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  • Type 5 Record - Standard
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LengthFromToDatatypeFormatDescription and Comments
111ANXRecord ID - "5"
324ANX(3)Combined Commodity Group Code
458N9(2)V9(2)Group Initial to Maintenance Ratio - Speculators
4912N9(2)V9(2)Group Initial to Maintenance Ratio - Members
31315ANX(3)Combined Commodity Code 1
31618ANX(3)Combined Commodity Code 2
31921ANX(3)Combined Commodity Code 3
32224ANX(3)Combined Commodity Code 4
32527ANX(3)Combined Commodity Code 5
32830ANX(3)Combined Commodity Code 6
33133ANX(3)Combined Commodity Code 7
33436ANX(3)Combined Commodity Code 8
33739ANX(3)Combined Commodity Code 9
34042ANX(3)Combined Commodity Code 10
34345ANX(3)Combined Commodity Code 11
34648ANX(3)Combined Commodity Code 12
34951ANX(3)Combined Commodity Code 13
35254ANX(3)Combined Commodity Code 14
35557ANX(3)Combined Commodity Code 15
35860ANX(3)Combined Commodity Code 16
36163ANX(3)Combined Commodity Code 17
36466ANX(3)Combined Commodity Code 18
36769ANX(3)Combined Commodity Code 19
37072ANX(3)Combined Commodity Code 20
47376N9(2)V9(2)Group Initial to Maintenance Ratio - Hedgers
47680--Filler

Notes:

  1. Type "5" records define combined commodity groups, and specify which combined commodities are in which group. Each combined commodity must be in exactly one group, since the groups are used in rollups of SPAN requirements.

  2. If there are more than twenty combined commodities in a group, additional type "5" records follow the first immediately. 

  3. The initial to maintenance ratios specified here are not used in the SPAN calculation if it is done in multi-currency mode -- ie, if SPAN requirements are determined for each combined commodity in the portfolio. They are used if the SPAN calculation is done in the old single-currency mode, in which the SPAN requirement is determined at the group level and all combined commodities in the group must have the same performance bond (margin) currency.

  4. If the Group Initial to Maintenance Ratio for Hedgers is not provided or is zero, then the value for members is also used for hedgers.
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