The CONNECT statement inserts the current record of the run unit as a
  member record into one or more sets.  The set occurrence for each
  insertion is determined by the currency indicator for the corresponding
  set type.

  Format -

   CONNECT [ record-name ] TO { { set-name } ... }
                              { ALL              }

      [           [{| REALM                    |}]          ]
      [ RETAINING [{| RECORD                   |}] CURRENCY ]
      [           [{| { SET [ set-name ] ... } |}]          ]
      [           [{| { { set-name } ...     } |}]          ]

      [ ON ERROR stment ] [ NOT ON ERROR stment ]

      [ END-CONNECT ]