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 file
conc
portfolio_group 'USIDX' portfolio_group
product_group Not blank product_group
anscol != '98' and != '99' anscol

Sample from report:

Offset Description
Portfolio Groups
  USIDX 50% US INDEXES
    00009 90%
      000018 S & P 500
        SPY 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
  USIDX 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 order
Fields are from offset table, RBH file, and summary file / table (see above)
Offset Description
    00009 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 are listed in alp
Fields are from summary file / table (see above) with one exception (Description)
Offset Description
      000018 S & P 500
class_group Retrieve Description from file fpmcguc.dat
(see details elsewhere) or table tblMG_SM
using underlying Cusip

LINE 4: Class Group detail line (one or more lines per Class Group; detail lines are sorted by sectype and sym with a
Fields are from detail file / table (see above)
Offset Description
        SPY SPDR S&P 500 ETF TR
sym description1
 Oracle table
tblMG_PM_Sum_Offsets and tblMG_PM_Summary
tblMG_PM_Sum_Offsets and tblMG_PM_Summary
tblMG_PM_Summary
tblMG_PM

blank
'USIDX'
Not blank
!= '98' and != '99'

Identifier Type Quantity Price Ccy Local MV USD MV

-16,246,675
-3,349,938
-3,349,938
78462F103 S -28,839 116.16 USD -3,349,938 -3,349,938

Identifier Type Quantity Price Ccy Local MV USD MV

-16,246,675
nmv

lphabetical order

Identifier Type Quantity Price Ccy Local MV USD MV

-3,349,938
nmv

s Groups are listed in alphabetical order within a given Product Group

 Identifier Type Quantity Price Ccy Local MV USD MV
-3,349,938
nmv

sectype and 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
for options: See mapping below tdqty usd_pri ccy usd_mv usd_mv
adp_nbr; ce
all others:
cusip

If sectype in file = then print

2511 CVB
1300 PFD
1400 CVPFD
4500 RTS
4600 WRNT
Else
If sectype starts w. "1" S

If sectype starts w. "2" B

or "3"
If sectype starts w. O
"41" or "42"
Else S
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 tot_reqt minus
tot_reqt from
previous day
(found in "_m2"
file / table)

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 minus
tot_reqt from
previous day
(found in "_m2"
file / table)
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 minus
tot_reqt from
previous day
(found in "_m2"
file / table)

Base Req DBX Req Min Req CVB Premium Prem Addl Req Total Req Chg
334,994
min_rqt For CVBs: For CVBs: 15%
cvb_premium; of CVB Premium;
all others: blank all others: blank
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
conc
portfolio_group != 'USIDX' portfolio_group
product_group Not blank product_group
anscol != '98' and != '99' anscol

Sample from report:

Offset Description
Product Groups
    00004 75%
      000035
        FXE CURRENCYSHARES EURO TRUST

Sources of data on report:

LINE 1: Product Group total line (one line per Product Group); Product Groups are listed in alphabetical order
Fields are from offset table, RBH file, and summary file / table (see above)
Offset Description
    00004 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); Class Groups are listed in alp
Fields are from summary file / table (see above) with one exception (Description)
Offset Description
      000035
class_group Retrieve Description from file fpmcguc.dat
(see details elsewhere) or table
tblMG_SM using underlying Cusip

LINE 3: Class Group detail line (one or more lines per Class Group; detail lines are sorted by sectype and sym with a
Fields are from detail file / table (see above)
 Offset Description
        FXE CURRENCYSHARES EURO TRUST
sym description1
 Oracle table
tblMG_PM_Sum_Offsets and tblMG_PM_Summary
tblMG_PM_Summary
tblMG_PM

blank
!= 'USIDX'
Not blank
!= '98' and != '99'

Identifier Type Quantity Price Ccy Local MV

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

are listed in alphabetical order

Identifier Type Quantity Price Ccy Local MV

Group); Class Groups are listed in alphabetical order within a given Product Group

Identifier Type Quantity Price Ccy Local MV

are sorted by sectype and sym with a given Class Group)

 Identifier Type Quantity Price Ccy Local MV
23130C108 S -113,620 127.51 USD -14,487,686
for options: adp_nbr; all See mapping below tdqty usd_price ccy usd_mv
others: cusip

If sectype in file = then print

2511 CVB
1300 PFD
1400 CVPFD
4500 RTS
4600 WRNT
Else
If sectype starts w. S
"1"
If sectype starts w. B
"2" or "3"
If sectype starts w. O
"41" or "42"
Else S
 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 tot_reqt minus
tot_reqt from
previous day
(found in "_m2"
file / table)

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 minus
tot_reqt from
previous day
(found in "_m2"
file / table)
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: For CVBs: 15%
cvb_premium; of CVB Premium;
all others: blank all others: blank
Class Group section Flat file Oracle table
Source of data: For class group fpm_summary_noconc.dat tblMG_PM_Summary
total line:
For class group ftblMG_PM2_sorted.dat tblMG_PM
detail line(s):

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 ***ACE LIMITED
        ACE ***ACE LIMITED H0023R105

Sources of data on report:

LINE 1: Class Group total line (one line per Class Group); Class Groups are listed in alphabetical order
Fields are from summary file / table (see above) with one exception (Description)
Offset Description Identifier
      ACE ***ACE LIMITED
class_group Retrieve Description from file
fpmcguc.dat (see details
elsewhere) or table tblMG_SM
using underlying Cusip

LINE 2: Class Group detail line (one or more lines per Class Group; detail lines are sorted by sectype and sym with a
Fields are from detail file / table (see above)
Offset Description Identifier
        ACE ***ACE LIMITED H0023R105

sym description1 for options: adp_nbr; all

others: cusip
 Type Quantity Price Ccy Local MV USD MV

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

n alphabetical order

Type Quantity Price Ccy Local MV USD MV

2,816,300
nmv

sorted by sectype 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
4600 WRNT
Else
If sectype starts w. "1" S

If sectype starts w. "2" B

or "3"
If sectype starts w. "41" O
or "42"
Else S
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: For CVBs: 15% of

cvb_premium; all CVB Premium; all
others: blank others: blank
Total Req Chg

7,823

Total Req Chg

7,823
tot_reqt minus
tot_reqt from
previous day
(found in "_m2"
file / table)

Total Req Chg