CFI code group : Foreign exchange [SF]
CFI code group specification as per ISO 10962:2021
A foreign exchange swap is a foreign exchange agreement between two parties to exchange a given amount of one currency for another currency for spot delivery or for forward delivery at an agreed rate after a specified period of time.
CFI code group attributes
1st attribute of group SF : Underlying assets
Possible values are:
A
Spot-Forward swap
C
Forward-forward swap
M
Others (Miscellaneous)
2nd attribute of group SF : N/A
Possible values are:
X
Not Applicable/Undefined
3rd attribute of group SF : N/A
Possible values are:
X
Not Applicable/Undefined
4th attribute of group SF : Delivery
Possible values are:
P
Physical
N
Non-Deliverable