pm margin detail report mapping

8/8/2019 Pm Margin Detail Report Mapping

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Portfolio Group section Flat file

Source of data: For portfolio group total line: fpm_summary_noconc.dat and RBHPM

For product group total line: fpm_summary_noconc.dat and RBHPM

For class group total line: fpm_summary_noconc.dat

For class group detail line(s): ftblMG_PM2_sorted.dat

How to identify Portfolio Group records:

Summary file Detail fileconc

portfolio_group 'USIDX' portfolio_group

product_group Not blank product_group

anscol != '98' and != '99' anscol

Sample from report:

Offset Description

Portfolio Groups

50% US INDEXES

90%

S & P 500

SPDR S&P 500 ETF TR

Sources of data on report:

LINE 1: Portfolio Group total line (there is only Portfolio Group, USIDX)

Fields are from offset table, RBH file, and summary file / table (see above)

Offset Description

50% US INDEXES

portfolio_group Percent from RBH file Description from RBH file

LINE 2: Product Group total line (one line per Product Group); Product Groups are listed in alphabetical


Offset Description

90%

product_group Percent from RBH file Description from RBH file

LINE 3: Class Group total line (one line per Class Group within a given Product Group); Class Groups ar

USIDX

00009

000018

SPY

USIDX

00009


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Fields are from summary file / table (see above) with one exception (Description)

Offset Description

S & P 500

class_group

LINE 4: Class Group detail line (one or more lines per Class Group; detail lines are sorted by sectype an

Fields are from detail file / table (see above)

Offset Description

SPDR S&P 500 ETF TR

sym description1

000018

Retrieve Description from file fpmcguc.dat(see details elsewhere) or table tblMG_SMusing underlying Cusip

SPY


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Identifier Type Quantity Price Ccy Local MV USD MV

-3,349,938

nmv

d sym with a given Class Group)

Identifier Type Quantity Price Ccy Local MV USD MV

78462F103 S -28,839 116.16 USD -3,349,938 -3,349,938

See mapping below tdqty ccy usd_mv usd_mv

If sectype in file = then print

2511 CVB

1300 PFD

1400 CVPFD

4500 RTS

4600 WRNT

Else

If sectype starts w. "1" S

B

O

Else S

for options:

adp_nbr; allothers:cusip

usd_pri

ce

If sectype starts w. "2"or "3"

If sectype starts w."41" or "42"


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Base Req DBX Req Min Req CVB Premium Prem Addl Req Total Req Chg

2,269,598 1,624,668 414,402

334,994 334,994 -186,121

334,994 334,994 -186,121

334,994


2,269,598 1,624,668 414,402

base_reqt cport_reqt min_reqt prem_reqt


334,994 334,994 -186,121


tot_reqt minustot_reqt fromprevious day

(found in "_m2"file / table)




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334,994 334,994 -186,121



334,994

min_rqt



For CVBs:

cvb_premium;all others: blank

For CVBs: 15%

of CVB Premium;all others: blank


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Product Group section Flat file

Source of data: For product group total line: fpm_summary_noconc.dat and RBHPM

For class group total line: fpm_summary_noconc.dat

For class group detail line(s): ftblMG_PM2_sorted.dat

How to identify Product Group records:

Summary file Detail file

concportfolio_group != 'USIDX' portfolio_group

product_group Not blank product_group

anscol != '98' and != '99' anscol

Sample from report:

Offset Description

Product Groups

75%

CURRENCYSHARES EURO TRUST


LINE 1: Product Group total line (one line per Product Group); Product Groups are listed in


Offset Description

75%

product_group Percent from RBH file Description from RBH file

LINE 2: Class Group total line (one line per Class Group within a given Product Group); Cla


Offset Description

class_group

LINE 3: Class Group detail line (one or more lines per Class Group; detail lines are sorted


00004

000035

FXE

00004

000035

Retrieve Description from file fpmcguc.dat(see details elsewhere) or table tblMG_SMusing underlying Cusip


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Offset Description

CURRENCYSHARES EURO TRUST

sym description1

FXE


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Identifier Type Quantity Price Ccy Local MV

23130C108 S -113,620 127.51 USD -14,487,686

See mapping below tdqty usd_price ccy usd_mv


2511 CVB

1300 PFD

1400 CVPFD

4500 RTS

4600 WRNT

Else

S

B

O

Else S

for options: adp_nbr; allothers: cusip

If sectype starts w."1"




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USD MV Base Req DBX Req Min Req CVB Premium Prem Addl Req Total Req Chg

-14,487,686 869,307 2,173,153 -2,027,852

-14,487,686 869,307 2,173,153 -2,027,852

-14,487,686 2,173,153


-14,487,686 869,307 2,173,153 -2,027,852

nmv base_reqt cport_reqt min_reqt prem_reqt


-14,487,686 869,307 2,173,153 -2,027,852

nmv base_reqt cport_reqt min_reqt prem_reqt






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-14,487,686 2,173,153

usd_mv min_rqt For CVBs:cvb_premium;

all others: blank

For CVBs: 15%of CVB Premium;

all others: blank


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Class Group section Flat file Oracle table

Source of data: fpm_summary_noconc.dat tblMG_PM_Summary

ftblMG_PM2_sorted.dat tblMG_PM

How to identify Class Group records:Summary file Detail file

conc blank

portfolio_group != 'USIDX' portfolio_group != 'USIDX'

product_group blank product_group blank

anscol != '98' and != '99' anscol != '98' and != '99'

Sample from report:

Offset Description Identifier

Class Groups

***ACE LIMITED

***ACE LIMITED H0023R105


LINE 1: Class Group total line (one line per Class Group); Class Groups are listed in alphabeti



***ACE LIMITED

class_group

LINE 2: Class Group detail line (one or more lines per Class Group; detail lines are sorted by s



***ACE LIMITED H0023R105

sym description1

For class grouptotal line:

For class groupdetail line(s):

ACE

ACE

ACE

Retrieve Description from file

fpmcguc.dat (see detailselsewhere) or table tblMG_SMusing underlying Cusip

ACE

for options: adp_nbr; allothers: cusip


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Type Quantity Price Ccy Local MV USD MV

2,816,300

S 54,643 51.54 USD 2,816,300 2,816,300

al order


2,816,300

nmv

ectype and sym with a given Class Group)


S 54,643 51.54 USD 2,816,300 2,816,300

See mapping below tdqty usd_price ccy usd_mv usd_mv


2511 CVB

1300 PFD

1400 CVPFD

4500 RTS


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4600 WRNT

Else

If sectype starts w. "1" S

B

O

Else S




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Base Req DBX Req Min Req CVB Premium Prem Addl Req

422,445 618,285


422,445 618,285



min_rqt For CVBs:cvb_premium; all

others: blank

For CVBs: 15% ofCVB Premium; all

others: blank


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Total Req Chg

7,823

Total Req Chg

7,823

Total Req Chg

tot_reqt minus

tot_reqt fromprevious day(found in "_m2"

file / table)


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pm margin detail report mapping

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