Portfolio Approval Token

When the TPH returns to the CCS portal to approve the portfolio, they are prompted to enter the approval token. The TPH uses the value of the first field in the aggregate value row (i.e., row 2) of the portfolio detail output file as the approval token. In Example compression detail output file, the TPH would enter the value 1079.

Example compression detail output file is a table-based representation of a detail output file. Below is the actual CSV formatted content that corresponds to Example CCS Input with Custom Risk Constraints.

CSV formatted compression detail output file:

class,expiry,strike,put_call,qty,traded_qty,residual_qty,theo,compression_price,close_benefit, reserved,reserved,total_benefit,cost,cost_benefit,c_1,c_2,c_3

1079,,,,,,,,,,,,1801980.00,1502.35,0.000834,-485.44,-199.11,-684.56

,,,,,,,,,,,,,,,-500.00,-500.00,-750.00

,,,,,,,,,,,,,10000.00,0.001000,500.00,500.00,750.00

SPXW,2021-12-31,3900,C,50,-20,30,21253.36,21405.81,6645.60,,,132912.00,-3049.11,, -1238.245847,0.000000,-1238.245847

SPXW,2021-12-31,3900,P,50,-25,25,11253.36,11405.81,6645.60,,,166140.00,-3811.39,,952.192691, 0.000000,952.192691

SPXW,2021-12-31,4000,C,50,-50,0,15951.04,16110.42,6816.00,,,340800.00,-7968.78,,-2599.694029, 0.000000,-2599.694029

SPXW,2021-12-31,4000,P,50,-50,0,15951.04,16110.42,6816.00,,,340800.00,-7968.78,,2400.305971, 0.000000,2400.305971

SPXW,2021-12-31,4100,C,50,0,50,11639.87,11796.43,6986.40,,,0.00,0.00,,0.000000,0.000000,0.000000

SPXW,2021-12-31,4100,P,50,0,50,21639.87,21796.43,6986.40,,,0.00,0.00,,0.000000,0.000000,0.000000

SPX,2022-03-18,3900,C,50,0,50,27622.19,27425.34,6645.60,,,0.00,0.00,,0.000000,0.000000,0.000000

SPX,2022-03-18,3900,P,50,0,50,17622.19,17425.34,6645.60,,,0.00,0.00,,0.000000,0.000000,0.000000

SPX,2022-03-18,4000,C,50,-50,0,22548.79,22346.19,6816.00,,,340800.00,10130.28,,0.000000, -2640.929944,-2640.929944

SPX,2022-03-18,4000,P,50,-50,0,22548.79,22346.19,6816.00,,,340800.00,10130.28,,0.000000, 2359.070056,2359.070056

SPX,2022-03-18,4100,C,50,-10,40,18177.18,17975.19,6986.40,,,69864.00,2019.92,,0.000000, -458.627345,-458.627345

SPX,2022-03-18,4100,P,50,-10,40,28177.18,27975.19,6986.40,,,69864.00,2019.92,,0.000000, 541.372655,541.372655