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  • Type 3 - Paris Expanded
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LengthFromToDatatypeFormatDescription and Comments
212ANXRecord ID - "3 "
638ANX(6)Combined Commodity Code
2910ANX(2)Intracommodity (Intermonth) Spread Charge Method Code
21112N9(2)Tier 1 Tier Number
61318N9(6)Tier 1 Starting Contract Month as CCYYMM
61924N9(6)Tier 1 Ending Contract Month as CCYYMM
22526N9(2)Tier 2 Tier Number
62732N9(6)Tier 2 Starting Contract Month as CCYYMM
63338N9(6)Tier 2 Ending Contract Month as CCYYMM
23940N9(2)Tier 3 Tier Number
64146N9(6)Tier 3 Starting Contract Month as CCYYMM
64752N9(6)Tier 3 Ending Contract Month as CCYYMM
25354N9(2)Tier 4 Tier Number
65560N9(6)Tier 4 Starting Contract Month as CCYYMM
66166N9(6)Tier 4 Ending Contract Month as CCYYMM
26768--Filler
46972N9(4)Initial to Maintenance Ratio -- Member Accounts
17373N9Member Accounts Ratio Decimal Locator
47477N9(4)Initial to Maintenance Ratio -- Hedger Accounts
17878N9Hedger Accounts Ratio Decimal Locator
47982N9(4)Initial to Maintenance Ratio -- Speculator Accounts
18383N9Speculator Accounts Ratio Decimal Locator
28485ANX(2)Tier 1 Starting Contract Day or Week Code
28687ANX(2)Tier 1 Ending Contract Day or Week Code
28889ANX(2)Tier 2 Starting Contract Day or Week Code
29091ANX(2)Tier 2 Ending Contract Day or Week Code
29293ANX(2)Tier 3 Starting Contract Day or Week Code
29495ANX(2)Tier 3 Ending Contract Day or Week Code
29697ANX(2)Tier 4 Starting Contract Day or Week Code
29899ANX(2)Tier 4 Ending Contract Day or Week Code
33100132--Filler

Notes:

  1. The expanded unpacked format supports only intracommodity spread charge methods 01 (no charge) and 10 (the table-driven method.) Older methods, in which the spreading logic was hard-coded, are not supported and are intended to be phased out.

  2. If the intracommodity spread charge method code is "01", then there is no intracommodity spread charge for this combined commodity.

  3. If the intracommodity spread charge method code is "10" -- the table-driven method -- then each type "3" record specifies up to four intracommodity spread tiers. Each such tier is defined as a group of consecutive futures months; the tiers defined for a combined commodity do not overlap. There will be at least one tier for each such combined commodity. If more than four tiers are specified for a combined commodity, they will be on additional type "3" records which immediately follow the first.
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