CFI code group : Commodities [HT]
CFI code group specification as per ISO 10962:2021
An option where the option buyer has the right to buy or sell specified commodities assets at a fixed price or formula, on or before a specified date.
CFI code group attributes
1st attribute of group HT : Underlying assets
Possible values are:
J
Energy
K
Metals
A
Agriculture
N
Environmental
G
Freight
P
Polypropylene Products
S
Fertilizer
T
Paper
I
Index
Q
Multi-Commodity
O
Options
R
Forwards
F
Futures
W
Swaps
M
Others (Miscellaneous)
2nd attribute of group HT : 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 HT : 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 HT : Delivery
Possible values are:
C
Cash
P
Physical
E
Elect at Exercise