1 files changed, 36 insertions, 0 deletions
diff --git a/python/report_ops/headers.py b/python/report_ops/headers.py
new file mode 100644
index 00000000..b563e1d6
--- /dev/null
+++ b/python/report_ops/headers.py
@@ -0,0 +1,36 @@
+POSITION_HEADERS = [
+    "Client Name",
+    "Fund Name",
+    "Counterparty",
+    "AccountNumber",
+    "COB Date",
+    "SecurityDescription",
+    "Prime Broker",
+    "Product Type",
+    "Unique Deal ID",
+    "TransactionIndicator (Buy/Sell)",
+    "PutCall Indicator (Call/Put)",
+    "CapFloorIndicator",
+    "CurrencyPair",
+    "DealCurrencyA",
+    "DealCurrencyB",
+    "NotionalA",
+    "NotionalB",
+    "OriginalPrice",
+    "Strike",
+    "FixedRate",
+    "Quantity",
+    "Start Date",
+    "Effective Date",
+    "Maturity Date",
+    "Underlying Maturity",
+    "RecPayFixed",
+    "Underlying (ISIN / CUSP / RED CODES)",
+    "Underlying Desc",
+    "Exercise Type",
+    "MTM Currency",
+    "MTM Valuation",
+    "MarketPrice",
+    "COB Date",
+    "Clearing House Name",
+]