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Future on an Equity Index.xml
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<?xml version="1.0" encoding="UTF-8"?>
<Snapshot Date="2018-08-29">
<Instruments>
<Equity InstrumentId="FI0009000681" InstrumentName="Nokia Equity" IssuerId="1" IssuerName="Nokia" ISIN="FI0009000681" CountryOfIssue="FI" CountryOfIncorporation="FI" TotalVotingRights="3000" ClassSharesOutstanding="1000" TotalSharesOutstanding="2000" TotalSharesInTreasury="200" MarketCap="1000" InstrumentCurrency="GBP" VotesPerShare="3" Market="XHEL" Price="10" MarketsListedIn="XHEL" />
<Equity InstrumentId="GB00BH4HKS39" InstrumentName="Vodafone Group PLC" IssuerId="2" IssuerName="Vodafone Group PLC" ISIN="GB00BH4HKS39" CountryOfIssue="GB" CountryOfIncorporation="GB" TotalVotingRights="3000" ClassSharesOutstanding="1000" TotalSharesOutstanding="2000" TotalSharesInTreasury="200" MarketCap="1000" InstrumentCurrency="GBP" VotesPerShare="3" Market="XLON" Price="10" MarketsListedIn="XLON" />
<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="MSCIEAFEFuture" 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="3000">
<Component InstrumentId="MSCI"/>
</Future>
</Instruments>
<Portfolios>
<Portfolio PortfolioId="9000">
<Asset AssetId="GB00BH4HKS39XLON" AssetName="Vodafone Equity" InstrumentId="GB00BH4HKS39" Quantity="30000" SFTType="Normal"/>
<Asset AssetId="FUT900090001XHEL" AssetName="MSCI EAFE Future" InstrumentId="MSCIEAFEFuture" Quantity="30000" SFTType="Normal"/>
<Asset AssetId="FI0009000681XHEL" AssetName="Nokia Equity" InstrumentId="FI0009000681" Quantity="30000" SFTType="Normal"/>
</Portfolio>
</Portfolios>
</Snapshot>