CFI code group : Equity [HE]
CFI code group specification as per ISO 10962:2021
An option where the underlying asset is an equity-linked instrument (i.e. shares, depository receipts, ETFs, indices, baskets).
CFI code group attributes
1st attribute of group HE : Underlying assets
Possible values are:
S
Single stock
I
Index
B
Basket
O
Options
R
Forwards
F
Futures
M
Others (Miscellaneous)
2nd attribute of group HE : 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 HE : 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 HE : Delivery
Possible values are:
C
Cash
P
Physical
E
Elect at Exercise