Murex · Schema

Murex Position

Represents a portfolio position in the Murex MX.3 platform, including market value, P&L, and risk attributes for a specific instrument holding within a portfolio or book.

Capital MarketsEnterprise SoftwareFinancial ServicesFintechRisk ManagementTrading

Properties

Name Type Description
positionId string Unique position identifier
portfolioId string Portfolio or book identifier where the position is held
portfolioName string Portfolio display name
deskId string Trading desk identifier
deskName string Trading desk display name
instrumentId string MX.3 instrument identifier
instrumentName string Instrument display name
assetClass string Asset class classification
instrumentType string Specific instrument type
quantity number Position quantity, notional amount, or number of contracts
marketValue number Current mark-to-market value of the position
averageCost number Average cost basis of the position
unrealizedPnL number Unrealized profit or loss
realizedPnL number Cumulative realized profit or loss
accruedInterest number Accrued interest for fixed income positions
currency string Position currency in ISO 4217 format
counterparty object
tradeDate string Original trade date
valueDate string Value or settlement date
maturityDate string Maturity or expiry date
asOfDate string Position valuation date
entity string Legal entity holding the position
riskMeasures object
View JSON Schema on GitHub

JSON Schema

murex-position-schema.json Raw ↑ 
{
  "$schema": "https://json-schema.org/draft/2020-12/schema",
  "$id": "https://docs.murex.com/schemas/murex/position.json",
  "title": "Murex Position",
  "description": "Represents a portfolio position in the Murex MX.3 platform, including market value, P&L, and risk attributes for a specific instrument holding within a portfolio or book.",
  "type": "object",
  "required": ["positionId", "portfolioId", "instrumentId", "quantity", "currency", "asOfDate"],
  "properties": {
    "positionId": {
      "type": "string",
      "description": "Unique position identifier"
    },
    "portfolioId": {
      "type": "string",
      "description": "Portfolio or book identifier where the position is held"
    },
    "portfolioName": {
      "type": "string",
      "description": "Portfolio display name"
    },
    "deskId": {
      "type": "string",
      "description": "Trading desk identifier"
    },
    "deskName": {
      "type": "string",
      "description": "Trading desk display name"
    },
    "instrumentId": {
      "type": "string",
      "description": "MX.3 instrument identifier"
    },
    "instrumentName": {
      "type": "string",
      "description": "Instrument display name"
    },
    "assetClass": {
      "type": "string",
      "enum": ["FX", "IRD", "Equity", "Credit", "Commodity", "FixedIncome"],
      "description": "Asset class classification"
    },
    "instrumentType": {
      "type": "string",
      "description": "Specific instrument type"
    },
    "quantity": {
      "type": "number",
      "description": "Position quantity, notional amount, or number of contracts"
    },
    "marketValue": {
      "type": "number",
      "description": "Current mark-to-market value of the position"
    },
    "averageCost": {
      "type": "number",
      "description": "Average cost basis of the position"
    },
    "unrealizedPnL": {
      "type": "number",
      "description": "Unrealized profit or loss"
    },
    "realizedPnL": {
      "type": "number",
      "description": "Cumulative realized profit or loss"
    },
    "accruedInterest": {
      "type": "number",
      "description": "Accrued interest for fixed income positions"
    },
    "currency": {
      "type": "string",
      "pattern": "^[A-Z]{3}$",
      "description": "Position currency in ISO 4217 format"
    },
    "counterparty": {
      "$ref": "#/$defs/Counterparty"
    },
    "tradeDate": {
      "type": "string",
      "format": "date",
      "description": "Original trade date"
    },
    "valueDate": {
      "type": "string",
      "format": "date",
      "description": "Value or settlement date"
    },
    "maturityDate": {
      "type": "string",
      "format": "date",
      "description": "Maturity or expiry date"
    },
    "asOfDate": {
      "type": "string",
      "format": "date",
      "description": "Position valuation date"
    },
    "entity": {
      "type": "string",
      "description": "Legal entity holding the position"
    },
    "riskMeasures": {
      "$ref": "#/$defs/RiskMeasures"
    }
  },
  "$defs": {
    "Counterparty": {
      "type": "object",
      "description": "Counterparty to the position",
      "properties": {
        "counterpartyId": {
          "type": "string",
          "description": "Counterparty unique identifier"
        },
        "name": {
          "type": "string",
          "description": "Counterparty legal name"
        },
        "lei": {
          "type": "string",
          "pattern": "^[A-Z0-9]{20}$",
          "description": "Legal Entity Identifier"
        }
      }
    },
    "RiskMeasures": {
      "type": "object",
      "description": "Position-level risk sensitivities and measures",
      "properties": {
        "delta": {
          "type": "number",
          "description": "First-order price sensitivity"
        },
        "gamma": {
          "type": "number",
          "description": "Second-order price sensitivity"
        },
        "vega": {
          "type": "number",
          "description": "Sensitivity to implied volatility"
        },
        "theta": {
          "type": "number",
          "description": "Time decay"
        },
        "rho": {
          "type": "number",
          "description": "Sensitivity to interest rate changes"
        },
        "pv01": {
          "type": "number",
          "description": "Price value of a basis point"
        },
        "cs01": {
          "type": "number",
          "description": "Credit spread sensitivity per basis point"
        }
      }
    }
  }
}