The ISIN Code of the traded product Text(32) IM00B5VQMV12
12 ExchangeDescription The name of the exchange where the instrument is traded Text(200) London Stock Exchange (SEAQ)
13 Amount Number of traded shares (negative if BuySell = Sell) Decimal(19) 434
14 FigureSize Price multiplier Decimal(19) 0.01
15 TradeNumber Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(10) 585691329
16 OrderNumber Unique Saxo Bank FrontOffice Order ID Numeric(10) 251565112
17 TradeTime The precise date and time of the trade execution Time(17) 20130621 09:21:26
18 TradeDate The date of trade execution Date(8) 20130621
19 ValueDate Value date of the trade Date(8) 20130620
20 BuySell Buy/Sell from account point of view Text(4) Buy
21 Price The Price of the trade in instrument currency Decimal(19) 280.5
22 QuotedValue The Position value, at EODRate, in instrument currency (negative if Buy/Sell = Buy)
Decimal(19) -1985.55
23 EODRate
Closing rate follows the closing rate of the underlying instrument. If no closing rate available, last traded price is used as closing rate.
Decimal(19) 457.5
24 InstrumentToAccountRate
The conversion rate between the InstrumentCurrency and the AccountCurrency
Decimal(19) 1
25 IsPartial ‘Yes’, if the open position is partial. ‘No’, if the open position is not partial
Text(3) No
26 UnrealisedValueInstrument
Unrealised value of position in instrument currency Decimal(19) 1985.55
27 UnrealisedValueAccount
Unrealised value of position in account currency Decimal(19 1985.55
28 ExternalOrderID External Order ID / if applicable Text(200)
29 PreviousISINCode The previous ISIN Code of the traded instrument Text(200) IM00B5VQMV13
30 DVP
"If Delivery Versus Payment (DVP) = ""Yes"", it means the trade is in a DVP account and has not yet settled with the client's own custodian. Once settled, the position will no longer be reflected in the ShareOpenPositions file, nor in the OpenPositionsShares total in AccountStatus file. At that time, the position will move to the ShareClosedPositions file. If DVP = ""No"", it means it is an position settled with Saxo's custodian. The position will always reflect in SharesOpenPositions and the OpenPositionsShares total in AccountStatus file, until it is closed."
Text(3) No
File and field description For external use
Functional 30 November 2015 Page 72 of 93
31 ExchangeISOCode Exchange fix ISO code Text(4) XOME
32 ISOMic Exchange ISO mic code Text(4) XSTO
File and field description For external use
Functional 30 November 2015 Page 73 of 93
48 SHARETRADESEXECUTED This report provides details of all Share trades executed during the course of a trade day, (1700h EST to 1700h EST). The report contains trades executed in both Omnibus accounts and underlying customer accounts.
The report can be requested historically and for a reporting period of several days/months. This will show all trades executed during the reporting period.
Default file name: ShareTradesExecuted_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 ReportingDate The date of the reported snapshot in the EOD file. Date(8) 20120523
2 InstrumentType The type of instrument. Text(200) CFDs
3 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
4 CounterpartName Name of the counterpart who owns the account. Text(300) 123JaneDoe
5 AccountNumber Unique Saxo Bank account number. Text(16) 12345/WLC123
6 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
7 AccountCurrency The currency of the account. Text(3) DKK
8 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument.
Text(32) AONE:xnas
9 InstrumentDescription The name of the underlying instrument. Text(200) LJC Individual
10 InstrumentCurrency The currency of the instrument. Text(3) EUR
11 ISINCode The ISIN code of the traded instrument. Text(32) NO246546164
12 ExchangeDescription The name of the Exchange where the instrument is traded.
Text(200) NASDAQ
13 TradedAmount Number of shares traded (negative if BuySell = Sell).
Decimal(19) 150
14 FigureSize Price multiplier. Decimal(19) 1
15 TradeNumber Unique Saxo Bank trade ID within Saxo Bank Back Office system.
Numeric(10) 402845347
16 OrderNumber Unique Saxo Bank FrontOffice Order ID. Numeric(10) 251571012
17 TradeTime The precise date and time of the trade execution. Time(17) 20100505 13:32:14
18 TradeDate The date of trade execution. Date(8) 20100505
19 ValueDate Value Date of the trade Date(8) 20100505
20 BuySell Whether or not the trade is a Buy/Sell from account point of view.
Text(4) Buy
21 Price The traded price in the Instrument Currency. Decimal(19) 11605
22 QuotedValueInstrumentCurrency The value of the trade in Instrument Currency (negative if Buy/Sell = Buy). (-1 * TradedAmount * FigureSize * Price)
Decimal(19) -4642
23 CommissionInstrumentCurrency The commission charged in Instrument Currency. Decimal(19) -15
File and field description For external use
Functional 30 November 2015 Page 74 of 93
24 ExchangeFeeInstrumentCurrency The total exchange fee charged on the trade in Instrument Currency.
Decimal(19) 0
25 TransferFee Any transfer fee payable by the client. Decimal(19) 0
26 TaxInstrumentCurrency Any tax amount that has been imposed on the trade
Decimal(19) -0.96
27 RelatedTradeID The TradeNumber that the trade is related to. Numeric(10) 402842763
28 TradeType
Defines the trade type. Please see section 55.20 "Share TradeType" in Saxo's File and Field Descriptions document for set of values and their definitions
Text(50) STP Service
29 CAEventTypeName The type of Corporate Action Event. Please see section 55.3 CAEventType.
Text(50) Bonus Issue
30 CAEventID Unique ID of the corporate action event giving rise to the trade.
Text(10) 0
31 TradeAllocation
Defines if the trade is part of an allocation or not. Please see section 55.21 "TradeAllocation" in Saxo's File and Field Descriptions document for the set of values and their definitions.
Text(10) No
32 RootTradeID If applicable, the TradeNumber of the root trade of the trade allocation.
Numeric(10) 0
33 ExternalOrderID External Order ID (if applicable). Text(200) 0
34 OriginalTradeID Original TradeNumber if the current trade is part of a correction of an original trade.
Numeric(10) 402899763
35 CorrectionLeg Details regarding the correction leg. "Cancel", "Rebook" or "Reverse".
Text(8) Rebook
36 PositionID If applicable, the corresponding PositionId of the trade.
Numeric(10) 265418900
37 InstrumentUIC Saxo's unique (numeric) identifier code for the traded instrument.
Numeric(10) 491300
38 ExchangeISOCode
Operating MIC. An operating MIC identifies the entity operating an exchange, trading platform, regulated or non-regulated market or a trade reporting facility in a specific country; it is the ‘parent’ MIC (as per MIC, ISO 10383 standard).
Text(4) XOME
39 ISOMic Market Identification Code (MIC) as per ISO 10383 standard.
Text(4) XSTO
40 ETORelatedClosingTrade ID of the Related Closing ETO Trade. Numeric(10) 265418700
41 CAEventTypeID Unique Saxo ID of the CAEventType. Please see section 55.3 CAEventType.
Numeric(10) 150
42 DVP
If Delivery Versus Payment (DVP) = "Yes", it means the bond trade is executed on a DVP account, and will be settled with the client's own custodian. If DVP = "No", it means it is a trade that will settle with Saxo's custodian.
Text(3) No
43 EODRate
Closing price of the instrument on the given Reporting Date on the relevant exchange. If no closing price is available, last traded price is reported.
Decimal(19) 1.28
File and field description For external use
Functional 30 November 2015 Page 75 of 93
49 SWAPPOSITIONSFX This file holds information about Tom/Next swap activity performed on FX.
The report will include all open FX trades where the value date has been swapped to the following day.
The rates used will be in the “SwapPricesFX”.
Default file name: SwapPositionsFX_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 PositionId Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(10) 776155833
2 AccountId Unique Saxo Bank Account number Text(16) 12345/WLC123
3 AccountCurrency The currency of the account Text(3) GBP
4 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) EURGBP
5 Amount The traded amount Decimal(19) 10000
6 B_S Buy/Sell from account point of view Text(1) B
7 ForwardDate The date of the forward Date(10) 22-06-2015
8 ForwardType The type of forward. Please see section 55.8 ForwardType
Text(50) Normal Forward
9 CurrentValueDate Current Value Date of the trade Date(10) 23-06-2015
10 NewValueDate New Value Date of the trade after swap Date(10) 24-06-2015
11 OpenRate Price of the open position Decimal(19) 0.76338408
12 SpotNow The value of the instrument at the time of doing the swap Decimal(19) 0.71472
13 FinancingInterest Overnight interest, in SwapPoints, for rolling an unrealised profit/loss
Decimal(19) 0.00000164
14 ForwardPrice The future currency cross rate adjusted by the interest rates Decimal(19) 0.000028
15 NewRate The “New Rate/Price” of the position. Tomorrow the NewRate will be the OpenRate
Decimal(19) 0.76341372
16 NewPositionId Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric(10) 776155833
17 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
File and field description For external use
Functional 30 November 2015 Page 76 of 93
50 SWAPPRICESFX This file contains the Tom/Next prices. The list of prices reflects the actual agreed Tom/Next price as stated in the Institutional Client agreement.
These rates are used to calculate the swaps in the file: “SwapPositionsFX”.
Default file name: SwapPricesFX_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: No
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 AccountId Unique Saxo Bank Account number Text(16) 12345/WLC123
2 Instrument The unique Saxo Bank alphanumeric code of the instrument Text(32) CADUSD
3 ForwardDate Reporting date Date(10) 19-06-2015
4 CurrentValueDate Current Value Date of the trade Date(10) 19-06-2015
5 NewValueDate New Value Date of the trade after swap Date(10) 22-06-2015 6 CurrencyRate The current instrument rate Decimal(19) 0.81770160433055
7 Long The mark-up/mark-down to be applied on the CurrencyRate for holding a long position
Decimal(19) 0.00001537891525
8 Short The mark-up/mark-down to be applied on the CurrencyRate for holding a short position
Decimal(19) -0.00008825041516
9 BaseCurrencyDepositRate
Base Currency Deposit Rate (Financing interest). Decimal(19) -0.15
10 BaseCurrencyLoanRate
Base Currency Loan Rate (Financing interest). Decimal(19) 1.43
11 QuotedCurrencyDepositRate
Quoted Currency Deposit Rate (Financing interest). Decimal(19) -0.67
12 QuotedCurrencyLoanRate
Quoted Currency Loan Rate (Financing interest). Decimal(19) 0.87
File and field description For external use
Functional 30 November 2015 Page 77 of 93
51 UPDATEDACCOUNTS This report provides details of all Accounts that were updated on the given report date. Reports can be requested historically.
Default file name: UpdatedAccounts_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
2 CounterpartName Name of the counterpart who owns the account. Text(200) 123JaneDoe
3 AccountNo Unique Saxo Bank account number. Text(16) 12345/WLC123
4 AccountDescription Name/description of the account corresponding to the given account number.
Text(150) MyCRMID123 – Account1
5 BaseCurrency The calculating currency for margin and interest purposes for the account.
Text(3) EUR
6 CommissionProfile The commission profile of the account. Text(50) WL 3 – CIS
7 InterestProfile The interest profile of the account. Text(200) WL – no interest
8 CFDFinance Name of the CFD interest profile chosen for the account.
Text(200) WL 2.5%/3%
9 ForwardProfile The forward profile of the account. Text(200) <Default>
10 Products The list of products tradable on the account. Text(500) Cash, FX Options
11 UpdateTime Data and time when the update to the account was registered.
Time(17) 20100505 09:40:58
12 UpdatedBy Who updated the account? Text(30) CFK
13 PartnerAccountKey Optional account identifier chosen by a WLC. Text(30) MyCRMID123
14 SubType For ETOs: ‘Stock Option’, ‘Future Option’ and/or ‘Stock Index Option’
Text(200) Stock Option
15 Active Is the given account active? Yes/No. Text(3) Yes
16 ConversionMarkUp P/L Conversion Mark-Up. Text(50) 0.50% Spread
17 MoneyManagerFee Money Manager fee. Text(50) BLANK
18 AccountRiskProfile The risk profile of the given account. Text(50) None
19 RiskGroupProfile The "Risk Group Profile ID" of the account. Decimal(19) 2
20 AccountLevelMargining Is the risk profile of the given account margined on the account level? Yes/No.
Text(3) Yes
21 IBAN The IBAN number on the account (if applicable). Text(18) DK1234567891234545
22 OwnerID The OwnerID of the counterpart. Numeric(10) 225503
File and field description For external use
Functional 30 November 2015 Page 78 of 93
52 UPDATEDCOUNTERPARTS This report provides details of all Counterparts that were updated on the given report date. Reports can be requested historically.
Default file name: UpdatedCounterparts_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATA TYPE EXAMPLE
1 OwnerName The owner name of the counterpart. Text(50) WLC name
2 CounterpartID Unique Saxo Bank ID for the counterpart who owns the account.
Numeric(10) 1234567
3 CounterpartName Name of the counterpart who owns the account.
Text(200) 123JaneDoe
4 MarginCallProfile The margin call profile of the counterpart. Text(32) PARTNER NONE
5 MarginRequirementProfile The margin requirement profile of the counterpart.
Text(24) Saxo Bank no collateral
6 SwissBrokerIntroduced Is the counterpart introduced by a Swiss broker? (0=No, 1=Yes)
Numeric(1) 0
7 SwissStampDutyExempt Is the counterpart exempt from Swiss stamp duty. (0=No, 1=Yes). Note: This flag only applies to Swiss residents.
Numeric(1) 1
8 SwissResidency Is the counterpart a Swiss resident? (0=No, 1=Yes)
Numeric(1) 1
9 BaseCurrency The counterpart's base currency. Text(3) GBP
10 EMailAddress The registered e-mail address for the counterpart.
Text(40) [email protected]
11 UpdateTime Data and time when the update to the counterpart was registered.
Time(17) 20140619 15:53:09
12 UpdatedBy Who updated the counterpart? Text(30) SEMS
13 WithholdTaxProfile The withholding tax profile of the counterpart. Text(50) No Tax
14 ReliefAtSource Client eligible for withholding tax relief at source. 1 = Yes. 0 = No.
Numeric(10) 0
15 TaxCountry Tax domicile. Text(50) Portugal
16 ReliefAtSourceDocumentationType Relief at source documentation status. Text(200) Documented eligible treaty
17 ReliefAtSourceExpiryDate Expiry date of relief at source document. Numeric(200) 42735
18 CurrentPrimaryGroup Counterpart primary group. Text(50) Saxo Bank Clients
19 CurrentSecondaryGroups Counterpart secondary group. Text(1000) Stock Clients I All External CFDs
20 InterestProfile The interest profile of the counterpart. Text(200) Saxo Bank – Client profile – fixed 0.5%
21 MarginProfile The margin profile of the counterpart. Text(200) Saxo Bank no collateral
22 Active Is the given counterpart active? Yes/No. Text(3) Yes
23 OwnerID The OwnerID of the counterpart. Numeric(10) 225503
24 TradeRestrictor If TradeRestrictor = "TRUE", the counterpart is restricted to trade. If TradeRestrictor = "FALSE", then there are no restrictions.
Text(200) FALSE
File and field description For external use
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53 UPDATEDMIFIDCLASSIFICATIONS This report will show which clients have changed one or more classifications. It will only list the classifications that have been changed.
The included classifications are those as defined by the EU Markets in Financial Instruments Directive: Retail, Professional and Eligible Counterpart.
Default file name: UpdatedMiFIDClassifications_DD-MM-YYYY
Period type: Daily, Weekly, Monthly, Quarterly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 ReportingDate The Working Date where this snapshot is from Date(8)
2 OwnerName Name of the counterpart owner Text(200) WLC name
3 CounterpartID Unique Saxo Bank ID for the counterpart owning the account Numeric(10) 5262071
4 CounterpartName Name of the counterpart owning the account Text(200) 123JaneDoe
5 UpdateTime Data and time when the update to classifications were registered Time(17)
6 UpdatedBy Who updated the classifications? Text(30)
7 Overall The overall level classification of the client Text(200)
8 FxSpot The client’s product classification for FX Spot Text(200)
9 FxForwards The client’s product classification for FX Forwards Text(200)
10 FxOptions The client’s product classification for FX Options Text(200) 11 Futures The client’s product classification for futures Text(200)
12 Options The client’s product classification for options Text(200)
13 CFDs The client’s product classification for CFDs Text(200) 14 Stocks The client’s product classification for stocks Text(200)
15 Bonds The client’s product classification for bonds Text(200)
16 ManagedFunds The client’s product classification for managed funds Text(200)
File and field description For external use
Functional 30 November 2015 Page 80 of 93
54 WLPCOMMISSIONSEXTENDED The file provides a trade-by-trade, account-by-account breakdown of all commissions/income received by the Institutional Client on any given day.
Default file name: WLPCommissionsExtended _000000 _DD-MM-YYYY (000000 is the identifier of the Institutional Client.
Period type: Monthly, Upon Request
Periodic: Yes
Historical: Yes
NO NAME DESCRIPTION DATATYPE EXAMPLE
1 CommissionAccount Account number for the account where the commission is credited
Text(16) 1234/COMMEUR
2 CommissionPartnerAccountKey
Optional identifier chosen by the White Label Text(30)
3 Currency Currency for the commission account Text(3) EUR
4 AccountID Unique Saxo Bank Account number Text(16) 12345/WLC123 5 PartnerAccountKey Optional account identifier chosen by the White Label Text(30) MyCRMID123
6 AccountName Name/description of the account Text(50) MyCRMID123 – Account1
7 CommissionGroup The name of the commission group Text(200) Retail
8 Type Text describing the type of commission booking Text(128) Commission
9 BackOfficeID Unique Saxo Bank position ID within Saxo Bank Back Office system
Numeric 416466327
10 FrontOfficeID Unique Saxo Bank FrontOffice Order ID Numeric(10 265418900
11 ContractType Contract type for the trade Text(50) CFD
12 InstrumentCode The unique Saxo Bank alphanumeric code of the instrument Text(15) AAPL:xnas
13 InstrumentName Instrument name for the traded instrument Text(128) Apple Inc.
14 InstrumentCurrency The currency of the instrument Text(3) USD
15 OptionSubType Stock Option, Future Option or Stock Index Option Text(200) Stock Option 16 TradeDate The date of trade execution Date8) 20100623
17 ValueDate Value date of the booking Date(8) 20100623
18 BuySell Buy/Sell from account point of view Text(2) B
19 Contracts Number of contracts traded Decimal(19) 20
20 ClientPrice Client Traded Price Decimal(19) 0.014
21 PartnerPrice Partner Traded Price Decimal(19) 0.014
22 PriceDifferenceShare ClientPrice – PartnerPrice. The difference between ClientPrice and PartnerPrice
Decimal(19) 0
23 ConversionRateMarkup
Conversion rate used to convert the PricedifferenceShare into Commission’s Account Currency
Decimal(19) 0.709855
24 PriceDifferenceShareAccountCurrency
PriceDifferenceShare in Commission Account Currency Decimal(19) 0
25 ClientCommission Commission paid by the client, (outside the spread) Decimal(19) 25 26 PartnerCommission Commission paid by the Partner for the trade Decimal(19) 15
27 CommissionDifferenceShare
ClientCommission – PartnerCommission. Difference between ClientCommission and PartnerCommission
Decimal(19) 10
28 ConversionRateCommission
Conversion rate used to convert CommissionDifferenceShare into Commission’s Account Currency
Decimal(19) 0.709855
29 CommissionDifferenceShareAccountCurrency
The converted CommissionDifferenceShare booked into the commission account
Decimal(19) 7.1
30 ExchangeFee Cost related to Exchange Fees Decimal(19) -1.42
31 TotalAmount Total commission for the trade in account currency Decimal(19) 7.1
32 Sum Sum (only used in summation lines) in account currency Decimal(19) 0
File and field description For external use
Functional 30 November 2015 Page 81 of 93
55 FIXED FIELD VALUES As mentioned in the relevant field descriptions, some fields have a fixed set of values which can be populated in the field. This section provides descriptions of each of the fixed sets of values.
55.1 BKAMOUNTTYPE
This table contains the Bookkeeping Amount Types which can appear in the End of Day files.
Referred to from the following files:
• BondCoupons
• BookkeeepingCash
• BookkeepingRolling
• ProjectAmounts
BKAMOUNTTYPEID BKAMOUNTTYPE DESCRIPTION
1 P/L Realised profit or loss amount related to closing of a position
2 Share Amount The Booking due to buying or selling a share
4 Commission Commission Paid by the trading customer
6 Settled Amount For customer trading FX Settlement, the resulting bookings from a Trade
10 CFD Finance CFD Finance amount paid or received
12 Premium Premium on OTC Options
19 Realised Swap Overnight costs related to keeping an FX Position open overnight, (mutually exclusive to 20)
20 Japanese Swap Overnight costs related to keeping an FX Position open overnight, (mutually exclusive to 19)
21 Partner Commission Trading income for Saxo Bank Partners
22 FX T/N Commission FX Tom Next income for Saxo Bank Partners
23 P/L Commission Profit and Loss income for Saxo Bank Partners
24 Unrealized P/L Commission Unrealized Profit and loss income for Saxo Bank Partners
25 Cancel Unrealized P/L Commission
Cancel of 24
26 Currency Cut Commission Conversion income for Saxo Bank Partners
29 Service Billing Amounts Cost related to Price feed / live data costs
30 Exchange Fee Cost related to Exchange fees
31 Tax Not in use
32 Management Fee Commission
Not in use
33 Management Fixed Fee Commission
Not in use
34 Performance Fee Commission Not in use
39 Stamp Duty Stamp fee
40 Exchange Fee Commission Exchange fees absorbed by the White Label
41 Tax Commission Swiss Stamp Duty amount received by WLC from WLC client. Counterpost as 157 or 158
45 Interest Interest amount paid or received
46 Partner/Client Interest Interest amount paid/received by the WLC. Counterpost as 47
47 Client Interest Interest amount paid/received by the WLC client. Counterpost as 46
51 Cancel Interest Cancel of 45
52 Cancel Partner/Client Interest Cancel of 46
53 Cancel Client Interest Cancel of 47
54 Withholding Tax Not in use
55 Corporate Actions - Withholding Tax
Withholding Tax on Corporate Actions
56 Corporate Actions - Cash Dividends
Cash Dividend resulting from Corporate Actions
57 Corporate Actions - Fractions Fraction compensation received from a corporate action, for example in a dividend option or stock split
58 Corporate Actions - Cash Compensation
Cash compensation received in a corporate action, for example merger or tender offer.
File and field description For external use
Functional 30 November 2015 Page 82 of 93
66 Benchmark Earnings Commission
BME Commission
67 Withholding Tax Interests Withholding Tax on Interests
69 Partner CFD Finance CFD Finance amount paid/received by the WLC. Counterpost as 71
71 Client CFD Finance CFD Finance amount paid/received by the WLC client. Counterpost as 69
73 Cancel CFD Finance Cancel of 10
74 Cancel Client CFD Finance Cancel of 71
75 Cancel Partner CFD Finance Cancel of 69
76 Cash Amount Cash bookings including transactions from/to customers and bookings between omnibus accounts
77 Account Management Fee Account management Fee
78 Account Management Fee Share
Account management Fee on shares
79 Corporate Actions - Franked Amount
Franked Amounts resulting from a cash dividend in an Australian instrument where dividend classified as franked.
80 Cash adjustments Webtrader Not in use
81 Manual Correction Amount Amount resulting from a manual correction. Share Transfers are booked as Manual Correction amount. Ad hoc fees booked manually by Saxo Bank are booked as Manual Correction amounts.
83 Withholding Tax for CFD Finance
The Withholding Tax for CFD Finance
89 Bond Traded Value Amount Booked amount due to trading a bond, (based on clean price)
90 Bond Accrued Interest Booked Bond trade interest amount
91 Bond Coupon Interest Bond Coupon interest booking
93 Mark-up/down Income Mark-up’s or down’s on income
94 Bond Withholding Tax (Broker) Market charged Tax on coupons
95 Bond Drawn Amount Particular to DKK Bonds, partial "redemption" on the held Bonds
96 Bond Maturity Amount Amount related to an expiry of a Bond
97 Cancel Bond Coupon Interest Cancel of 91
98 Cancel Bond Withholding Tax (Broker)
Cancel of 94
103 Borrowing Cost Borrowing cost amount paid or received
104 Client Borrowing Cost Borrowing cost amount paid/received by the WLC customer. Counterpost as 105
105 Partner Borrowing Cost Borrowing cost amount paid/received by the WLC. Counterpost as 104
106 Bond Withholding Tax Coupons
Bonds Coupons Withholding Tax
107 Bond Withholding Tax Accrued Interest
Bonds Accrued Interest Withholding Tax
108 Cancel Bond Withholding Tax Coupons
Cancel of 106
109 Partner Swap Price Commission
Commission generated from swap markup
113 Write-Off Write-off on a customer's account
114 Service Billing Commission Service Billing Comission
115 MoneyManager Management Fee
Management fee charged to the account
116 MoneyManager Management Partner Fee
Management fee going to the commission account of the Money Manager
117 MoneyManager Performance Fee
Performance fee charged to the account
118 MoneyManager Performance Partner Fee
Performance fee going to the commission account of the Money Manager
119 Custody Fee Custody fee amount paid by client to Saxo Bank
120 Cancel Custody Fee Cancel of 119
121 Share Transfer Fee Not in use
122 Cancel Share Transfer Fee Cancel of 121
123 VAT VAT amount paid by client to Saxo Bank
124 Discount not in use Not in use
125 VAT Partner VAT amount received by WLC from WLC client. Counterpost as 159
126 VAT on Fee Client VAT amount paid by WLC client to WLC. Counterpost as 194
127 MoneyManager Management Corrected Management fee charged to the account
File and field description For external use
Functional 30 November 2015 Page 83 of 93
Fee Correction
128 MoneyManager Management Partner Fee Correction
Corrected Management fee going to the commission account of the Money Manager
129 MoneyManager Performance Fee Correction
Corrected Performance fee charged to the account
130 MoneyManager Performance Partner Fee Correction
Corrected Performance fee going to the commission account of the Money Manager
131 Managed Funds Traded Value Value of the traded Managed Funds
133 MoneyManager Flat Fee Flat fee charged to the account
134 MoneyManager Flat Fee Correction
Corrected Flat fee charged to the account
135 MoneyManager Flat Partner Fee
Flat fee going to the commission account of the Money Manager
136 MoneyManager Flat Partner Fee Correction
Corrected Flat fee going to the commission account of the Money Manager
137 Corporate Actions - Withholding Tax Collections
Collection of tax related to customers subject to French residential tax on dividends
138 Final Withholding Tax Final Withholding Tax
139 Custody Fee Commission not in use
Not in use
140 Cancel Custody Fee Commission not in use
Not in use
141 Final Withholding Tax Partner Final Withholding Tax for partner
142 Client Custody Fee Custody fee amount paid by WLC client to WLC
143 Cancel Client Custody Fee Cancel of 142
144 Partner/Client Custody Fee Custody fee amount received by WLC from WLC client
145 Cancel Partner/Client Custody Fee
Cancel of 145
146 MoneyManager Investment Advisor Fee
Management fee that is charged to the account, but this fee is charged by the investment advisor
147 MoneyManager Investment Advisor Fee Correction
Correction to 146
148 MoneyManager Partner Investment Advisor Fee
Management Fee that is allocated to the Investment Advisor’s Commission account.
149 MoneyManager Partner Investment Advisor Fee Correction
Correction 148
150 MoneyManager Securities Platform Fee
Management fee that is charged to the account, but this fee is charged by the provider of the platform (eg. WLC)
151 MoneyManager Securities Platform Fee Correction
Correction of 150
152 MoneyManager Partner Securities Platform Fee
Management Fee that is allocated to the White label or provider of the platform
153 MoneyManager Partner Securities Platform Fee Correction
Correction of 152
154 UK Stamp Duty UK Stamp Duty charged to the customer
155 UK PTM Levy UK PTM Levy charged to the customer
156 Irish Stamp Duty Irish Stamp Duty charged to the customer
157 Swiss Stamp Duty Domestic Swiss Stamp Duty Domestic charged to the customer
158 Swiss Stamp Duty Foreign Swiss Stamp Duty Foreign charged to the customer
159 VAT on Commission VAT on Commission amount paid by WLC client to WLC. Counterpost as 125
160 Singapore Clearing Fee Singapore Clearing Fee charged to the customer
161 Hong Kong Stamp Duty Hong Kong Stamp Duty charged to the customer
162 Greek Sales Tax Greek Sales Tax charged to the customer
163 SA Securities Transfer Tax South Africa Securities Transfer Tax charged to the customer
164 French Financial Transaction Tax
French Financial Tax charged to the customer
165 Italian Financial Transaction Tax
Italian Financial Transaction Tax charged to the customer
166 Cancel VAT Cancel 123
167 Cancel VAT WLC Partner Cancel 125
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168 Cancel VAT WLC Client Cancel 126
169 Irish ITP Levy Irish ITP Levy
170 Corporate Actions – Fee Fee associated with a booking of corporate action
171 EU Withholding Tax Interest EU Withholding Tax on Interest
172 Swiss Withholding Tax Interest Swiss Witholding Tax on Interest
173 EU Withholding Tax for CFD Finance
EU Withholding Tax on CFD Finance
174 Swiss Withholding Tax for CFD Finance
Swiss Withholding Tax on CFD Finacne
175 Bond EU Withholding Tax Accrued Interest
Bond EU Withholding Tax on Accrued Interest
176 Bond EU Withholding Tax Coupons
Bond EU Withholding Tax on Coupons
177 Cancel Bond EU Withholding Tax Coupons
Cancel 176
178 EU Withholding Tax on Capital Gain P/L
EU Withholding Tax on Capital Gain P/L
179 EU Withholding Tax on Dividends
EU Withholding Tax on Dividends
180 Adhoc Booking Client to client bookings or external bookings
181 ContractOptionEqualizationPayment
In case of a contract adjustment, rounding could cause value differences compared to the original contract. Although announced upfront by the exchange, the exact amount of the equalization payment is often defined on ex-day.
182 ContractOptionCashInLieu Some exchanges will support a fractional contract size where in general on final settlement of the option, the fractional part is settled in cash.
183 External Client Interest Client interest not generated by BO
184 External Partner/Client Interest Partner/Client interest not generated by BO
185 External Client PAL Tax Client Pension Tax
186 External Partner/Client PAL Tax
Partner/Client Pension Tax
187 Saxo Stamp Duty Tax Internal Use
188 Inactivity Fee Fee due to inactivity – Not traded for 180 days on account
189 Cancel Inactivity Fee Cancel of 188
190 Client Inactivity Fee Client Inactivity Fee paid by WLC client to WLC – Not traded for 180 days on account
191 Cancel Client Inactivity Fee Cancel of 190
192 Partner/Client Inactivity Fee Partner/Client Inactivity Fee received by WLC from WLC client
193 Cancel Partner/Client Inactivity Fee
Cancel of 192
194 VAT on Fee Partner VAT amount received by WLC from WLC client. Counterpost as 126
195 DvP Cash Cash amount exchanged with other custodian as part of settlement of a DVP transaction in stock or bond
196 Corporate Actions - Interest Corporate action cash distribusiotns resulting from interest.
55.2 BOND TRADETYPE
This table contains the Bond TradeTypes which can appear in the End of Day files.
Referred to from the following files:
• BondTradesExecuted
TYPE DESCRIPTION
Order Commander Trade origination from the execution of a pending order
Normal Client executed trade
Averaging The result of several positions in the same instrument being netted into one
Trade Correction Manual modification of the original trade BondMaturity Trade originating from the maturity of a bond
BondDrawing Trade originating from the drawing of a bond
Security Transfer Portfolio transfer to or from Saxo Bank
Position Correction Manual modification of the original position
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55.3 CAEVENTTYPE
This table contains the CAEvenTypes which can appear in the End of Day files.
Referred to from the following files:
• ShareTradesExecuted
• CFDTradesExecuted
EVENTTYPE EVENT DESCRIPTION
10 Cash Dividend A part of a company’s profit paid out to shareholders 11 Dividend Option The shareholders can choose between stock- or cash dividend
34 Interest Used for CA events being cash distributions on South African REIT securities
60 Reverse Stock Split Decrease of amount of shares. The price per share will increase equivalent
62 Call on Rights First a Right Distribution is booked. When the rights have stopped trading, share clients receive a call on rights in which they are asked what they want to use their rights for
67 Spin-Off
A part- or a subsidiary of a company is spun off. The holders will receive additional securities in another instrument. The original shares will drop in value and together with the holders new shares they will have the same value for the holder as before the Spin Off
70 Stock Dividend Holder receiving additional shares to those already held, in the same security
90 Pari Passu Assimilation from a temporary line to an ordinary line. 132 Stock Split Increase of amount of shares. The price per share will drop equivalent
136 Merger - Mandatory Shareholders will receive new securities in the acquiring company and/or cash in surrender for their original shares. The total value of the holder’s position should be the same after the merger as before
150 Bonus Issue The holder will receive an amount of additional shares based on the size of his original position. The price per share will drop equivalent
184 Merger Shareholders will receive new securities in the acquiring company and/or cash in surrender for their original shares. The total value of the holder’s position should be the same after the merger as before
200 Dividend Reinvestment
Dividend reinvestments are per default the cash payment of a dividend to the shareholder per share held, however, the shareholder will be given the option to elect to receive securities proportional to the shares held. Client eligible for cash will receive payment on Pay date based on the holdings as one day prior to the Ex-date. Clients electing to receive stocks will receive these based on the Dividend Reinvestment Rate at Pay Date.
213 Exchange Offer An offer made by a company to give one security in return for another security or cash. This is a voluntary event.
215 Priority issue
An Offer by an Issuer to the existing shareholders and the public to purchase additional shares in the issuer. Existing shareholders are given priority to apply over members of the public. The Offer to purchase Additional shares are not transferable or renounceable.
217 Tender Offer An offer from a company to take over the clients shares for cash. Only relevant for cash stocks
229 Rights Distribution
A company is offering, for a price to subscribe for new shares. In a rights distribution, clients will be given rights for free at which they can choose to exercise at a price into the mother line. Normally the price would fall as a result of a rights distribution
254 Decrease in value Decrease in value is a cash payment of to the shareholder per share held. Decrease in values is booked on pay date based on the holdings as one day prior to the Ex-date.
258 Capital Gains Distribution Capital Gains Distribution is a cash payment of to the shareholder per share held. Capital Gains Distributions are booked on pay date based on the holdings as one day prior to the Ex-date.
265 Exercise Warrant The exchange of one security (the warrant) for another security, involving the client paying an exercise cost by a specified deadline.
267 Liquidation The removal of a position in a liquidated company and the distribution of any liquidation proceeds or new shares if applicable
272 Share Premium Share Premium is a cash payment of to the shareholder per share held. Share Premiums are booked on pay date based on the holdings as one day prior to the Ex-date.
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55.4 CFDCLOSEDPOSITIONTYPE
This table contains the CFD ClosedPositionTypes which can appear in the End of Day files.
Referred to from the following files:
• CFDClosedPositions
TYPE DESCRIPTION
Averaged The result of several positions in the same instrument being netted into one
Trade A trade which is not Averaged
55.5 CFD TRADETYPE
This table contains the CFD TradeTypes which can appear in the End of Day files.
Referred to from the following files:
• CFDFinance
• CFDTradesExecuted
TYPE DESCRIPTION
AllocationService Trade originating from a Trade Allocation via TradeAllocation Tool
Averaging The result of several positions in the same instrument being netted into one
Corporate Action Tool Trades Originating from a Corporate Action, e.g. Stock Split
Margin Service Trades resulting from a Margin Stop out
Mobile Trader Trades done directly through the mobile trader
Normal Trades done via the Desktop Trader (this is the default)
Open Order Monitor Trade origination from the execution of a pending order
Order Commander Trade origination from the execution of a pending order
Position Correction Manual modification of the original position
SmartPhoneTrader Trades done directly through the SmartPhoneTrader
Stop Out Trades resulting from a Margin Stop out
Trade Correction Manual modification of the original trade
UIC Change Position Move When an exchange traded instrument has a change of ISIN or moves to another exchange Web Trader2 Trades done directly through the Web trader
B2B Server Trades resulting from API trading
55.6 ETO TRADETYPE
This table contains the ETO TradeTypes which can appear in the End of Day files.
Referred to from the following files:
• ETOTradesExecuted
TYPE DESCRIPTION
AutoAssignment Trades originating when option expires in the money and thus client holding short option is assigned via system flows
Exercise Trade origination from the exercise of an Contract Option triggered by client
Normal Trades done via Desktop Trader (this is the default)
AutoExercise Trade origination from the exercise of an Contract Option triggered by system when options expire In The Money
Assignment Trades originating when option is exercised in the money thus client holding short option is assigned via manual operations
Stop Out Trades resulting from a Margin Stop Out
Postion Correction Manual modification of the original position
Trade Correction Manual modification of the original trade
Corporate Action Tool Trades originating from a Corporate Action option adjustment
Expiry Trades resulting from an expired worthless option
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55.7 ETO OPTIONSSUBTYPE
This table contains the ETO SubTypes which can appear in the End of Day files.
Referred to from the following files:
• ETOOpenPositions
TYPE DESCRIPTION
Put Holder has the right to sell (if long option) or obligation to buy(if short and gets assigned) the underlying instrument at a specified price (Strike)
Call Holder has the right to buy(if long option) or obligation to sell(if short and gets assigned) the underlying instrument at a specified price (Strike)
55.8 FORWARDTYPE
This table contains the ForwardTypes which can appear in the End of Day files.
Referred to from the following files:
• SwapPositionFX
TYPE DESCRIPTION
Normal forward Value date and OpenPrice Adjustment
Japanese T/N Value Date Adjustment and realization of Swappoints
55.9 FUTURES CLOSEDPOSITIONTYPE
This table contains the Futures ClosedPositionTypes which can appear in the End of Day files.
Referred to from the following files:
• FuturesClosedPositions
TYPE DESCRIPTION
Averaged The result of several positions in the same instrument being netted into one
Trade A trade which is not Averaged
55.10 FUTURES TRADETYPE
This table contains the Futures TradeTypes which can appear in the End of Day files.
Referred to from the following files:
• FuturesTradesExecuted
TYPE DESCRIPTION
Front Arena Trades Resulting from the Exercise of a Contract Option
Futures Expiry Trades resulting from a futures expiry
Margin Service Trades resulting from a Margin Stop Out Mobile Trader Trades done directly through the mobile trader
Normal Trades done via the Desktop Trader (this is the default)
Order Commander Trade origination from the execution of a pending order
Position Correction Manual modification of the original position
SmartPhoneTrader Trades done directly through the SmartPhoneTrader
Stop Out Trades resulting from a Margin Stop Out
Trade Correction Manual modification of the original trade Web Trader2 Trades done directly through the Web trader
B2B Server Trades resulting from API trading
AllocationService Trade originating from a Trade Allocation via TradeAllocation Tool
TabletTrader Trades done directly through the TabletTrader
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55.11 FX CLOSEDPOSITIONTYPE
This table contains the FX ClosedPositionTypes which can appear in the End of Day files.
Referred to from the following files:
• FXClosedPositions
TYPE DESCRIPTION
Manually Settled Trades resulting from a manually settled trade done by Saxo Bank
Trade A trade which is not Averaged
Averaged The result of several positions in the same instrument being netted into one
55.12 FX OPTION OPTIONTYPE
This table contains the FX Option Types which can appear in the End of Day files.
Referred to from the following files:
• FXOptionClosedPositions
• FXOptionOpenPositions
• FXOptionTradesExecuted
TYPE DESCRIPTION
Vanilla Option A vanilla (European) FX option trade with a strike and expiry One-Touch A barrier option that pays out if spot reaches the barrier before expiry
No-Touch A barrier option that pays out if spot does not reach the barrier before expiry
55.13 FX OPTION OPTIONSUBTYPE
This table contains the FX Option SubTypes which can appear in the End of Day files.
Referred to from the following files:
• FXOptionClosedPositions
• FXOptionOpenPositions
• FXOptionTradesExecuted
TYPE DESCRIPTION
Call A vanilla option that gives the right to buy at the strike price at expiry
Put A vanilla option that gives the right to sell at the strike price at expiry
55.14 FX OPTION TRADETYPE
This table contains the FX Option TradeTypes which can appear in the End of Day files.
Referred to from the following files:
• FXOptionTradesExecuted
TYPE DESCRIPTION
Barrier Event Trades resulting from a barrier event
Barrier Monitor Trades resulting from a barrier event
Margin Service Trades resulting from a Stop Out
Mobile Trader Trades done directly through the mobile trader
Normal Trades done via the Desktop Trader (this is the default)
Option Exersize Trade origination from the exercise of an FX Option Position Correction Manual modification of the original position
SmartPhoneTrader Trades done directly through the SmartPhoneTrader
Web Trader2 Trades done directly through the Web trader
Order Commander Trade origination from the execution of a pending order AllocationService Trade originating from a Trade Allocation via TradeAllocation Tool
Trade Correction Manual modification of the original trade
TabletTrader Trades done directly through the TabletTrader
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Open Order Monitor Trades resulting from the execution of a pending order
55.15 FX OPTIONS CLOSEDPOSITIONTYPE
This table contains the FX Options ClosedPositionTypes which can appear in the End of Day files.
Referred to from the following files:
• FXOptionClosedPositions
TYPE DESCRIPTION
Exercised Trade closed by an exercise of an FX Option
Expired Trade closed by an expiry of an FX Option
Touched Barrier is touched and the FX Option gets closed ahead of expiry time Trade The trade of an FX Option
55.16 FX TRADETYPE
This table contains the FX TradeTypes which can appear in the End of Day files.
Referred to from the following files:
• FXTradesExecuted
TYPE DESCRIPTION
AllocationService Trade originating from a Trade Allocation via TradeAllocation Tool
Averaging The result of several positions in the same instrument being netted into one Corporate Action Tool Trade originating from a Corporate Action, e.g. Stock Split
Cash Swap Rolling forward cash swaps booking full CCY amounts the respective clients settlement cash account.
Margin Service Trades resulting from a Margin Stop Out
Mobile Trader Trades done directly through the mobile trader
Normal Trades done via the Desktop Trader (this is the default)
Open Order Monitor Trade origination from the execution of a pending order
Order Commander Trade origination from the execution of a pending order Position Correction Manual modification of the original position
SmartPhoneTrader Trades done directly through the SmartPhoneTrader
Stop Out Trades resulting from a Margin Stop Out
Trade Correction Trades resulting from Saxo Direct API trading SaxoDirect Trades resulting from API trading – But not through Market Factory
Settlement Trade Generation Not in use
SaxoPrime Trades resulting from Saxo Prime API trading
TabletTrader Trades done directly through the TabletTrader
Option Exersize Trade generated by the exercise of an option
Web Trader2 Trades done directly through the WebTrader
55.17 INTEREST TYPE
This table contains the Interest Types which can appear in the End of Day files.
Referred to from the following files:
• Interest
• InterestAmount
TYPE DESCRIPTION
Interest Net Free Interest calculations
CFD Interest CFD interest based on overnight CFD Equity positions
Floating Interest calculations are based on the markup/down over the prevailing Bid/Ask Rates
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55.18 SETTLEMENTPRICESOURCE
This table contains the source of the settlement price which can appear in the End of Day files.
Referred to from the following files:
• FuturesOpenPositions
TYPE DESCRIPTION
Settlement Price EOD rate is based on the Exchange Settlement Price
Closing Price In the absence of a settlement price, we will use the Closing Price
Last Traded Price The last traded price of the instrument. Used in the absence of Closing price
55.19 SHARE CLOSEDPOSITIONTYPE
This table contains the Share ClosedPositionTypes which can appear in the End of Day files.
Referred to from the following files:
• ShareClosedPositions
TYPE DESCRIPTION
Trade A trade which is not Averaged
Averaged The result of several positions in the same instrument being netted into one
55.20 SHARE TRADETYPE
This table contains the Share TradeTypes which can appear in the End of Day files.
Referred to from the following files:
• ShareTradesExecuted
TYPE DESCRIPTION
Mobile Trader Trades done directly through the mobile trader
Web Trader2 Trades done directly through the Web trader
Normal Trades done via the Desktop Trader (this is the default)
Desk commander Trades that originate from orders and are thus executed by the Order Monitor
Margin Service Trades resulting from a Margin Stop Out
UIC Change position Move When an exchange traded instrument has a change of ISIN or moves to another exchange
Security Transfer Portfolio transfer to or from Saxo Bank Trade Correction Manual modification of the original trade
Corporate Action Tool Trade Originating from a Corporate Action, e.g. Stock Split
Order Commander Trade origination from the execution of a pending order
B2B Server Trades resulting from API trading AllocationService Trade originating from a Trade Allocation via TradeAllocation Tool
Position Correction Manual modification of the original position
TabletTrader Trades done directly through the TabletTrader
Averaging The result of several positions in the same instrument being netted into one
SmartPhoneTrader Trades done directly through the SmartPhoneTrader
55.21 TRADEALLOCATION
This table contains the Trade Allocation types which can appear in the End of Day files.
Referred to from the following files:
• BondsTradesExecuted
• CFDTradesExecuted
• ContractOptionTradesExecuted
• FuturesTradesExecuted
• FXOptionsTradesExecuted
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• FXTradesExecuted
• ShareTradesExecuted
TYPE DESCRIPTION
Allocation Part of the allocation of the Root Trade
No Trade is not part of an Allocation
BlockTrade An allocation trade entering the allocation account for further allocation (from market to Trading Account)
RootTrade An allocation trade leaving the allocation account for further allocation from block trading account to sub accounts)
55.22 ORDER ACTIVITY TRANSACTIONTYPE
This table contains the Order Activity Transaction Types which can appear in the End of Day files.
Referred to from the following files:
• OrderActivity
TYPE DESCRIPTION
Aditional Execution Any partial fil wil be reported as Aditional Execution
Cancel Order The cancelling of an order
Change Order The modification of one or more of the parameters of an existing order
Execution The execution of an order, resulting in a trade
Expire Order The cancelling of an order due to expiry of its validity
Order Now Working The activation of a previously inactive order
Place Not Working Order The placement of an inactive order
Place Order The placement of an active order
55.23 BORROWING COST AMOUNT TRANSACTIONTYPE
This table contains the Borrowing Cost Transaction Types which can appear in the End of Day files.
Referred to from the following files:
• BorrowingcostAmounts
TYPE DESCRIPTION
Borrowing Cost The booking of the borrowing cost calculation between Saxo Bank and the White Label Client
Client Borrowing Cost The booking of the borrowing cost calculation between the White Label Client and the subaccounts
55.24 CFD FINANCE AMOUNT TRANSACTIONTYPE
This table contains the Borrowing Cost Transaction Types which can appear in the End of Day files.
Referred to from the following files:
• CFDFinanceAmounts
TYPE DESCRIPTION
CFD Finance The booking of the CFD Finance calculation between Saxo Bank and the White Label Client
Client CFD Finance The booking of the CFD Finance calculation between the White Label Client and the subaccounts
55.25 CUSTODY FEE CALCULATION TRANSACTIONTYPE
This table contains the Custody Fee Falculation Transaction Types which can appear in the End of Day files.
Referred to from the following files:
• CustodyFeeCalculationDetails
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TYPE DESCRIPTION
Client Custody Fee Custody fee amount paid by WLC client to WLC. Custody Fee Custody fee amount paid by client to Saxo Bank.
Partner/Client Custody Fee Custody fee amount received by WLC from WLC client.
VAT VAT amount paid by client to Saxo Bank.
VAT on Fee Client VAT amount paid by WLC client to WLC.
VAT on Fee Partner VAT amount received by WLC from WLC client.
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56 VARIABLE FIELD VALUES All fields related to product and instrument lists can change on a daily basis. Saxo Bank Group updates its instrument database with new, changed and deleted products every day.
• Instrument
• InstrumentISIN
• InstrumentType
• ISINCode
• Products
• Sector
It is not possible for Saxo Bank Group to provide files with the updates on a daily basis.