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Future on a Bond Index.xml
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<?xml version="1.0" encoding="UTF-8"?>
<Snapshot Date="2018-08-29">
<Instruments>
<Bond InstrumentId="FI0009000681" InstrumentName="Nokia Bond" IssuerId="1" IssuerName="Nokia" ISIN="DE0009000681" DurationAdjustment="0.9" FaceValue="1000" InstrumentCurrency="EUR" IsGovernmentBacked="true" CountryOfIssue="DE" Market="XHEL" MarketsListedIn="XHEL" Price="10" />
<Bond InstrumentId="GB00BH4HKS39" InstrumentName="Vodafone Group PLC Bond" IssuerId="2" IssuerName="Vodafone Group PLC" ISIN="DE0009000681" DurationAdjustment="0.9" FaceValue="1000" InstrumentCurrency="EUR" IsGovernmentBacked="true" CountryOfIssue="DE" Market="XHEL" MarketsListedIn="XHEL" Price="10" />
<Index InstrumentId="MSCI" InstrumentName="MSCI Index" Price="3120.00" InstrumentCurrency="USD">
<Component InstrumentId="FI0009000681" Weighting="0.7"/>
<Component InstrumentId="GB00BH4HKS39" Weighting="0.3"/>
</Index>
<Future InstrumentId="BondIndexFuture" InstrumentName="MSCI EAFE Future" ISIN="FUT900090001" IsCashSettled="true" Market="XHEL" MarketsListedIn="XHEL" ContractSize="100" CUSIP="123456789" CommoditySymbol="MSF" DeliveryMonth="2018-12" MaturityDate="2018-12-15" ExercisePrice="3120" Notional="2000" InstrumentCurrency="USD">
<Component InstrumentId="MSCI"/>
</Future>
</Instruments>
<Portfolios>
<Portfolio PortfolioId="9000">
<Asset AssetId="GB00BH4HKS39XHEL" AssetName="Vodafone Bond" InstrumentId="GB00BH4HKS39" Quantity="3000" SFTType="Normal"/>
<Asset AssetId="FUT900090001XHEL" AssetName="Bond Index Future" InstrumentId="BondIndexFuture" Quantity="3000" SFTType="Normal"/>
<Asset AssetId="DE0009000681XHEL" AssetName="Nokia Bond" InstrumentId="FI0009000681" Quantity="3000" SFTType="Normal"/>
</Portfolio>
</Portfolios>
</Snapshot>