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  • Type C - Expanded Format and Paris Expanded
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LengthFromToDatatypeFormatDescription and Comments
212ANX(2)Record ID - "C "
638ANX(6)Combined Commodity Code
2910ANX(2)Intracommodity Spread Method Code - "10"
21112N9(2)Spread Priority (Spread Number)
21314N9(2)Number of Legs
71521N9(7)Charge Rate
22223N9(2)Leg 1 - Leg number
22425N9(2)Leg 1 - Tier number
22627N9(2)Leg 1 - Delta Per Spread Ratio
12828AALeg 1 - Market Side (A or B)
22930N9(2)Leg 2 - Leg number
23132N9(2)Leg 2 - Tier number
23334N9(2)Leg 2 - Delta Per Spread Ratio
13535AALeg 2 - Market Side (A or B)
23637N9(2)Leg 3 - Leg number
23839N9(2)Leg 3 - Tier number
24041N9(2)Leg 3 - Delta Per Spread Ratio
14242AALeg 3 - Market Side (A or B)
24344N9(2)Leg 4 - Leg number
24546N9(2)Leg 4 - Tier number
24748N9(2)Leg 4 - Delta Per Spread Ratio
14949AALeg 4 - Market Side (A or B)
25051N9(2)Leg 5 - Leg number
25253N9(2)Leg 5 - Tier number
25455N9(2)Leg 5 - Delta Per Spread Ratio
15656AALeg 5 - Market Side (A or B)
25758N9(2)Leg 6 - Leg number
25960N9(2)Leg 6 - Tier number
26162N9(2)Leg 6 - Delta Per Spread Ratio
16363AALeg 6 - Market Side (A or B)
26465N9(2)Leg 7 - Leg number
26667N9(2)Leg 7 - Tier number
26869N9(2)Leg 7 - Delta Per Spread Ratio
17070AALeg 7 - Market Side (A or B)
27172N9(2)Leg 8 - Leg number
27374N9(2)Leg 8 - Tier number
27576N9(2)Leg 8 - Delta Per Spread Ratio
17777AALeg 8 - Market Side (A or B)
5578132--Filler

Notes:

  1. Type "C" records are subrecords of the type "3" - intracommodity spread parameters - record for a combined commodity, and typically follow that record immediately. Each one provides data about a particular tier to tier intracommodity spread for that combined commodity.

  2. Up to 8 legs are supported on a particular "C" record -- if more than 8 legs are defined for a particular spread, additional "C" records with the same spread priority number follow the first one immediately.
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