File format
| Field name | Description |
|---|---|
| Bucket | The Commodity Bucket (e.g. 1-11) |
| Description | A description of the bucket |
| Correlation | The rho(cty) correlations |
| Date | The start date that the parameter takes effect |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| Bucket | Description | Correlation | Date | ParameterSet |
|---|---|---|---|---|
| 1 | Energy-Solid combustibles | 0.55 | 2016-01-01 | |
| 2 | Energy-Liquid combustibles | 0.95 | 2016-01-01 | |
| 3 | Energy-Electricity and carbon trading | 0.4 | 2016-01-01 | |
| 4 | Freight | 0.8 | 2016-01-01 | |
| 5 | Metals - non-precious | 0.6 | 2016-01-01 | |
| 6 | Gaseous combustibles | 0.65 | 2016-01-01 | |
| 7 | Precious metals | 0.55 | 2016-01-01 | |
| 8 | Grains & oilseed | 0.45 | 2016-01-01 | |
| 9 | Livestock & dairy | 0.15 | 2016-01-01 | |
| 10 | Softs and other agriculturals | 0.4 | 2016-01-01 | |
| 11 | Other commodity | 0.15 | 2016-01-01 |