The record type 5 -- the Expanded Position Record -- suppports a 14-byte
strike price and has additional filler bytes added so that in future the CUSIP
or ISIN number of the underlying of an option on an equity can be added.
The expansion of the strike price field to 14 bytes is needed for the options on
equities traded at the Monep market in Paris.
| 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: F for firm, M for Member Account, H for Hedger Account, S for Spec Account, or O for Omnibus Account. |
| 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. |
| Length |
From |
To |
Datatype |
Format |
Description and Comments |
| 1 |
1 |
1 |
AN |
X(1) |
Record ID - "3" |
| 3 |
2 |
4 |
AN |
X(3) |
Clearing Member Firm |
| 20 |
5 |
24 |
AN |
X(20) |
Account Number / ID |
| 3 |
25 |
27 |
AN |
X(3) |
Exchange Acronym |
| 2 |
28 |
29 |
- |
- |
Filler |
| 6 |
30 |
35 |
AN |
X(6) |
Combined Commodity Code |
| 10 |
36 |
45 |
AN |
X(10) |
Commodity (Product) Code |
| 3 |
46 |
48 |
AN |
X(3) |
Contract Type - PHY for Physical, FUT for Future, CMB for Combination, OOP for Option on Physical, OOF for Option on Future, OOC for Option on Combination |
| 1 |
49 |
49 |
A |
X |
Put / Call Code - P or C |
| 8 |
50 |
57 |
AN |
9(6)X(2) |
Futures Contract Period as CCYYMMXX where XX is blank for standard monthly futures, a specific day of the month for futures expirations to the day, W1, W2 etc. for weekly futures, or other identifier. |
| 1 |
58 |
58 |
- |
- |
Filler. Reserve for future expansion in case of multiple expirations per day. |
| 8 |
59 |
66 |
AN |
9(6)X(2) |
Option Contract Period as CCYYMMXX where XX is blank for standard monthly options, a specific day of the month for option expirations to the day, W1, W2 etc. for weekly options, or other identifier. |
| 1 |
67 |
67 |
AN |
X(1) |
Strike price sign. + or -. Any value besides - means positive. |
| 7 |
68 |
74 |
N |
9(7) |
Strike Price |
| 8 |
75 |
82 |
N |
9(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.) |
| 8 |
83 |
90 |
N |
9(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.) |
| 8 |
91 |
98 |
N |
9(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.) |
| 8 |
99 |
106 |
N |
9(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.) |
| 8 |
107 |
114 |
N |
9(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.) |
| 8 |
115 |
122 |
N |
9(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.) |
| 8 |
123 |
130 |
N |
9(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.) |
| 9 |
131 |
139 |
N |
9(9) |
Product Family ID Number: for SPAN 4 -- specifies the unique internal ID number
for this product family |
| 9 |
140 |
148 |
N |
9(9) |
Contract ID Number: for SPAN 4 -- specifies the unique internal ID number for
this contract |
| 5 |
149 |
153 |
AN |
X(5) |
Business Function: for SPAN 4 -- specifies the business function for which this
position is defined |
| 5 |
154 |
158 |
AN |
X(5) |
Clearing Member Firm -- for SPAN 4 -- provides the full five bytes for the clearing
member firm ID |
| 15 |
159 |
173 |
AN |
X(15) |
Performance Bond Account ID: for SPAN 4 -- specifies the PB account |
| 5 |
174 |
178 |
AN |
X(5) |
Position Segregation Type (Origin): for SPAN 4 -- further identifies the
performance bond account to which this position pertains |
| Length |
From |
To |
Datatype |
Format |
Description and Comments |
| 1 |
1 |
1 |
AN |
X(1) |
Record ID - "5" |
| 3 |
2 |
4 |
AN |
X(3) |
Clearing Member Firm |
| 20 |
5 |
24 |
AN |
X(20) |
Account Number / ID |
| 3 |
25 |
27 |
AN |
X(3) |
Exchange Acronym |
| 2 |
28 |
29 |
- |
- |
Filler |
| 6 |
30 |
35 |
AN |
X(6) |
Combined Commodity Code |
| 10 |
36 |
45 |
AN |
X(10) |
Commodity (Product) Code |
| 3 |
46 |
48 |
AN |
X(3) |
Contract Type - PHY for Physical, FUT for Future, CMB for Combination, OOP for Option on Physical, OOF for Option on Future, OOC for Option on Combination |
| 1 |
49 |
49 |
A |
X |
Put / Call Code - P or C |
| 8 |
50 |
57 |
AN |
9(6)X(2) |
Futures (Underlying) Contract Period as CCYYMMXX where XX is blank for standard monthly futures, a specific day of the month for futures expirations to the day, W1, W2 etc. for weekly futures, or other identifier. |
| 12 |
58 |
69 |
- |
- |
Filler. Reserved for future expansion in case of multiple expirations per day. |
| 8 |
70 |
77 |
AN |
9(6)X(2) |
Option Contract Period as CCYYMMXX where XX is blank for standard monthly options, a specific day of the month for option expirations to the day, W1, W2 etc. for weekly options, or other identifier. |
| 1 |
78 |
78 |
AN |
X(1) |
Strike Price Sign. + or -. Any value besides - means normal
positive. |
| 14 |
79 |
92 |
N |
9(7)V9(7) |
Strike Price |
| 8 |
93 |
100 |
N |
9(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.) |
| 8 |
101 |
108 |
N |
9(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.) |
| 8 |
109 |
116 |
N |
9(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.) |
| 8 |
117 |
124 |
N |
9(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.) |
| 8 |
125 |
132 |
N |
9(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.) |
| 8 |
133 |
140 |
N |
9(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.) |
| 8 |
141 |
148 |
N |
9(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.) |
| 9 |
149 |
157 |
N |
9(9) |
Product Family ID Number: for SPAN 4 -- specifies the unique internal ID number
for this product family |
| 9 |
158 |
166 |
N |
9(9) |
Contract ID Number: for SPAN 4 -- specifies the unique internal ID number for
this contract |
| 5 |
167 |
171 |
AN |
X(5) |
Business Function: for SPAN 4 -- specifies the business function for which this
position is defined |
| 5 |
172 |
176 |
AN |
X(5) |
Clearing Member Firm -- for SPAN 4 -- provides the full five bytes for the clearing
member firm ID |
| 15 |
177 |
191 |
AN |
X(15) |
Performance Bond Account ID: for SPAN 4 -- specifies the PB account |
| 5 |
192 |
196 |
AN |
X(5) |
Position Segregation Type (Origin): for SPAN 4 -- further identifies the
performance bond account to which this position pertains |