VaR Margin Rate File

This file would be generated and disseminated everyday on the extranet server in the common/varrate directory.

Naming convention
C_VAR1_DDMMYYYY_N.DAT

File format
Control Record

Field Name Length Mandatory / Optional Description
Record Type Char(2) Mandatory Value is 10
Date Char(8) Mandatory Date on which file is generated 
Daily Index VaR Number (5,2) Mandatory  
Total records Numeric (7) Mandatory Total number of detail records


Detail Record

Field Name Length Mandatory / Optional Description
Record Type Char(2) Mandatory Value is 20
Sec Symbol Char(10) Mandatory  
Sec Series Char(2) Mandatory  
ISIN Char(12) Mandatory  
Security VaR Number (5,2) Optional  
Index VaR Number (5,2) Optional  
VaR Margin Number (5,2) Mandatory  
Extreme Loss Rate Number (5,2) Mandatory  
Adhoc Margin Number (5,2) Mandatory  
Applicable Margin Rate Number (5,2) Mandatory