SPAN® Risk Parameter File - Standard and Expanded Format

Type "Y" Record

Option on Combination Product Family Definition

updated November 26, 1997

• SPAN File Description - Main Page
• Type "X" Record - Combination Margining Method
• Type "Z" Record - Combination Underlying Legs

Length	From	To	Datatype	Format	Description and Comments
2	1	2	AN	X(2)	Record ID - "Y "
10	3	12	AN	X(10)	Combination Product (Commodity) Code
10	13	22	AN	X(10)	Option on Combination Product (Commodity) Code

Notes:

1. A "Y" record specifies an option on combination product family, and identifies the product family which is the underlying combination. Options in this option-on-combination product family are margined using the method specified on the "X" record for the underlying combination product family.