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  • Type C Record - Standard

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LengthFromToDatatypeFormatDescription and Comments
111ANXRecord ID - "C"
324ANX(3)Combined Commodity Code
256ANX(2)Intracommodity Spread Method Code - "10"
278N9(2)Spread Priority (Spread Number)
2910N9(2)Number of Legs
71117N9(7)Charge Rate
21819N9(2)Leg 1 - Leg number
22021N9(2)Leg 1 - Tier number
22223N9(2)Leg 1 - Delta Per Spread Ratio
12424AALeg 1 - Market Side (A or B)
22526N9(2)Leg 2 - Leg number
22728N9(2)Leg 2 - Tier number
22930N9(2)Leg 2 - Delta Per Spread Ratio
13131AALeg 2 - Market Side (A or B)
23233N9(2)Leg 3 - Leg number
23435N9(2)Leg 3 - Tier number
23637N9(2)Leg 3 - Delta Per Spread Ratio
13838AALeg 3 - Market Side (A or B)
23940N9(2)Leg 4 - Leg number
24142N9(2)Leg 4 - Tier number
24344N9(2)Leg 4 - Delta Per Spread Ratio
14545AALeg 4 - Market Side (A or B)
24647N9(2)Leg 5 - Leg number
24849N9(2)Leg 5 - Tier number
25051N9(2)Leg 5 - Delta Per Spread Ratio
15252AALeg 5 - Market Side (A or B)
25354N9(2)Leg 6 - Leg number
25556N9(2)Leg 6 - Tier number
25758N9(2)Leg 6 - Delta Per Spread Ratio
15959AALeg 6 - Market Side (A or B)
26061N9(2)Leg 7 - Leg number
26263N9(2)Leg 7 - Tier number
26465N9(2)Leg 7 - Delta Per Spread Ratio
16666AALeg 7 - Market Side (A or B)
26768N9(2)Leg 8 - Leg number
26970N9(2)Leg 8 - Tier number
27172N9(2)Leg 8 - Delta Per Spread Ratio
17373AALeg 8 - Market Side (A or B)
77480--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.