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Bloomberg index security mapping

This mapping is used for Security Type Reference instruments (INDEX), both Indices and Interest Rates.

This mapping is used when you choose Tools → Create security → Bloomberg index.

Note: for Interest Rate indices new FA standard for security code is applied. So security code is set to: <CCY><TENOR> (note for EUR <CCY>LI/IB<TENOR> LI=Libor, IB=Euribor).

Mapping

Mapping name: mapping.bloomberg.index

Updated fields

  • Security code

  • ISIN code

  • Name

  • Trade code

  • Country

  • Type

  • Currency

  • Tenor

  • Tag Reference data-Bloomberg index

  • Holiday calendar

  • Update code # (enabled field)

  • Sub-type

  • Multiplier

  • Multiplier 2

  • Status

  • Key figure Bloomberg Identifier (for SEB custody report)

 

Mapping table

Row

Source field

FA field

Script

1

MARKET_SECTOR

SECNUM

 

2

 

s.type

if("[SECNUM]"=="10") {    output='S';} else {    output='T';}

3

INDX_UNITS

s.multiplier

switch("[INDX_UNITS]")
{
case "Yield /Ask":
output=100
break
case "Rate":
output=100
break
default:
output=1
break
};

4

 

s.multiplierView

output="[s.multiplier]"

5

 

s.subType

if(("[INDX_UNITS]"=="Yield /Ask")||("[INDX_UNITS]"=="Yield /Bid")||("[INDX_UNITS]"=="Yield /Bid /Ask")||("[INDX_UNITS]"=="Rate"))
{
output='TR'
}
else
{
output='TI'
}
;

6

ID_ISIN

s.isinCode

 

7

TICKER

TIC

 

8

CRNCY

s.currency

 

9

ID_BB_GLOBAL

s.updateCode

 

10

CALENDAR_CODE

CAL

 

11

CDR_COUNTRY_CODE

CAL

 

12

COUNTRY_ISO

s.country

if("[COUNTRY_ISO]"!="EU")
{
if("[COUNTRY_ISO]".length()==2)
{
output="[COUNTRY_ISO]"
}
else
{
output=''
}
}
else
{
output=''
};

13

 

s.holidayCalendar

switch("[CAL]")
{
case "A7":
output="AUSY"
break
case "AU":
output="AUSY"
break
case "AX":
output="AUSY"
break
case "BZ":
output="BRBD"
break
case "RI":
output="BRBD"
break
case "ML":
output="CAMO"
break
case "CA":
output="CATO"
break
case "T4":
output="CATO"
break
case "WG":
output="CATO"
break
case "#V":
output="CHZU"
break
case "BS":
output="CHZU"
break
case "CH":
output="CHZU"
break
case "S5":
output="CHZU"
break
case "SZ":
output="CHZU"
break
case "V1":
output="CHZU"
break
case "ZU":
output="CHZU"
break
case "CZ":
output="CZPR"
break
case "P1":
output="CZPR"
break
case "FA":
output="DEFR"
break
case "GE":
output="DEFR"
break
case "CP":
output="DKCO"
break
case "CP":
output="DKCO"
break
case "DE":
output="DKCO"
break
case "TE":
output="EUTA"
break
case "FI":
output="FIHE"
break
case "HE":
output="FIHE"
break
case "FR":
output="FRPA"
break
case "M9":
output="FRPA"
break
case "MT":
output="FRPA"
break
case "PA":
output="FRPA"
break
case "AP":
output="GBLO"
break
case "EN":
output="GBLO"
break
case "GB":
output="GBLO"
break
case "LM":
output="GBLO"
break
case "LS":
output="GBLO"
break
case "B8":
output="HUBU"
break
case "HU":
output="HUBU"
break
case "FX":
output="JPTO"
break
case "JN":
output="JPTO"
break
case "OK":
output="JPTO"
break
case "T2":
output="JPTO"
break
case "T3":
output="JPTO"
break
case "TK":
output="JPTO"
break
case "ME":
output="MXMC"
break
case "MX":
output="MXMC"
break
case "NO":
output="NOOS"
break
case "OS":
output="NOOS"
break
case "FD":
output="NYFD"
break
case "NY":
output="NYSE"
break
case "KD":
output="NZAU"
break
case "ND":
output="NZAU"
break
case "NZ":
output="NZAU"
break
case "WL":
output="NZWE"
break
case "PD":
output="PLWA"
break
case "PL":
output="PLWA"
break
case "O2":
output="SEST"
break
case "ST":
output="SEST"
break
case "SW":
output="SEST"
break
case "CE":
output="USNY"
break
case "M4":
output="USNY"
break
case "US":
output="USNY"
break
case "JH":
output="ZAJO"
break
case "SA":
output="ZAJO"
break
case "X1":
output="ZAJO"
break
case "ZA":
output="ZAJO"
break
default:
output='Sat/Sun'
break
}
;

14

 

s.status

output="ACTIVE";

15

 

s.tradeCode

output="[ID_BB_GLOBAL]";

16

NAME

NAM

 

17

SECURITY_NAME

s.name

if("[SECNUM]"=="10"){    output="[NAME]"}else{    output="[SECURITY_NAME]"};

18

SECURITY_TENOR_TWO

s.tenor

if("[s.subType]"=='TR')
{    
def str = "[TICKER]"    
def lgt = str.length()    
if((str.substring(lgt-1,lgt)=='M')||(str.substring(lgt-1,lgt)=='Y')||(str.substring(lgt-1,lgt)=='D')||(str.substring(lgt-1,lgt)=='W'))    
{        
if(str.substring(lgt-3,lgt-2)=='1')        
{            
output='1Y'        
}        
else        
{            
output=str.substring(lgt-2)        
}    
}    
else    
{        
def str2 = "[SECURITY_NAME]"        
def lgt2 = str2.length()        
if((str2.substring(lgt2-1,lgt2)=='M')||(str2.substring(lgt2-1,lgt2)=='Y')||(str2.substring(lgt2-1,lgt2)=='D')||(str2.substring(lgt2-1,lgt2)=='W'))                
if(str2.substring(lgt2-3,lgt2-2)=='1')            
{                
output='1Y'            
}            
else            
{                
output=str2.substring(lgt2-2)            
}    
}}
else if("[s.subType]"=='SR')
{    
output="[SECURITY_TENOR_TWO]"
};

19

 

s.tags

output="Reference data-Bloomberg index"
;

20

 

s.securityCode

if("[s.subType]"=='TR')  
{   
if("[CRNCY]"=='EUR')   
{
if("[TICKER]".substring(0,3)=='EUR')
{
output = "EURIB"+"[s.tenor]"
}
else
{
output = "EURLI"+"[s.tenor]"
}
}
else
{  
output = "[CRNCY][s.tenor]"
}       
}      
else    
{ 
output = "[TICKER]"     
}   
;                      

21

TICKER

s.keyFigures

if("[TICKER]"!='') {output="***BloombergId=2000-01-01=[TICKER]"}else {output="***"}
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