CFI code group : Credit [SC]

CFI code group specification as per ISO 10962:2021

A credit swap references a value or event related to a debt product or debt issuer.

CFI code group attributes

1^st attribute of group SC : Underlying assets

Possible values are:

U

Single name

V

Index tranche

I

Index

B

Basket

M

Others (Miscellaneous)

2^nd attribute of group SC : Return or payout trigger

Possible values are:

C

Credit default

T

Total return

M

Others (Miscellaneous)

3^rd attribute of group SC : Underlying issuer type

Possible values are:

C

Corporate

S

Sovereign

L

Local

4^th attribute of group SC : Delivery

Possible values are:

C

Cash

P

Physical

A

Auction