SPAN® Risk Parameter File - Paris Expanded Format

Type "33" Record

Second Combined Commodity Record for Liquidation Risk Calculation

 

Length From To Datatype Format Description and Comments
2 1 2 AN X Record ID - "33"
6 3 8 AN X(6) Combined Commodity Code
7 9 15 N 9(7) Specific Risk Coverage Percentage
1 16 16 N 9 Specific Risk Decimal Locator
7 17 23 N 9(7) Generic Risk Coverage Percentage
1 24 24 N 9 Generic Risk Decimal Locator
7 25 31 N 9(7) Intra Spread Charge Percentage
1 32 32 N 9 Intra Spread Charge Decimal Locator
100 33 132 - - Filler

Notes: