Length | From | To | Datatype | Format | Description and Comments |
---|---|---|---|---|---|
2 | 1 | 2 | AN | X | Record ID - "3 " |
6 | 3 | 8 | AN | X(6) | Combined Commodity Code |
2 | 9 | 10 | AN | X(2) | Intracommodity (Intermonth) Spread Charge Method Code |
2 | 11 | 12 | N | 9(2) | Tier 1 Tier Number |
6 | 13 | 18 | N | 9(6) | Tier 1 Starting Contract Month as CCYYMM |
6 | 19 | 24 | N | 9(6) | Tier 1 Ending Contract Month as CCYYMM |
2 | 25 | 26 | N | 9(2) | Tier 2 Tier Number |
6 | 27 | 32 | N | 9(6) | Tier 2 Starting Contract Month as CCYYMM |
6 | 33 | 38 | N | 9(6) | Tier 2 Ending Contract Month as CCYYMM |
2 | 39 | 40 | N | 9(2) | Tier 3 Tier Number |
6 | 41 | 46 | N | 9(6) | Tier 3 Starting Contract Month as CCYYMM |
6 | 47 | 52 | N | 9(6) | Tier 3 Ending Contract Month as CCYYMM |
2 | 53 | 54 | N | 9(2) | Tier 4 Tier Number |
6 | 55 | 60 | N | 9(6) | Tier 4 Starting Contract Month as CCYYMM |
6 | 61 | 66 | N | 9(6) | Tier 4 Ending Contract Month as CCYYMM |
2 | 67 | 68 | - | - | Filler |
4 | 69 | 72 | N | 9(4) | Initial to Maintenance Ratio -- Member Accounts |
1 | 73 | 73 | N | 9 | Member Accounts Ratio Decimal Locator |
4 | 74 | 77 | N | 9(4) | Initial to Maintenance Ratio -- Hedger Accounts |
1 | 78 | 78 | N | 9 | Hedger Accounts Ratio Decimal Locator |
4 | 79 | 82 | N | 9(4) | Initial to Maintenance Ratio -- Speculator Accounts |
1 | 83 | 83 | N | 9 | Speculator Accounts Ratio Decimal Locator |
2 | 84 | 85 | AN | X(2) | Tier 1 Starting Contract Day or Week Code |
2 | 86 | 87 | AN | X(2) | Tier 1 Ending Contract Day or Week Code |
2 | 88 | 89 | AN | X(2) | Tier 2 Starting Contract Day or Week Code |
2 | 90 | 91 | AN | X(2) | Tier 2 Ending Contract Day or Week Code |
2 | 92 | 93 | AN | X(2) | Tier 3 Starting Contract Day or Week Code |
2 | 94 | 95 | AN | X(2) | Tier 3 Ending Contract Day or Week Code |
2 | 96 | 97 | AN | X(2) | Tier 4 Starting Contract Day or Week Code |
2 | 98 | 99 | AN | X(2) | Tier 4 Ending Contract Day or Week Code |
33 | 100 | 132 | - | - | Filler |
Notes:
- 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.
- If the intracommodity spread charge method code is "01", then there is no intracommodity spread charge for this combined commodity.
- 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.