CFI code group : Structured instruments (participation) [EY]
CFI code group specification as per ISO 10962:2021
The construction is generally based on a low exercise price option (LEPO) (base value less discounted future dividends) which in some cases might be comparable to a direct investment in the underlying asset(s) or a LEPO combined with other options, which together provide the desired disbursement profile.
CFI code group attributes
1st attribute of group EY : Type
Possible values are:
A
Tracker Certificate ⓘ
B
Outperforming Certificate ⓘ
C
Bonus Certificate ⓘ
D
Outperformance Bonus Certificate ⓘ
E
Twin-Win-Certificate ⓘ
M
Others (Miscellaneous)
2nd attribute of group EY : Distribution
Possible values are:
D
Dividend Payments ⓘ
Y
No Payments
M
Others (Miscellaneous)
3rd attribute of group EY : Repayment
Possible values are:
F
Cash Repayment
V
Physical Repayment
E
Elect at Settlement ⓘ
M
Others (Miscellaneous) ⓘ
4th attribute of group EY : Underlying Assets
Possible values are:
B
Baskets
S
Equities
D
Debt Instruments
G
Derivatives ⓘ
T
Commodities
C
Currencies ⓘ
I
Indices ⓘ
N
Interest Rates ⓘ
M
Others (Miscellaneous)