iLink 2 - CFICode Table of Values
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 |
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 |
3 | A, E, X | A=American |
4 | F, X | F=Futures |
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 - Option Spread |
---|---|---|
1 | O | O=Option |
2 | M | M=Other |
3 | X | X=Unknown |
4 | F, X | F=Futures |
5 | P | P=Physical |
6 | S | S=Standardized |
Invoice Swaps
The following table contains values for the six-character CFICode string for an Invoice Swap.
Byte | Valid Values | Description |
---|---|---|
1 | M | M=Other |
2 | R | R=Referential Instrument |
3 | R | R=Interest Rates |
4 | X | X=Undefined |
5 | X | X=Undefined |
6 | 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 |
---|---|---|
1 | I | I=Spot |
2 | F | F=Foreign Exchange |
3 | X | X=Undefined |
4 | X | X=Undefined |
5 | X | X=Undefined |
6 | P | P=Physical |
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