CFI code group : Foreign exchange [HF]
Financial acronyms
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CFI code group specification as per ISO 10962:2021
An option to buy or sell a foreign exchange agreement between two parties to exchange a given amount of one currency for another currency for spot delivery or for forward delivery at an agreed rate after a specified period of time.
CFI code group attributes
1st attribute of group HF : Underlying assets
Possible values are:
R
Forwards
F
Futures
T
Spot-Forward swap
V
Volatility
M
Others (Miscellaneous)
2nd attribute of group HF : Option style and type
Possible values are:
A
European Call
B
American Call
C
Bermudan Call
D
European Put
E
American Put
F
Bermudan Put
G
European Chooser
H
American Chooser
I
Bermudan Chooser
3rd attribute of group HF : Valuation method or trigger
Possible values are:
V
Vanilla
A
Asian
D
Digital (Binary)
B
Barrier
G
Digital barrier
L
Lookback
P
Other path dependent
M
Others (Miscellaneous)
4th attribute of group HF : Delivery
Possible values are:
C
Cash
P
Physical
E
Elect at Exercise
N
Non-Deliverable