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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
Fields are from offset table, RBH file, and summary file / table (see above)
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
Base Req DBX Req Min Req CVB Premium Prem Addl Req Total Req Chg
2,269,598 1,624,668 414,402
base_reqt cport_reqt min_reqt prem_reqt
Base Req DBX Req Min Req CVB Premium Prem Addl Req Total Req Chg
334,994 334,994 -186,121
base_reqt cport_reqt min_reqt prem_reqt
tot_reqt minustot_reqt fromprevious day
(found in "_m2"file / table)
tot_reqt minustot_reqt fromprevious day
(found in "_m2"file / table)
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Base Req DBX Req Min Req CVB Premium Prem Addl Req Total Req Chg
334,994 334,994 -186,121
base_reqt cport_reqt min_reqt prem_reqt
Base Req DBX Req Min Req CVB Premium Prem Addl Req Total Req Chg
334,994
min_rqt
tot_reqt minustot_reqt fromprevious day
(found in "_m2"file / table)
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
Sources of data on report:
LINE 1: Product Group total line (one line per Product Group); Product Groups are listed in
Fields are from offset table, RBH file, and summary file / table (see above)
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
Fields are from summary file / table (see above) with one exception (Description)
Offset Description
class_group
LINE 3: Class Group detail line (one or more lines per Class Group; detail lines are sorted
Fields are from detail file / table (see above)
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
If sectype in file = then print
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"
If sectype starts w."2" or "3"
If sectype starts w."41" or "42"
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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
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
nmv base_reqt cport_reqt min_reqt prem_reqt
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
nmv base_reqt cport_reqt min_reqt prem_reqt
tot_reqt minustot_reqt fromprevious day
(found in "_m2"file / table)
tot_reqt minustot_reqt fromprevious day
(found in "_m2"file / table)
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USD MV Base Req DBX Req Min Req CVB Premium Prem Addl Req Total Req Chg
-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
Sources of data on report:
LINE 1: Class Group total line (one line per Class Group); Class Groups are listed in alphabeti
Fields are from summary file / table (see above) with one exception (Description)
Offset Description Identifier
***ACE LIMITED
class_group
LINE 2: Class Group detail line (one or more lines per Class Group; detail lines are sorted by s
Fields are from detail file / table (see above)
Offset Description Identifier
***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
Type Quantity Price Ccy Local MV USD MV
2,816,300
nmv
ectype and sym with a given Class Group)
Type Quantity Price Ccy Local MV USD MV
S 54,643 51.54 USD 2,816,300 2,816,300
See mapping below tdqty usd_price ccy usd_mv usd_mv
If sectype in file = then print
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
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
422,445 618,285
Base Req DBX Req Min Req CVB Premium Prem Addl Req
422,445 618,285
base_reqt cport_reqt min_reqt prem_reqt
Base Req DBX Req Min Req CVB Premium Prem Addl Req
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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