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| Length | From | To | Datatype | Format | Description and Comments |
|---|---|---|---|---|---|
| 1 | 1 | 1 | AN | X(1) | Record ID - "2" |
| 3 | 2 | 4 | AN | X(3) | Clearing Member Firm |
| 20 | 5 | 24 | AN | X(20) | Account Number / ID |
| 1 | 25 | 25 | A | X | 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 N 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. |
| 5 | 26 | 30 | AN | X(5) | Segregation Type (Origin) - CUST or HOUS |
| 20 | 31 | 50 | AN | X(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.) |
| 1 | 51 | 51 | A | X | new Portfolio flag: Y or N |
| 12 | 52 | 63 | N | 9(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. |
| 12 | 64 | 75 | N | 9(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. |
| 12 | 76 | 87 | N | 9(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. |
| 1 | 88 | 88 | A | X | Apply 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. |
| 5 | 89 | 93 | AN | X(5) | Business Function: for SPAN 4 -- specifies the business function for which this position is defined |
| 5 | 94 | 98 | AN | X(5) | Clearing Member Firm -- for SPAN 4 -- provides the full five bytes for the clearing member firm ID |
| 15 | 99 | 113 | AN | X(15) | Performance Bond Account ID: for SPAN 4 -- specifies the PB account |
| 5 | 114 | 118 | AN | X(5) | Position Segregation Type (Origin): for SPAN 4 -- further identifies the performance bond account to which this position pertains |
| 3 | 119 | 121 | AN | X(3) | Portfolio Currency - for example, USD, CAD, ...- Overall currency for PB requirement |
| 1 | 122 | 122 | AN | X(1) | Customer-Clearing Portfolio Use Long Option Value Flag - N for No, or Y 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. |
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