Commodity Buckets

Download sample file: Commodity_Buckets.csv

This file provides a mapping from Commodity to Commodity Bucket.

When the SBM sensitivity files (Curvature, Delta, or Vega) omit the Bucket field, it is filled from this Commodity Buckets file. To take advantage of this, the buckets file must be loaded before (or at the same time as) the Curvature, Delta, or Vega file.

This Commodity Buckets file type is identified using the pattern: **/Commodity_Buckets*.csv (as specified by commodity.buckets.file-pattern). This file is loaded using the CommodityBuckets topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

Field Key Null FieldType Description Example
Bucket N N String Bucket number (1 – 11)
UnderlyingCommodity Y N String Underlying commodity from sensitivities file
AsOfDate Y N Date ‘YYYY-MM-DD’ Timestamp (at close of business) for the data.
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