HiPortfolio version 25

We are pleased to announce the release of HiPortfolio 25.0.0 on Thursday 30th April 2026.

The ongoing investment in HiPortfolio brings about the regular release of new capabilities and presents a compelling upgrade business case. Version 25 supports changes being introduced by the market, improves operational efficiency and extends data management capabilities.

The new version includes:

⚬ extends the Inflation Linked Swaps (S3) module in HiPortfolio so you can set up FI-21 swap legs to calculate values as per South African inflation linked bonds

⚬ extends the Risk Free Rate Securities (RL) module in HiPortfolio so interest can be accrued evenly across calendar days, instead of it being accrued on the previous business day

⚬ extends HiPortfolio so that you can set up FU 01s (straight future) and FU 02s (bank bill future) as RFR futures. With this setting, HiPortfolio calculates the exposure value using an alternative formula, which takes the notional contract size into account

⚬ extends the RFR functionality in HiPortfolio so that you can define the number of decimal places the annualised coupon rate is rounded to. This rounded coupon rate is then used to calculate the interest entitlement and accrued interest values

⚬ changes the way HiPortfolio calculates accrued interest for RFR linked FI-02 securities. With this enhancement, the accrued interest is calculated using a rounded annualised coupon rate. After the annualised coupon rate is derived, HiPortfolio longer rounds the coupon rate used for the accrued interest calculation

⚬ introduces an additional lookup for calendar associated with security currency to determine non-working days when stock exchange is defined for the security and no calendar is defined for the stock exchange. This is applicable to RFR linked securities.

⚬ introduces ability to report margin type for applicable fixed interest securities in the valuation RG

⚬ enhances external GL interface’s (INGLFACE) format D extract so GL entries are extracted at a security level for security MTM and MTM reversals level

⚬ enhances general ledger journal import process so that a batch can contain up to 999,999 valid journals.

⚬ extends the money market functionality in HiPortfolio so that when importing interest receipt and interest adjustment transactions, users can optionally source the exchange rate from the previous interest accrual transaction

⚬ introduces an option to retain the configuration of Round accrued to for variable rate bonds (FI-02) and Days to fixing for Zero coupon interest rate swap (FI-21).

⚬ enhances users ability to analyse the tax/costing and Franking Credits LIFO errors by providing these in a CSV file

⚬ enhances users ability to filter the TOFA errors by date and time when the error occurs.

⚬ extends External General Ledger Interface (INGLFACE) to extract General Ledger journals to an external system and allows you to filter the journals extracted by portfolio code.

⚬ extends the Data Object (OJ) module in HiPortfolio so that it can re-extract futures closing transactions with a changed matched status.

⚬ extends the franking credits 45 day entitled parcels reporting function in HiPortfolio to a csv file