Research collection
Options, warrants and exercise rights
Research collection · collection options-warrants-exercise-rights
- Population:
- US registered funds (N-PORT filers), pool grain
- Economic date:
- per object
- Cutoff:
- not selectable, working data
- Version:
- Working data, not yet released
- Access:
- demo
Scope
- Included examples
- Listed and OTC vanilla options, swaptions, caps and floors, exotics, warrants, subscription and employee rights
- Object and linkage distinctions
- Exercise claim, underlying and adjustments; holder or writer position and award distinct
- Proposed specialized panels
- Strike, style, expiry, deliverable, barriers, vesting, exercise and assignment, payoff assumptions
Supported questions
- Which funds report listed option positions, long or written?
Limitations
- Strike, expiry, and delta-equivalent exposure are not served.
Coverage
Listed options appear in N-PORT statements; written options carry negative values that are retained.
| Dimension | State | Note |
|---|---|---|
| Catalog inclusion | Included | One of the fifteen research collections |
| Observed records | Partial | Listed options appear in N-PORT statements; written options carry negative values that are retained. |
| Retrievable fields | Position fields | Issuer, category, reported value, share of net assets, country |
| Supported analytics | None validated | No accepted analytic; measures require accepted inputs and methods |