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  • Type 0 Records - Standard
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LengthFromToDatatypeFormatDescription and Comments
212AN2Record ID - "0 "
638ANX(2)Exchange Complex (Clearing Organization or Cross-Margin Agreement) Acronym
8916N9(8)Business Date as CCYYMMDD
11717ANXSettlement (S) or Intraday (I) Flag
21819ANX(2)File Identifier - (E for "Early" Settlement, F for "Final" Settlement, C for "Complete" Settlement, or other value)
42023N9(4)Business Time as HHMM
82431N9(8)File Creation Date as CCYYMMDD
43235N9(4)File Creation Time as HHMM
23637ANX(2)File Format - U2 for Expanded Unpacked, UP for Paris Expanded Format
13838ANXGross/Net-Margining Indicator (applies to clearing-level processing)
13939ANXOverall Limit Option Value (Cap Available Net Option Value) Flag
54044ANX(5)Business Function (CLR or blank for Normal Clearing and XMRGN for Cross Margining)
64550--Filler
15151ANXClearing or Customer Code - A for Clearing, or blank or C for Customer
15252--Filler
55357ANX(5)Clearing or Customer Acronym - blank or CUST for Customer, or CLR for Clearing
15858--Filler
15959ANXAccount Type Code. For Clearing accounts, blank or N for Normal, or M for Member. For Customer accounts, blank or H for Hedger, M for Member, S for Speculator.
16060--Filler
56165ANX(5)Account Type Acronym. For Clearing accounts, blank or NRML for Normal, or MBR for Member. For Customer accounts, blank or HEDGE for Hedger, MBR for Member, SPEC for Speculator.
16666--Filler
16767ANXPerformance Bond Class Code - blank or 1 for Core, or 2 for Reserve
16868--Filler
56973ANX(5)Performance Bond Class Acronym - blank or CORE for Core, or RESRV for Reserve
17474--Filler
17575ANXMaintenance or Initial Code - blank or M for Maintenance, or I for Initial
17676--Filler
57781ANX(5)Maintenance or Initial Acronym - blank or MAINT for Maintenance, or INIT for Initial
5182132--Filler

Notes:

  1. The File Identifier allows the specification of a code to designate which file of the day this is. Most all exchanges will simply populate this field with FC.

  2. Fields beginning with the clearing or customer code in byte 51 are new, and have been added to allow the specification of a particular performance bond rate ID for which this file pertains. For example, if it is desired to provide separate SPAN risk parameter files for different account types, and/or to provide separate files for initial versus maintenance requirements, these fields allow the designation of the account type and the rate class for which this file pertains. If these fields are blank, null, or not present due to truncation of blanks at the end of the record, they should be defaulted as shown above.
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