CCS Output File Specifications

This section specifies the content and format of output files provided to TPHs in the Cboe Compression Service Workflow.

TPHs are presented with trade and detail output files at the end of the compression window. The output files contain detail sufficient for TPHs to quickly analyze the trades comprising a compression portfolio, and to confirm that all specified constraints are satisfied by the set of trades.

The following sections present the format and content of each type of multilateral compression output file. The output file examples presented below are output from a hypothetical compression using the CCS input file presented in Example CCS Input with Custom Risk Constraints.