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In this paper we report a continuous-variable quantum key distribution protocol using multimode coherent states generated on subcarrier frequencies of the optical spectrum. We propose a coherent detection scheme where power from a carrier wave is used as a local oscillator. We compose a mathematical model of the proposed scheme and perform its security analysis in the finite-size regime using fully quantum asymptotic equipartition property technique. We calculate a lower bound on the secret key rate for the system under the assumption that the quantum channel noise is negligible compared to detector dark counts, and an eavesdropper is restricted to collective attacks. Our calculation shows that the current realistic system implementation would allow distributing secret keys over channels with losses up to 9 dB.