Page tree
Skip to end of metadata
Go to start of metadata

The following values are valid for order entry and market data tag 461-CFICode and tag 608-LegCFICode.

Futures Outright

The following table contains values for the six-character CFICode string for a future outright.

Byte

Valid Values

Description - Future Outright

1

F

F=Future

2

F, C, X

F=Financial Futures
C=Commodity Futures
X=Other

3

I, C, D, A, M, X

I=Indices

C=Currencies

D=Interest rate/notional debt. sec

A=Agriculture

M=Energy

X=Unknown

4

X

X=Unknown

5

S

S=Standardized terms

6

X

X=Not applicable

Futures Spread

Byte

Valid Values

Description - Future Spread

1

F

F=Future

2

M

M=Miscellaneous

3

I, C, D, A, M, X

I=Indices

C=Currencies

D=Interest rate/notional debt

A=Agriculture

M=Energy

X=Unknown

4

X

X=Unknown

5

S

S=Standardized terms

6

X

X=Not applicable

Options Outright

The following table contains values for the six-character CFICode string for an option outright.

Byte

Valid Values

Description - Option Outright

1

O

O=Option

2

C, P, X

C=Call
P=Put
X=Unknown

3

A, E, X

A=American
E=European
X=Unknown

4

F, X

F=Futures
X=Unknown

5

P

P=Physical

6

S

S=Standardized

Options Spread

The following table contains values for the six-character CFICode string for an options spread.

Byte

Valid Values

Description - Options Spread

1

O

O=Option

2

M

M=Other

3

X

X=Unknown

4

F, X

F=Futures
X=Unknown

5

P, X

P=Physical
X=Unknown

6

S

S=Standardized

Invoice Swaps

The following table contains values for the six-character CFICode string for an Invoice Swap.

ByteValid ValuesDescription
1M

M=Other

2R

R=Referential Instrument

3R

R=Interest Rates

 X

X=Undefined 

5 X

X=Undefined  

 X

X=Undefined 

OTC Spot Leg

The following table contains values for the six-character CFICode and LegCFICode string for an OTC Spot leg.

Byte

Valid Values

Description

1I

I=Spot

2F

F=Foreign Exchange

3X

X=Undefined 

X

X=Undefined 

5X

X=Undefined  

P

P=Physical

  • No labels