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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

Control Record

Sr. No. Field Name Length Mandatory/ Optional Description
1 Record Type Char (2) Mandatory Value is 10
2 Date Char(8) Mandatory Date on which file is generated 
3 Daily Index VaR Number (5,2) Mandatory  
4 Total records Numeric (7) Mandatory Total number of detail records

Detail Record

Sr. No. Field Name Length Mandatory/ Optional Description
1 Record Type Char (2) Mandatory Value is 20
2 Sec Symbol Char(10) Mandatory  
3 Sec Series Char (2) Mandatory  
4 ISIN Char(12) Mandatory  
5 Security VaR Number (5,2) Optional  
6 Index VaR Number (5,2) Optional  
7 VaR Margin Number (5,2) Mandatory  
8 Extreme Loss Rate Number (5,2) Mandatory  
9 Adhoc Margin Number (5,2) Mandatory  
10 Applicable Margin Rate Number (5,2) Mandatory  

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