Product Sheets

The Product Sheet is a synthetic document that include the most important statistic information and the most representatives Key Risk Indicators for each financial instrument. 

The service provided by AUGEOS offer search functions of financial tools through the “Search Engine” and Product sheets in PDF format via WebService

Report structure

The datasheet is structured in different section, organized in a smart way in order to semplify its consulting.

The sections include:

  1. Descriptive noteit contains the main information of the financial instrument. For example for a bond it provides a description, issuer, currency, frequency of coupon payments, interest rate or index, terms of repayment,...


 

  1. Risk levels of the instrument.  It contains general information about the types of risk for each instrument (issuer risk, liquidity, interest rate, early repayment, etc ...).


 

  1. Rating. It contains information about the instrument rating and/or the issuer.


 

  1. Instrument features. There are specific sub-sections for each type of instrument that reports:
  1. General information: ISIN, issue date / refund, expiration date.
  2. Refund information: refund value, refund premium, presence of call/put.
  3. Coupons information: periodicity and calculation method of the coupons, cap/floor and any other data.
  4. Reference Indexes (for stocks)
  5. Information on the management company (for funds): shows the name, address and the sector.
  6. Investment policy (for funds): this note describe the fund investment policy.
  7. Possible note


 

  1. Negotation. It contains information about the markets in which the instrument is traded, indicating (where present) the best liquid market  ( for ex. FOREX).
     
  2. Performance indicators / risk profile of the instrument: depending on the type of instrument and with reference to only most liquid trading place:
  1. Yield to maturity
  2. Duration
  3. Historical Value at Risk – per gli strumenti con una serie storica
  4. Z - spread for the indication of credit risk   - only for bonds
  5. LRI for the indication of liquidity risk - only for bonds
  6. Volatility for different expiration date (for funds)
  7. Yield for different expiration date (for funds)
     


 

Safety

Communication protocol is https; standard version does not provide autentication system.

About binding is used basicHttpBinding.

Search engine

The service provides a search engine with specialized criteria for different types of financial instruments:

  • Bonds
  • Stocks
  • Sicav and ETF funds
  • Future
  • Options – only for instruments traded on italian market and Eurex
  • Warrants e CWS - only for instruments traded on italian market and Eurex

The search result provides:

  • ISIN
  • Description

The main criteria of the search engine by type of instrument are: 

Field name

Bonds

Stocks

ETF- SICAV funds

Future

Options-Warrant

Isin

yes

yes

yes

yes

yes

Emittente

yes

yes

yes

-

yes

Description

yes

yes

yes

yes

yes

Country

yes

yes

yes

-

-

Currency

yes

-

yes

-

-

Type

yes

yes

yes

yes

yes

Due Date

yes

-

-

yes

yes

Trading currency

-

yes

-

-

yes

Instrument Type

yes

-

-

-

-

Investment Type

-

-

yes

-

-

Sector

yes

yes

-

-

-

Rating

yes

-

yes

-

-

Rating Emittente

yes

yes

-

-

-

Stock market

-

yes

-

-

-

Underlying

-

-

-

yes

yes

ISIN Underlying

-

-

-

yes

yes

Underlying type

-

-

-

-

yes

Option type

-

-

-

-

yes

Tipo Esercizio

-

-

-

-

yes

Strike

-

-

-

-

yes

Market

-

-

-

-

yes

Annual rate

yes

-

-

-

-

YTM

yes

-

-

-

-

Duration MC

yes

-

-

-

-

Var

yes

-

-

-

-

Z-Spread

yes

-

-

-

-

LRI

yes

-

-

-

-

Volatility

-

-

yes

-

-

Yeld

-

-

yes

-

-


Coverage

The number and type of instruments, to date, is:
 

Type

N.

Bonds

530’000

Stocks

65’000

Sicav and ETF funds

270’000

Future 

450

Options

Warrants and CWS

only for instruments traded on italian market and Eurex

423’000