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Equity Buckets

Download sample file: Equity_Buckets.csv

This file provides a mapping from Market Cap, Issuer Economy, and Issuer Sector to Equity Bucket.

When the SBM sensitivity files (Curvature, Delta, or Vega) omit the Bucket field, it is filled in from this Equity 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 Equity Buckets file type is identified using the pattern: **/Equity_Buckets*.csv (as specified by equity.buckets.file-pattern). This file is loaded using the EquityBuckets topic. See the Topic Aliases table for an understanding of the topic aliases associated with each topic.

Field Key Null FieldType Description Example
MarketCap Y N String Value must be “Large”,“Small"or “Other” and must match sensitivities file
IssuerEconomy Y N String Value must be “Emerging economy”,“Advanced economy”, or “Other” and must match sensitivities file
IssuerSector Y N String Must match “EquitySector” of sensitivities file
Bucket N N String Bucket number (e.g. 1 - 13)
AsOfDate Y N Date ‘YYYY-MM-DD’ Timestamp (at close of business) for the data.