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 |
Updated on: 18/05/2019
