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PC-SPAN versions 3 and 4 support this standard portfolio data file layout as well as the "expanded" file layout. It is a standard ASCII text file.  PC-SPAN version 4 also supports the XML-based position file format.

In PC-SPAN version 3 only, the standard-format portfolio data file must be named POSDATA.TXT and must be placed in the Data File Directory, typically C:\SPAN\DATA.

The record types are as follows:

sample POSDATA.TXT file is also available.


Record Type 1 - Header Record

LengthFromToDatatypeFormatDescription and Comments
111ANX(1)Record ID - "1"
223--Filler
8411N9(8)Business Date as YYYYMMDD
11212AXFile identifier - S for final settlement, E for early (preliminary) settlement, G for electronic (GLOBEX) trading hours, or I for intra-day.
41316N9(4)Business Time as HHMM
81724N9(8)File Creation Date as YYYYMMDD
42528N9(4)File Creation Time as HHMM
12929ANX(1)File format - "S" for standard.  Blank, null or any value other than "E" implies standard format.

Record Type 2 - Portfolio Record


LengthFromToDatatypeFormatDescription and Comments
111ANX(1)Record ID - "2"
324ANX(3)Clearing Member Firm
20524ANX(20)Account Number / ID
12525AX

Account Type:

For client account types when clearing firms are calculating requirements for individual accounts: M for Member Account, H for Hedger Account, S for Spec Account, O for Omnibus Account, Q for Omnibus Hedge account. 

In addition, in 2020 support will be added for R for Heightened Risk Profile and X for Non-Heightened Risk Profile.  Also account type O will be redefined as meaning an Omnibus Account with a Heightened Risk Profile and account type Q will be redefined as an omnibus account with a Non-Heightened Risk Profile.

Account type F is used to specify a clearing firm account when a CCP is margining a clearing firm.

12626AXnew Portfolio flag: Y or N
122738N9(10)V9(2)Ledger Balance, right justified, with two implied decimal places representing hundredths of a currency unit. For accounts only, not relevant to firms. If negative, with a leading minus sign. If this record is for a firm, enter zero.
123950N9(10)V9(2)Open Trade Equity, right justified, with two implied decimal places. For accounts only, not relevant to firms. If negative, with a leading minus sign. If this record is for a firm, enter zero.
205170ANX(20)Subaccount of: If this record is a Hedge or Spec Subaccount of an Omnibus Account, this field should contain the Omnibus Account number. The 2 record for the omnibus account must precede the 2 record for its subaccounts (or the omnibus account portfolio record must already be defined in the PC-SPAN database.)
127182N9(10)V9(2)Securities on Deposit, right justified, with two implied decimal places. For accounts only, not relevant to firms. If this record is for a firm, enter zero.
18383AXApply User Scaleups? Flag - either Y or N. If it has been specified on the Maintain System Parameters screen that User Scaleups apply only to designated accounts, this field specifies whether scaleups apply to this particular account.
58488ANX(5)Business Function:  for SPAN 4 -- specifies the business function for which this position is defined
58993ANX(5)Clearing Member Firm -- for SPAN 4 -- provides the full five bytes for the clearing member firm ID
1594108ANX(15)Performance Bond Account ID:  for SPAN 4 -- specifies the PB account
5109113ANX(5)Position Segregation Type (Origin):  for SPAN 4 -- further identifies the performance bond account to which this position pertains
1114114ANX(1)Customer-Clearing Portfolio Use Long Option Value Flag - N for No, or or any other value for Yes.  Applies only to calculations for clearing-level customer-origin portfolios.  Added for the Common Clearing Link to support specification of whether CBOT positions in customer-origin clearing portfolios should be margined net but without use of Long Option Value, or according to submitted spreads and with full use of Long Option Value.  Set to Y if the firm wants CME-style customer-origin margining with full use of LOV, or CBT-style customer-origin margining without use of LOV.

Record Type 3 - Position Record

LengthFromToDatatypeFormatDescription and Comments
111ANX(1)Record ID - "3"
324ANX(3)Clearing Member Firm
20524ANX(20)Account Number / ID
32527ANX(3)Combined Commodity Code
22829ANX(2)Commodity (Product) Code
13030ANX(3)Contract Type - blank for future or physical, or P for a put option or C for a call option
63136AN9(6)Futures Contract Month as CCYYMM
63742AN9(6)Option Contract Month as CCYYMM
64348N9(6)Strike Price
34951ANX(3)Exchange Acronym
25253N9(2)Option Contract Day. For flex options and other options with expiration specified to the day, contains the two-digit dayof month on which the option expires. Leave blank for futures and regular monthly options.
15454ANX(1)Strike Price Sign:  + or -.  Blank or any other value besides - means positive.
15555--Filler
85663N9(8)Net Position, with leading minus sign if short. This field applies to account positions for non-omnibus accounts, or to clearing firm positions at clearing organizations (or for cross-margin agreements) which calculate performance bonds on a net position basis. (For omnibus accounts or gross-basis clearing firm positions, enter zero.)
86471N9(8)Total Long Positions. Only for omnibus accounts or for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.)
87279N9(8)Total Short Positions. Only for omnibus accounts or for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.)
88087N9(8)Intra-commodity Spreadable Long Positions. Only for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.)
88895N9(8)Intra-commodity Spreadable Short Positions. Only for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.)
896103N9(8)Inter-commodity Spreadable Long Positions. Only for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.)
8104111N9(8)Inter-commodity Spreadable Short Positions. Only for clearing firm portfolios which are margined on a gross basis. (For all others, enter zeros or omit.)
9112120N9(9)Product Family ID Number:  for SPAN 4 -- specifies the unique internal ID number for this product family
9121129N9(9)Contract ID Number:  for SPAN 4 -- specifies the unique internal ID number for this contract
5130134ANX(5)Business Function:  for SPAN 4 -- specifies the business function for which this position is defined
5135139ANX(5)Clearing Member Firm -- for SPAN 4 -- provides the full five bytes for the clearing member firm ID
15140154ANX(15)Performance Bond Account ID:  for SPAN 4 -- specifies the PB account
5155159ANX(5)Position Segregation Type (Origin):  for SPAN 4 -- further identifies the performance bond account to which this position pertains

Record Type 4 - Physical Position Record


LengthFromToDatatypeFormatDescription and Comments
111ANX(1)Record ID - "4"
324ANX(3)Clearing Member Firm
20524ANX(20)Account Number / ID
32527ANX(3)Exchange Acronym
32830ANX(3)Country Code
153145ANX(15)Physical Identifier - typically CUSIP or ISIN
154660N9(15)Net Par Value of Unsettled Trades
156175N9(15)Net Reverse Repo (Repo) Par Value for Same-Day Settlement
157690N9(15)Net Reverse Repo (Repo) Par Value for Next-Day Settlement
99199N9(9)Product Family ID Number:  for SPAN 4 -- specifies the unique internal ID number for this product family
9100108N9(9)Contract ID Number:  for SPAN 4 -- specifies the unique internal ID number for this contract
5109113ANX(5)Business Function:  for SPAN 4 -- specifies the business function for which this position is defined
5114118ANX(5)Clearing Member Firm -- for SPAN 4 -- provides the full five bytes for the clearing member firm ID
15119133ANX(15)Performance Bond Account ID:  for SPAN 4 -- specifies the PB account
5134138ANX(5)Position Segregation Type (Origin):  for SPAN 4 -- further identifies the performance bond account to which this position pertains
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