Helical structure and hot spots were observed in a Mather-type plasma focus operated at 3 KJ of bank energy. The experiments were carried out with the help of a fast optical framing camera and two X-ray pin-hole cameras with different filters. It was observed that initially a conical pinch (with base diameter of 6 mm and length of 14 mm) with temperature of approximately=102 eV was formed. This pinch disintegrated after approximately=50 ns by a single lobe sausage instability into a central high temperature ( approximately=103 eV) filament of 1 mm diameter and 8 mm length containing a high emissivity helical structure. This helix is probably responsible for generation of axial magnetic field and relaxation of the focus pinch. Hot spots of high X-ray intensity and temperature ( approximately=103 eV) were also observed much beyond the filament region.