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LengthFromToDatatypeFormatDescription and Comments
212ANX(2)Record ID - "4 "
638ANX(6)Combined Commodity Code
2910ANX(2)Delivery (Spot) Charge Method Code

Layout for bytes 11-62 if the Delivery Charge Method Code is "10", the "table-driven" method:

LengthFromToDatatypeFormatDescription and Comments
21112N9(2)Number of contract months in delivery
21314N9(2)Delivery Month 1 - Month Number
61520N9(6)Delivery Month 1 - Contract Month as CCYYMM
72127N9(7)Delivery Month 1 - Charge Rate Per Delta Consumed By Spreads
72834N9(7)Delivery Month 1 - Charge Rate Per Delta Remaining In Outrights
23536N9(2)Delivery Month 2 - Month Number
63742N9(6)Delivery Month 2 - Contract Month as CCYYMM
74349N9(7)Delivery Month 2 - Charge Rate Per Delta Consumed By Spreads
75056N9(7)Delivery Month 2 - Charge Rate Per Delta Remaining In Outrights
 257 58 AN X(2) Delivery Month 1 Contract Day or Week Code
 25960 AN X(2) Delivery Month 2 Contract Day or Week Code
26162--Filler

Layout for bytes 11-62 if the Delivery Charge Method Code is "11", the "basis risk" method:

LengthFromToDatatypeFormatDescription and Comments
101120ANX(10)Spot commodity ( product) code
72127N9(7)Basis Risk Charge Rate
352862--Filler

Layout for bytes 63-132:

LengthFromToDatatypeFormatDescription and Comments
76369N9(7)Short Option Minimum Charge Rate
37072N9V9(2)Risk Maintenance Performance Bond Adjustment Factor -- Members
37375N9V9(2)Risk Maintenance Performance Bond Adjustment Factor -- Hedgers or accounts with a Non-Heightened Risk Profile (NHRP)
37678N9V9(2)Risk Maintenance Performance Bond Adjustment Factor -- Speculators or accounts with a Heightened Risk Profile (HRP)
17979ANXShort Option Minimum Calculation Method -- blank or 2 means the original method, based on the sum of the number of short calls and short puts.  1 means the new method, based on the greater of the number or short calls or short puts.
5380132--Filler

Notes:

  1. Delivery (Spot) Charge Method "01" means that there is no spot charge.

  2. Delivery (Spot) Charge Methods "02", "03", "04", "05", "06", "07" and "08" are not supported on the expanded-unpacked format, and are intended to be replaced by the table-driven method "10" in the future.

  3. For Delivery (Spot) Charge Method "10" (the table-driven calculation), any number of delivery months may be defined. Two such months may be specified per type "4" record. If there are more than two delivery months for a particular combined commodity using this method, then the additional delivery months are specified on additional type "4" records which immediately follow the first.

  4. If any of the Risk Maintenance Performance Bond Adjustment Factors contains only zeros, blanks or nulls (or if these bytes are not present due to truncation of blanks at the end of the record), it should be defaulted to 1.00.

  5. The Short Option Minimum Calculation Method in byte 79 reflects the different methods for determining the number of short options to be charged for.  2 is the default value and means, take the sum of the number of short calls and short puts.  1 means, take the greater of the number of short calls or the number of short puts.
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