Securities and related financial instruments — Classification of financial instruments (CFI) code (ISO 10962)

Current Version ISO 10962

please consider acquiring a copy of the ISO 10962 standard to support ISO standards development.
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Copyright© ISO 2021

# Sensitivity: C2 Internal
code (ISO 10962)

# Sensitivity: C2 Internal
 Code Name
E Equities

C CIVs

D Debt instruments
R Entitlement (rights)

O Listed options

F Futures

S Swaps

H Non-listed and complex listed options

I Spot

J Forwards

K Strategies

L Financing

T Referential instruments
M Others (miscellaneous)

# Sensitivity: C2 Internal
 Description
Financial instruments representing an ownership interest in an entity or pool of assets.
Securities representing a portion of assets pooled by investors run by a management company whose share capital remai
separate from such assets and includes issues of shares or units in the form of, for example, a unit trust, mutual fund,
OICVM, OPCVM, SICAV or SICAF.
Financial instruments evidencing monies owed by the issuer to the holder on terms as specified.
Financial instruments providing the holder with the privilege to subscribe to or receive specific assets on terms specified.

This Category classifies listed options, which are contracts that grant to the holder either the privilege to purchase or the
privilege to sell the assets specified at a predetermined price or formula at or within a time in the future. Where a listed
option cannot be classified within this Category, refer to non-listed and complex listed options.
Contracts, listed on an exchange or regulated market, which obligate the buyer to receive and the seller to deliver in the
future the assets specified at an agreed price. This includes forwards on regulated markets.
A swap is an agreement or contract where two counterparties agree to exchange periodic streams of cash flows with each
other. Swaps can be executed with a variety of asset classes, as listed below.
This Category includes OTC or unlisted options and also includes any listed option which is not captured by the listed
options Category. An option grants the holder either the privilege to purchase or the privilege to sell the assets specified a
a predetermined price or formula at or within a time in the future.
Contracts conducted on the spot market which are bought and sold for cash with immediate delivery based on market
convention for the asset.
Contracts, which are not exchange traded or listed, entered between two parties to buy or sell the underlying asset at a
specified future date at the price specified at the outset of the contract.
This subclause defines a classification of derivative strategies. Strategies are the simultaneous trading of two or more
derivative instruments.
Financing is a collateralized loan agreement entered into between two parties where one party, the lender, lends
(temporarily) the underlying asset which is secured with cash or other acceptable collateral (securities or other assets)
provided by the borrower. Depending on the exact type of financing transaction, a simultaneous agreement to reverse th
agreement may be entered into at the same time with an agreed-upon future date for the reverse transaction to take
place.

Indicators that are used as a reference for other financial instruments.

Financial instruments that do not fit the above categories as defined.

# Sensitivity: C2 Internal
 Code Pattern rdfs:label
E-U-*-*-*-* EXXXXX

C-M-*-*-*-* CXXXXX

D-M-*-*-*-* DXXXXX
R-P-*-*-*-* RXXXXX

O-M-*-*-*-* OXXXXX

F-C-*-*-*-* FXXXXX

S-M-*-*-*-* SXXXXX

H-M-*-*-*-* HXXXXX

I-T-*-*-*-* IXXXXX

J-T-*-*-*-* JXXXXX

K-M-*-*-*-* KXXXXX

L-S-*-*-*-* LXXXXX

T-M-*-*-*-* TXXXXX
M-M-*-*-*-* MXXXXX

# Sensitivity: C2 Internal
 Equities (E)
Group Name
S Common/ordinary shares

P Preferred/preference shares

C Common/ordinary convertible shares

F Preferred/preference convertible shares

L Limited partnership units

D Depositary receipts on equities

Y Structured instruments (participation)

M Others (miscellaneous)

Return to Categories

# Sensitivity: C2 Internal
 Financial instruments representing an ownership interest in an entity or pool of assets.
Description
Holders are typically entitled to vote and receive dividends. In the event of liquidation, holders of shares usually rank
behind the entity's creditors and holders of preferred/preference shares.
Payment of dividends to holders normally takes preference over the payment of dividends to other classes of shares. In th
event of liquidation, preferred/preference shares normally rank above ordinary shares but behind creditors of the
company.
Shares (common/ordinary) which, at the discretion of the holder, are convertible into other securities, at a designated rat
The conversion privilege may be perpetual or limited to a specific period.

Preferred/preference shares which, at the discretion of the holder, are convertible into other securities, usually
common/ordinary shares, at a designated rate. The conversion privilege may be perpetual or limited to a specified period

A limited partnership is a form of partnership similar to a general partnership, except that in addition to one or more
general partners (GPs), there are one or more limited partners (LPs).
Like shareholders in a corporation, the LPs have limited liability, i.e. they are only liable on debts incurred by the firm to th
extent of their registered investment and they have no management authority. The GPs pay the LPs the equivalent of a
dividend on their investment, the nature and extent of which is usually defined in the partnership agreement.

Depository receipts are securities that facilitate the ownership of securities traded in other jurisdictions. Depository
receipts are widely used in order to allow the trading of shares in jurisdictions other than the one where the original share
were issued.
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 othe
options, which together provide the desired disbursement profile.
Equities that do not fit into any of the other Equity Groups

# Sensitivity: C2 Internal
 E-*-*-*-*-* EXXXXX
Code Pattern rdfs:label Version
E-S-*-*-*-* ESXXXX 2019

E-P-*-*-*-* EPXXXX 2019

E-C-*-*-*-* ECXXXX 2019

E-F-*-*-*-* EFXXXX 2019

E-L-*-*-*-* ELXXXX 2019

E-D-*-*-*-X EDXXXX 2019

E-Y-*-*-*-* EYXXXX 2019

E-M-*-*-*-* EMXXXX 2019

# Sensitivity: C2 Internal
 Common/ordinary shares (E-S)
First attribute
V
N
R
E
Second attribute
T
U
Third attribute
O
P
F
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 Holders are typically entitled to vote and receive dividends. In the event of liquidation, holders of shares usually rank
behind the entity's creditors and holders of preferred/preference shares.
Voting right (indicates the kind of voting power conferred to the shareholder)
Voting (each share has one vote)
Non-voting (the shareholder has no voting right)
Restricted voting (the shareholder may be entitled to less than one vote per share)
Enhanced voting (the shareholder is entitled to more than one vote per share)
Ownership/transfer/sales restrictions (the ownership or transfer of the security is subject to special conditions including
country-specific restrictions)
Restrictions
Free (unrestricted)
Payment status
Nil paid
Partly paid
Fully paid
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Equities_Category Category

Return to Categories

# Sensitivity: C2 Internal
 E-S-*-*-*-* ESXXXX
Code [Link]
E-S-V-*-*-* ESVXXX
E-S-N-*-*-* ESNXXX
E-S-R-*-*-* ESRXXX
E-S-E-*-*-* ESEXXX
Code [Link]
E-S-*-T-*-* ESXTXX
E-S-*-U-*-* ESXUXX
Code [Link]
E-S-*-*-O-* ESXXOX
E-S-*-*-P-* ESXXPX
E-S-*-*-F-* ESXXFX
Code [Link]
E-S-*-*-*-B ESXXXB
E-S-*-*-*-R ESXXXR
E-S-*-*-*-N ESXXXN
E-S-*-*-*-M ESXXXM

# Sensitivity: C2 Internal
 Preferred/preference shares (E-P)

First attribute
V
N
R
E
Second attribute
R
E
T
G
A
C
N
Third attribute
F
C
P
Q
A
N
U
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 Payment of dividends to holders normally takes preference over the payment of dividends to other classes of shares. In
the event of liquidation, preferred/preference shares normally rank above ordinary shares but behind creditors of the
company.
Voting right (indicates the kind of voting power conferred to the shareholder)
Voting (each share has one vote)
Non-voting (the shareholder has no voting right)
Restricted voting (the shareholder may be entitled to less than one vote per share)
Enhanced voting (the shareholder is entitled to more than one vote per share)
Redemption (indicates the retirement provisions made for the shares)
Redeemable (the shares may be redeemed at the option of the issuer and/or of the shareholder)
Extendible (the redemption date can be extended at the issuer or holder option)
Redeemable/extendible (the issuer and/or holders of redeemable shares with a fixed maturity date have the option to ex
Exchangeable (the shares may be exchanged for securities of another issuer)
Redeemable/exchangeable/extendible (the issuer and/or holders of redeemable shares with a fixed maturity date have th
Redeemable/exchangeable (the shares may be redeemed at the option of the issuer and/or of the shareholder and may b
Perpetual (the share has no fixed maturity date)
Income (indicates the kind of dividend income the shareholders are entitled to)
Fixed rate income (the shareholder periodically receives a stated income)
Cumulative, fixed rate income (the shareholder periodically receives a stated amount; dividends not paid in any year accu
Participating income (preferred/preference shareholders, in addition to receiving their fixed rate of prior dividend, share w
Cumulative, participating income (shareholders are entitled to dividends in excess of the stipulated preferential rate unde
Adjustable/variable rate income (the dividend rate is set periodically, usually based on a certain yield)
Normal rate income (shareholders are entitled to the same dividends as common/ordinary shareholders, but have other p
Auction rate income (dividend is adjusted through an auction, such as the Dutch auction)
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Equities_Category Category

Return to Categories

# Sensitivity: C2 Internal
 E-P-*-*-*-* EPXXXX

Code [Link]
E-P-V-*-*-* EPVXXX
E-P-N-*-*-* EPNXXX
E-P-R-*-*-* EPRXXX
E-P-E-*-*-* EPEXXX
Code [Link]
E-P-*-R-*-* EPXRXX
E-P-*-E-*-* EPXEXX
E-P-*-T-*-* EPXTXX
E-P-*-G-*-* EPXGXX
E-P-*-A-*-* EPXAXX
E-P-*-C-*-* EPXCXX
E-P-*-N-*-* EPXNXX
Code [Link]
E-P-*-*-F-* EPXXFX
E-P-*-*-C-* EPXXCX
E-P-*-*-P-* EPXXPX
E-P-*-*-Q-* EPXXQX
E-P-*-*-A-* EPXXAX
E-P-*-*-N-* EPXXNX
E-P-*-*-U-* EPXXUX
Code [Link]
E-P-*-*-*-B EPXXXB
E-P-*-*-*-R EPXXXR
E-P-*-*-*-N EPXXXN
E-P-*-*-*-M EPXXXM

# Sensitivity: C2 Internal
 Common/ordinary
(E-C)
convertible shares
First attribute
V
N
R
E
Second attribute
T
U
Third attribute
O
P
F
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 Shares (common/ordinary) which, at the discretion of the holder, are convertible into other securities, at a designated
rate. The conversion privilege may be perpetual or limited to a specific period.
Voting right (indicates the kind of voting power conferred to the shareholder)
Voting (each share has one vote)
Non-voting (the shareholder has no voting right)
Restricted voting (the shareholder may be entitled to less than one vote per share)
Enhanced voting (the shareholder is entitled to more than one vote per share)
Ownership/transfer/sales restrictions (the ownership or transfer of the security is subject to special conditions including
country-specific restrictions)
Restrictions
Free (unrestricted)
Payment status
Nil paid
Partly paid
Fully paid
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Equities_Category Category

Return to Categories

# Sensitivity: C2 Internal
 E-C-*-*-*-* ECXXXX
Code [Link]
E-C-V-*-*-* ECVXXX
E-C-N-*-*-* ECNXXX
E-C-R-*-*-* ECRXXX
E-C-E-*-*-* ECEXXX
Code [Link]
E-C-*-T-*-* ECXTXX
E-C-*-U-*-* ECXUXX
Code [Link]
E-C-*-*-O-* ECXXOX
E-C-*-*-P-* ECXXPX
E-C-*-*-F-* ECXXFX
Code [Link]
E-C-*-*-*-B ECXXXB
E-C-*-*-*-R ECXXXR
E-C-*-*-*-N ECXXXN
E-C-*-*-*-M ECXXXM

# Sensitivity: C2 Internal
 Preferred/preference
(E-F)
convertible shares

First attribute
V
N
R
E
Second attribute
R
E
T
G
A
C
N
Third attribute
F
C
P
Q
A
N
U
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 Preferred/preference shares which, at the discretion of the holder, are convertible into other securities, usually
common/ordinary shares, at a designated rate. The conversion privilege may be perpetual or limited to a specified
period.
Voting right (indicates the kind of voting power conferred to the shareholder)
Voting (each share has one vote)
Non-voting (the shareholder has no voting right)
Restricted voting (the shareholder may be entitled to less than one vote per share)
Enhanced voting (the shareholder is entitled to more than one vote per share)
Redemption (indicates the retirement provisions made for the shares)
Redeemable (the shares may be redeemed at the option of the issuer and/or of the shareholder)
Extendible (the redemption date can be extended at the issuer or holder option)
Redeemable/extendible (the issuer and/or holders of redeemable shares with a fixed maturity date have the option to ex
Exchangeable (the shares may be exchanged for securities of another issuer)
Redeemable/exchangeable/extendible (the issuer and/or holders of redeemable shares with a fixed maturity date have th
Redeemable/exchangeable (the shares may be redeemed at the option of the issuer and/or of the shareholder and may b
Perpetual (the share has no fixed maturity date)
Income (indicates the kind of dividend income the shareholders are entitled to)
Fixed rate income (the shareholder periodically receives a stated income)
Cumulative, fixed rate income (the shareholder periodically receives a stated amount; dividends not paid in any year accu
Participating income (preferred/preference shareholders, in addition to receiving their fixed rate of prior dividend, share w
Cumulative, participating income (shareholders are entitled to dividends in excess of the stipulated preferential rate unde
Adjustable/variable rate income (the dividend rate is set periodically, usually based on a certain yield)
Normal rate income (shareholders are entitled to the same dividends as common/ordinary shareholders, but have other p
Auction rate income (dividend is adjusted through an auction, such as the Dutch auction)
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Equities_Category Category

Return to Categories

# Sensitivity: C2 Internal
 E-F-*-*-*-* EFXXXX

Code [Link]
E-F-V-*-*-* EFVXXX
E-F-N-*-*-* EFNXXX
E-F-R-*-*-* EFRXXX
E-F-E-*-*-* EFEXXX
Code [Link]
E-F-*-R-*-* EFXRXX
E-F-*-E-*-* EFXEXX
E-F-*-T-*-* EFXTXX
E-F-*-G-*-* EFXGXX
E-F-*-A-*-* EFXAXX
E-F-*-C-*-* EFXCXX
E-F-*-N-*-* EFXNXX
Code [Link]
E-F-*-*-F-* EFXXFX
E-F-*-*-C-* EFXXCX
E-F-*-*-P-* EFXXPX
E-F-*-*-Q-* EFXXQX
E-F-*-*-A-* EFXXAX
E-F-*-*-N-* EFXXNX
E-F-*-*-U-* EFXXUX
Code [Link]
E-F-*-*-*-B EFXXXB
E-F-*-*-*-R EFXXXR
E-F-*-*-*-N EFXXXN
E-F-*-*-*-M EFXXXM

# Sensitivity: C2 Internal
 Limited partnership units (E-L)

First attribute
V
N
R
E
Second attribute
T
U
Third attribute
O
P
F
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 A limited partnership is a form of partnership similar to a general partnership, except that in addition to one or more
general partners (GPs), there are one or more limited partners (LPs).
Like shareholders in a corporation, the LPs have limited liability, i.e. they are only liable on debts incurred by the firm to
the extent of their registered investment and they have no management authority. The GPs pay the LPs the equivalent
a dividend on their investment, the nature and extent of which is usually defined in the partnership agreement.

Voting right (indicates the kind of voting power conferred to the shareholder)
Voting (each share has one vote)
Non-voting (the shareholder has no voting right)
Restricted voting (the shareholder may be entitled to less than one vote per share)
Enhanced voting (the shareholder is entitled to more than one vote per share)
Ownership/transfer/sales restrictions (the ownership or transfer of the security is subject to special conditions including
country-specific restrictions)
Restrictions
Free (unrestricted)
Payment status
Nil paid
Partly paid
Fully paid
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Equities_Category Category

Return to Categories

# Sensitivity: C2 Internal
 E-L-*-*-*-* ELXXXX

Code [Link]
E-L-V-*-*-* ELVXXX
E-L-N-*-*-* ELNXXX
E-L-R-*-*-* ELRXXX
E-L-E-*-*-* ELEXXX
Code [Link]
E-L-*-T-*-* ELXTXX
E-L-*-U-*-* ELXUXX
Code [Link]
E-L-*-*-O-* ELXXOX
E-L-*-*-P-* ELXXPX
E-L-*-*-F-* ELXXFX
Code [Link]
E-L-*-*-*-B ELXXXB
E-L-*-*-*-R ELXXXR
E-L-*-*-*-N ELXXXN
E-L-*-*-*-M ELXXXM

# Sensitivity: C2 Internal
 Depositary receipts on
(E-D)
equities

First attribute
S
P
C
F
L
M

Second attribute

R
N
B
D
Third attribute
F
C
P
Q
A
N
U
N
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 Depository receipts are securities that facilitate the ownership of securities traded in other jurisdictions. Depository
receipts are widely used in order to allow the trading of shares in jurisdictions other than the one where the original
shares were issued.
Instrument dependency (represents the ownership of an instrument provided in this table)
Common/ordinary shares
Preferred/preference shares
Common/ordinary convertible shares
Preferred/preference convertible shares
Limited partnership units
Others (miscellaneous)
Redemption/conversion of the underlying assets (Guideline: for common/ordinary shares and limited partnership units,
only the values N (perpetual) and X (not applicable/undefined) may be used. All values apply for other underlying
instruments.)
Redeemable
Perpetual
Convertible
Convertible/redeemable
Income (indicates the kind of dividend income the shareholders are entitled to)
Fixed rate income
Cumulative, fixed rate income
Participating income
Cumulative, participating income
Adjustable/variable rate income
Normal rate income
Auction rate income
Dividends
Form
Bearer
Registered
Bearer/registered
Others (miscellaneous)

Return to Equities_Category Category

Return to Categories

# Sensitivity: C2 Internal
 E-D-*-*-*-X EDXXXX

Code [Link]
E-D-S-*-*-X EDSXXX
E-D-P-*-*-X EDPXXX
E-D-C-*-*-X EDCXXX
E-D-F-*-*-X EDFXXX
E-D-L-*-*-X EDLXXX
E-D-M-*-*-X EDMXXX

Code [Link]

E-D-*-R-*-X EDXRXX
E-D-*-N-*-X EDXNXX
E-D-*-B-*-X EDXBXX
E-D-*-D-*-X EDXDXX
Code [Link]
E-D-*-*-F-X EDXXFX
E-D-*-*-C-X EDXXCX
E-D-*-*-P-X EDXXPX
E-D-*-*-Q-X EDXXQX
E-D-*-*-A-X EDXXAX
E-D-*-*-N-X EDXXNX
E-D-*-*-U-* EDXXUX
E-D-*-*-D-* EDXXDX
Code [Link]
E-D-*-*-*-B EDXXXB
E-D-*-*-*-N EDXXXN
E-D-*-*-*-R EDXXXR
E-D-*-*-*-M EDXXXM

# Sensitivity: C2 Internal
 Structured instruments
(E-Y)
(participation)

First attribute
A
B
C
D
E
M
Second attribute
D
Y
M
Third attribute
F
V
E
M
Fourth attribute
B
S
D
G
T
C
I
N
M

# Sensitivity: C2 Internal
 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.
Type
Tracker certificate [participation in development of the underlying asset(s); reflects underlying price moves 1:1 (adjusted
Outperformance certificate [participation in development of the underlying asset(s); disproportionate participation (outp
Bonus certificate [participation in development of the underlying asset(s); minimum redemption is equal to the nominal v
Outperformance bonus certificate [participation in development of the underlying asset(s); disproportionate participation
Twin-win-certificate [participation in development of the underlying asset(s); profits possible with rising and falling under
Others (miscellaneous)
Distribution (indicates the cash distribution provided by the structured instrument)
Dividend payments (depending on strategy of the structured instrument)
No payments
Others (miscellaneous)
Repayment (indicates the repayment form provided by the structured instrument)
Cash repayment
Physical repayment
Elect at settlement (determined at the time of settlement)
Others (miscellaneous)
Underlying assets (indicates the type of underlying assets in which the structured instrument participates)
Baskets (group of securities that have been put together for a specific investment purpose)
Equities
Debt instruments
Derivatives (options, futures, swaps, spot, forwards, strategies, financing)
Commodities
Currencies (specified exchange rate)
Indices (the performance of an index)
Interest rates (specified amount based on the future level of interest rates)
Others (miscellaneous)

Return to Equities_Category Category

Return to Categories

# Sensitivity: C2 Internal
 E-Y-*-*-*-* EYXXXX

Code [Link]
E-Y-A-*-*-* EYAXXX
E-Y-B-*-*-* EYBXXX
E-Y-C-*-*-* EYCXXX
E-Y-D-*-*-* EYDXXX
E-Y-E-*-*-* EYEXXX
E-Y-M-*-*-* EYMXXX
Code [Link]
E-Y-*-D-*-* EYXDXX
E-Y-*-Y-*-* EYXYXX
E-Y-*-M-*-* EYXMXX
Code [Link]
E-Y-*-*-F-* EYXXFX
E-Y-*-*-V-* EYXXVX
E-Y-*-*-E-* EYXXEX
E-Y-*-*-M-* EYXXMX
Code [Link]
E-Y-*-*-*-B EYXXXB
E-Y-*-*-*-S EYXXXS
E-Y-*-*-*-D EYXXXD
E-Y-*-*-*-G EYXXXG
E-Y-*-*-*-T EYXXXT
E-Y-*-*-*-C EYXXXC
E-Y-*-*-*-I EYXXXI
E-Y-*-*-*-N EYXXXN
E-Y-*-*-*-M EYXXXM

# Sensitivity: C2 Internal
 Others (miscellaneous) (E-M)
First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 Equities that do not fit into any of the other Equity Groups
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Equities_Category Category

Return to Categories

# Sensitivity: C2 Internal
 E-M-*-*-*-* EMXXXX
Code [Link]
E-M-X-*-*-* EMXXXX
Code [Link]
E-M-*-X-*-* EMXXXX
Code [Link]
E-M-*-*-X-* EMXXXX
Code [Link]
E-M-*-*-*-B EMXXXB
E-M-*-*-*-R EMXXXR
E-M-*-*-*-N EMXXXN
E-M-*-*-*-M EMXXXM

# Sensitivity: C2 Internal
 CIVs (C)

Group Name
I Standard (vanilla) investment funds/mutual funds
H Hedge funds
B Real estate investment trust (REITs)

E Exchange traded funds (ETFs)

S Pension funds

F Funds of funds

P Private equity funds

M Others (miscellaneous)

Return to Categories

# Sensitivity: C2 Internal
 Securities representing a portion of assets pooled by investors run by a management company whose share capital
remains separate from such assets and includes issues of shares or units in the form of, for example, a unit trust, mutua
fund, OICVM, OPCVM, SICAV or SICAF.
Description
An investment vehicle that is made up of a pool of funds collected from many investors for the purpose of investing in
securities such as stocks, bonds, money market instruments and similar assets.
Type of investment fund which pursues a total return and is usually open to qualified investors only.
A REIT is a real estate company that offers shares/units to the public and invests in real estate directly, either through
properties or mortgages.
An ETF is an investment fund traded on stock exchanges, much like stocks. An ETF holds assets such as stocks, commoditi
or bonds, and trades close to its net asset value over the course of the trading day. Most ETFs track an index, such as a
stock, bond or commodity. index
A pension fund is run by a financial intermediary for the company and its employees. The pension fund is a common asse
pool meant to generate stable growth over the long term.
A fund of funds is a CIV that invests directly in other investment funds rather than investing in stocks, bonds or other
securities.
A private equity fund is normally structured as a limited partnership or a limited liability company (investors are limited
partners) managed by a GP.
CIVs which do not fit into any of the above Groups.

# Sensitivity: C2 Internal
 C-*-*-*-*-* CXXXXX

Code Pattern rdfs:label Version

C-I-*-*-*-* CIXXXX 2019
C-H-*-*-*-* CHXXXX 2019
C-B-*-*-*-* CBXXXX 2019

C-E-*-*-*-* CEXXXX 2019

C-S-*-*-*-* CSXXXX 2019

C-F-*-*-*-* CFXXXX 2019

C-P-*-*-*-* CPXXXX 2019

C-M-*-*-*-* CMXXXX 2019

# Sensitivity: C2 Internal
 Standard (vanilla)
investment funds/mutual (C-I)
funds

First attribute
C
O
M
Second attribute
I
G
J
Third attribute
R
B
E
V
L
C
D
F
K
M
Fourth attribute
S
Q
U
Y

# Sensitivity: C2 Internal
 An investment vehicle that is made up of a pool of funds collected from many investors for the purpose of investing in
securities such as stocks, bonds, money market instruments and similar assets.

Closed/open-end (indicates whether units are traded or whether funds continually stand ready to sell new units and
redeem the outstanding units on demand)
Closed-end [units are sold on either an organized exchange or in the over-the-counter (OTC) market and are usually not re
Open-end (funds permanently sell new units to the public and redeem outstanding units on demand, resulting in an incre
Others (miscellaneous)
Distribution policy (indicates the fund's normal distribution policy)
Income funds (the fund regularly distributes its investment profits)
Accumulation funds (the fund normally reinvests its investment profits)
Mixed funds (investment profits are partly distributed, partly reinvested)
Assets (indicates the underlying assets in which the fund invests)
Real estate
Debt instruments (fund invests in debt instrument regardless of maturity)
Equities
Convertible securities
Mixed (fund invests in different assets)
Commodities
Derivatives
Referential instruments excluding commodities
Credits [contractual agreement in which a borrower receives something of value (good, service or money) now and agree
Others (miscellaneous)
Security type and investor restrictions
Shares (retail and/or qualified/institutional/professional investors)
Shares for QI (qualified/institutional/professional investors only)
Units (retail and/or qualified/institutional/professional investors)
Units for QI (qualified/institutional/professional investors only)

Return to CIVs_Category Category

Return to Categories

# Sensitivity: C2 Internal
 C-I-*-*-*-* CIXXXX

Code [Link]
C-I-C-*-*-* CICXXX
C-I-O-*-*-* CIOXXX
C-I-M-*-*-* CIMXXX
Code [Link]
C-I-*-I-*-* CIXIXX
C-I-*-G-*-* CIXGXX
C-I-*-J-*-* CIXJXX
Code [Link]
C-I-*-*-R-* CIXXRX
C-I-*-*-B-* CIXXBX
C-I-*-*-E-* CIXXEX
C-I-*-*-V-* CIXXVX
C-I-*-*-L-* CIXXLX
C-I-*-*-C-* CIXXCX
C-I-*-*-D-* CIXXDX
C-I-*-*-F-* CIXXFX
C-I-*-*-K-* CIXXKX
C-I-*-*-M-* CIXXMX
Code [Link]
C-I-*-*-*-S CIXXXS
C-I-*-*-*-Q CIXXXQ
C-I-*-*-*-U CIXXXU
C-I-*-*-*-Y CIXXXY

# Sensitivity: C2 Internal
 Hedge funds (C-H)
First attribute
D
R
S
E
A
N
L
M
Second attribute
X
Third attribute
X
Fourth attribute
X

# Sensitivity: C2 Internal
 Type of investment fund which pursues a total return and is usually open to qualified investors only.
Investment strategy (the investment process describes core hedge fund strategy characteristics)
Directional [the two biggest constituents of directional are macro and commodity trading advisor (CTA)/managed futures
Relative value (strategies focusing on the spread relationships across various financial assets or commodities; they often u
Security selection (strategies typically equity-based and including long/short equity; the manager attempts to make mone
Event-driven (combination of investment strategies focusing on securities that are expected to experience a change in va
Arbitrage (in economics and finance, arbitrage is the practice of taking advantage of a price difference between two or mo
Multi-strategy (multi-strategy as a separate set of investment strategies is broad and by it the manager is expected to ma
Asset-based lending (strategy based on providing loans against assets to companies, including the ones viewed as not bei
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to CIVs_Category Category

Return to Categories

# Sensitivity: C2 Internal
 C-H-*-*-*-* CHXXXX
Code [Link]
C-H-D-*-*-* CHDXXX
C-H-R-*-*-* CHRXXX
C-H-S-*-*-* CHSXXX
C-H-E-*-*-* CHEXXX
C-H-A-*-*-* CHAXXX
C-H-N-*-*-* CHNXXX
C-H-L-*-*-* CHLXXX
C-H-M-*-*-* CHMXXX
Code [Link]
C-H-*-X-*-* CHXXXX
Code [Link]
C-H-*-*-X-* CHXXXX
Code [Link]
C-H-*-*-*-X CHXXXX

# Sensitivity: C2 Internal
 Real estate investment trust
(C-B)
(REITs)

First attribute
C
O
M
Second attribute
I
G
J
Third attribute
X
Fourth attribute
S
Q
U
Y

# Sensitivity: C2 Internal
 A REIT is a real estate company that offers shares/units to the public and invests in real estate directly, either through
properties or mortgages.
Closed/open-end (indicates whether units are traded or whether funds continually stand ready to sell new units and
redeem the outstanding units on demand)
Closed-end [units are sold on either an organized exchange or in the over-the-counter (OTC) market and are usually not re
Open-end (funds permanently sell new units to the public and redeem outstanding units on demand, resulting in an incre
Others (miscellaneous)
Distribution policy (indicates the fund's normal distribution policy)
Income funds (the fund regularly distributes its investment profits)
Accumulation funds (the fund normally reinvests its investment profits)
Mixed funds (investment profits are partly distributed, partly reinvested)
Not applicable/undefined
Not applicable/undefined
Security type and investor restrictions
Shares (retail and/or qualified/institutional/professional investors)
Shares for QI (qualified/institutional/professional investors only)
Units (retail and/or qualified/institutional/professional investors)
Units for QI (qualified/institutional/professional investors only)

Return to CIVs_Category Category

Return to Categories

# Sensitivity: C2 Internal
 C-B-*-*-*-* CBXXXX

Code [Link]
C-B-C-*-*-* CBCXXX
C-B-O-*-*-* CBOXXX
C-B-M-*-*-* CBMXXX
Code [Link]
C-B-*-I-*-* CBXIXX
C-B-*-G-*-* CBXGXX
C-B-*-J-*-* CBXJXX
Code [Link]
C-B-*-*-X-* CBXXXX
Code [Link]
C-B-*-*-*-S CBXXXS
C-B-*-*-*-Q CBXXXQ
C-B-*-*-*-U CBXXXU
C-B-*-*-*-Y CBXXXY

# Sensitivity: C2 Internal
 Exchange traded funds
(C-E)
(ETFs)

First attribute
C
O
M
Second attribute
I
G
J
Third attribute
R
B
E
V
L
C
D
F
K
M
Fourth attribute
S
U

# Sensitivity: C2 Internal
 An ETF is an investment fund traded on stock exchanges, much like stocks. An ETF holds assets such as stocks,
commodities or bonds, and trades close to its net asset value over the course of the trading day. Most ETFs track an
index, such as a stock, bond or commodity. index
Closed/open-end (indicates whether units are traded or whether funds continually stand ready to sell new units and
redeem the outstanding units on demand)
Closed-end [units are sold on either an organized exchange or in the over-the-counter (OTC) market and are usually not re
Open-end (funds permanently sell new units to the public and redeem outstanding units on demand, resulting in an incre
Others (miscellaneous)
Distribution policy (indicates the fund's normal distribution policy)
Income funds (the fund regularly distributes its investment profits)
Accumulation funds (the fund normally reinvests its investment profits)
Mixed funds (investment profits are partly distributed, partly reinvested)
Assets (indicates the underlying assets in which the fund invests)
Real estate
Debt instruments (fund invests in debt instrument regardless of maturity)
Equities
Convertible securities
Mixed (fund invests in different assets)
Commodities
Derivatives
Referential instruments excluding commodities
Credits [contractual agreement in which a borrower receives something of value (good, service or money) now and agree
Others (miscellaneous)
Security type and investor restrictions
Shares
Units

Return to CIVs_Category Category

Return to Categories

# Sensitivity: C2 Internal
 C-E-*-*-*-* CEXXXX

Code [Link]
C-E-C-*-*-* CECXXX
C-E-O-*-*-* CEOXXX
C-E-M-*-*-* CEMXXX
Code [Link]
C-E-*-I-*-* CEXIXX
C-E-*-G-*-* CEXGXX
C-E-*-J-*-* CEXJXX
Code [Link]
C-E-*-*-R-* CEXXRX
C-E-*-*-B-* CEXXBX
C-E-*-*-E-* CEXXEX
C-E-*-*-V-* CEXXVX
C-E-*-*-L-* CEXXLX
C-E-*-*-C-* CEXXCX
C-E-*-*-D-* CEXXDX
C-E-*-*-F-* CEXXFX
C-E-*-*-K-* CEXXKX
C-E-*-*-M-* CEXXMX
Code [Link]
C-E-*-*-*-S CEXXXS
C-E-*-*-*-U CEXXXU

# Sensitivity: C2 Internal
 Pension funds (C-S)
First attribute
C
O
M
Second attribute
B
G
L
M
Third attribute
R
B
M
Fourth attribute
S
U

# Sensitivity: C2 Internal
 A pension fund is run by a financial intermediary for the company and its employees. The pension fund is a common ass
pool meant to generate stable growth over the long term.
Closed/open
Closed (pension funds supporting only pension plans that are limited to certain employees)
Open (pension funds supporting at least one pension plan with no restriction on membership)
Others (miscellaneous)
Strategy/style
Balanced/conservative
Growth
Life style (strategy changes depending on age group of members)
Others (miscellaneous)
Type
Defined benefit
Defined contribution
Others (miscellaneous)
Security type and investor restrictions
Shares
Units

Return to CIVs_Category Category

Return to Categories

# Sensitivity: C2 Internal
 C-S-*-*-*-* CSXXXX
Code [Link]
C-S-C-*-*-* CSCXXX
C-S-O-*-*-* CSOXXX
C-S-M-*-*-* CSMXXX
Code [Link]
C-S-*-B-*-* CSXBXX
C-S-*-G-*-* CSXGXX
C-S-*-L-*-* CSXLXX
C-S-*-M-*-* CSXMXX
Code [Link]
C-S-*-*-R-* CSXXRX
C-S-*-*-B-* CSXXBX
C-S-*-*-M-* CSXXMX
Code [Link]
C-S-*-*-*-S CSXXXS
C-S-*-*-*-U CSXXXU

# Sensitivity: C2 Internal
 Funds of funds (C-F)

First attribute
C
O
M
Second attribute
I
G
J
Third attribute
I
M
H
B
E
P
M
Fourth attribute
S
Q
U
Y

# Sensitivity: C2 Internal
 A fund of funds is a CIV that invests directly in other investment funds rather than investing in stocks, bonds or other
securities.
Closed/open-end (indicates whether units are traded or whether funds continually stand ready to sell new units and
redeem the outstanding units on demand)
Closed-end [units are sold on either an organized exchange or in the over-the-counter (OTC) market and are usually not re
Open-end (funds permanently sell new units to the public and redeem outstanding units on demand, resulting in an incre
Others (miscellaneous)
Distribution policy (indicates the fund's normal distribution policy)
Income funds (the fund regularly distributes its investment profits)
Accumulation funds (the fund normally reinvests its investment profits)
Mixed funds (investment profits are partly distributed, partly reinvested)
Type of funds ( indicates the type of funds in which the fund invests)
Standard (vanilla) investment funds/mutual funds
Others (miscellaneous)
Hedge funds
REITs
ETFs
Private equity funds
Others (miscellaneous)
Security type and investor restrictions
Shares (retail and/or qualified/institutional/professional investors)
Shares for QI (qualified/institutional/professional investors only)
Units (retail and/or qualified/institutional/professional investors)
Units for QI (qualified/institutional/professional investors only)

Return to CIVs_Category Category

Return to Categories

# Sensitivity: C2 Internal
 C-F-*-*-*-* CFXXXX

Code [Link]
C-F-C-*-*-* CFCXXX
C-F-O-*-*-* CFOXXX
C-F-M-*-*-* CFMXXX
Code [Link]
C-F-*-I-*-* CFXIXX
C-F-*-G-*-* CFXGXX
C-F-*-J-*-* CFXJXX
Code [Link]
C-F-*-*-I-* CFXXIX
C-F-*-*-M-* CFXXMX
C-F-*-*-H-* CFXXHX
C-F-*-*-B-* CFXXBX
C-F-*-*-E-* CFXXEX
C-F-*-*-P-* CFXXPX
C-F-*-*-M-* CFXXMX
Code [Link]
C-F-*-*-*-S CFXXXS
C-F-*-*-*-Q CFXXXQ
C-F-*-*-*-U CFXXXU
C-F-*-*-*-Y CFXXXY

# Sensitivity: C2 Internal
 Private equity funds (C-P)

First attribute
C
O
M
Second attribute
I
G
J
Third attribute
R
B
E
V
L
C
D
F
K
M
Fourth attribute
S
Q
U
Y

# Sensitivity: C2 Internal
 A private equity fund is normally structured as a limited partnership or a limited liability company (investors are limited
partners) managed by a GP.
Closed/open-end (indicates whether units are traded or whether funds continually stand ready to sell new units and
redeem the outstanding units on demand)
Closed-end [units are sold on either an organized exchange or in the over-the-counter (OTC) market and are usually not re
Open-end (funds permanently sell new units to the public and redeem outstanding units on demand, resulting in an incre
Others (miscellaneous)
Distribution policy (indicates the fund's normal distribution policy)
Income funds (the fund regularly distributes its investment profits)
Accumulation funds (the fund normally reinvests its investment profits)
Mixed funds (investment profits are partly distributed, partly reinvested)
Assets (indicates the underlying assets in which the fund invests)
Real estate
Debt instruments (fund invests in debt instrument regardless of maturity)
Equities
Convertible securities
Mixed (fund invests in different assets)
Commodities
Derivatives
Referential instruments excluding commodities
Credits [contractual agreement in which a borrower receives something of value (good, service or money) now and agree
Others (miscellaneous)
Security type and investor restrictions
Shares (retail and/or qualified/institutional/professional investors)
Shares for QI (qualified/institutional/professional investors only)
Units (retail and/or qualified/institutional/professional investors)
Units for QI (qualified/institutional/professional investors only)

Return to CIVs_Category Category

Return to Categories

# Sensitivity: C2 Internal
 C-P-*-*-*-* CPXXXX

Code [Link]
C-P-C-*-*-* CPCXXX
C-P-O-*-*-* CPOXXX
C-P-M-*-*-* CPMXXX
Code [Link]
C-P-*-I-*-* CPXIXX
C-P-*-G-*-* CPXGXX
C-P-*-J-*-* CPXJXX
Code [Link]
C-P-*-*-R-* CPXXRX
C-P-*-*-B-* CPXXBX
C-P-*-*-E-* CPXXEX
C-P-*-*-V-* CPXXVX
C-P-*-*-L-* CPXXLX
C-P-*-*-C-* CPXXCX
C-P-*-*-D-* CPXXDX
C-P-*-*-F-* CPXXFX
C-P-*-*-K-* CPXXKX
C-P-*-*-M-* CPXXMX
Code [Link]
C-P-*-*-*-S CPXXXS
C-P-*-*-*-Q CPXXXQ
C-P-*-*-*-U CPXXXU
C-P-*-*-*-Y CPXXXY

# Sensitivity: C2 Internal
 Others (miscellaneous) (C-M)
First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
S
Q
U
Y

# Sensitivity: C2 Internal
 CIVs which do not fit into any of the Groups described between standard (vanilla) investment funds/mutual funds and
private equity funds
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Security type and investor restrictions
Shares (retail and/or qualified/institutional/professional investors)
Shares for QI (qualified/institutional/professional investors only)
Units (retail and/or qualified/institutional/professional investors)
Units for QI (qualified/institutional/professional investors only)

Return to CIVs_Category Category

Return to Categories

# Sensitivity: C2 Internal
 C-M-*-*-*-* CMXXXX
Code [Link]
C-M-*-*-*-* CMXXXX
Code [Link]
C-M-*-*-*-* CMXXXX
Code [Link]
C-M-*-*-*-* CMXXXX
Code [Link]
C-M-*-*-*-S CMXXXS
C-M-*-*-*-Q CMXXXQ
C-M-*-*-*-U CMXXXU
C-M-*-*-*-Y CMXXXY

# Sensitivity: C2 Internal
 Debt instruments (D)
Group Name
B Bonds
C Convertible bonds

W Bonds with warrants attached

T Medium-term notes

Y Money market instruments

S Structured instruments (capital protection)

E Structured instruments (without capital protection)

G Mortgage-backed securities

A Asset-backed securities
N Municipal bonds

D Depositary receipts on debt instruments

M Others (miscellaneous)

Return to Categories

# Sensitivity: C2 Internal
 Financial instruments evidencing monies owed by the issuer to the holder on terms as specified.
Description
Any interest-bearing or discounted security that normally obliges the issuer to pay the bondholder a contracted sum of
money and to repay the principal amount of the debt.
A bond that can be converted into other securities.

A bond that is issued together with one or more warrant(s) attached as part of the offer, the warrant(s) granting the holde
the right to purchase a designated security, often the common stock of the issuer of the debt, at a specified price.

Negotiable debt instruments offered under a program agreement through one or more dealers upon request of the issue
The program defines the terms and conditions of the notes.
Financial instruments designated at issuance as such with a short-term life, for instance treasury bills and commercial
paper including municipal money market instruments.

Capital protected structured instruments offer investors exposure to chosen underlying assets using various approaches
and offering a large variety of asymmetric pay-off profiles. There are one or more reference entities underlying the
product. Redemption is made at least in the amount of the conditional capital protection at maturity, provided that no
credit event by the reference entity has occurred. Conditional capital protection only applies to the nominal amount and
not to the purchase price. The general functioning of a capital guaranteed structured instrument is as follows: the notiona
amount is split into a zero bond, that will deliver the capital guarantee at maturity, and the difference between the zero
bond’s value (= present value of the guarantee level at maturity) and the notional amount is used for structuring the
performance component with options which deliver the agreed pay-off profile of the structured instrument.

A structured instrument without capital protection is a short-term note linked to an underlying stock. The security offers a
steady stream of income due to the payment of a coupon rate. The redemption at the end of the term is determined on
the basis of the performance and final fixing of the underlying asset: a redemption at the nominal value is guaranteed as
long as the underlying asset has not touched its barrier during relevant barrier monitoring. If the underlying asset has
touched its barrier but is again above the strike price at final fixing, the nominal price is also repaid. Nevertheless, if the
underlying asset has touched its barrier during barrier monitoring and closes below the strike price at final fixing, the
underlying asset is delivered or cash compensation paid, provided that no credit event by the reference entity has
occurred. Depending on the characteristics of the product, either a coupon or a discount to the underlying asset can appl
A coupon is paid out regardless of the performance of the underlying asset, provided that no credit event by the referenc
entity has occurred.

Mortgage-backed securities are debt obligations that represent claims to the cash flows from pools of mortgage loans,
most commonly on residential property. Mortgage loans are purchased from banks, mortgage companies and other
originators, and then assembled into pools by a governmental, quasi-governmental or private entity. The entity then issue
securities that represent claims on the principal and interest payments made by borrowers on the loans in the pool, a
process known as securitization.
Debt instruments backed by receivables other than those arising out of real estate, loans or mortgages.
Bond issued by a state, provincial, city or local government excluding municipal money market securities, which shall be
classified as debt, money market instruments (see money market instruments).
Depository receipts are securities that facilitate the ownership of instruments traded in other jurisdictions. Depository
receipts are widely used in order to allow the trading of debt instruments in jurisdictions other than the one where the
original debt instruments were issued.
Debt instruments that do not fit into any of the above Groups.

# Sensitivity: C2 Internal
 D-*-*-*-*-* DXXXXX
Code Pattern rdfs:label Version
D-B-*-*-*-* DBXXXX 2019
D-C-*-*-*-* DCXXXX 2019

D-W-*-*-*-* DWXXXX 2019

D-T-*-*-*-* DTXXXX 2019

D-Y-*-*-*-* DYXXXX 2019

D-S-*-*-*-* DSXXXX 2019

D-E-*-*-*-* DEXXXX 2019

D-G-*-*-*-* DGXXXX 2019

D-A-*-*-*-* DAXXXX 2019

D-N-*-*-*-* DNXXXX 2019

D-D-*-*-*-* DDXXXX 2019

D-M-*-*-*-* DMXXXX 2019

# Sensitivity: C2 Internal
 Bonds (D-B)
First attribute
F
Z
V
C
K

Second attribute

T
G
S
U
P
N
O
Q
J
C
Third attribute
F
G
C
D
A
B
T
L
P
Q
R
E
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 Any interest-bearing or discounted security that normally obliges the issuer to pay the bondholder a contracted sum of
money and to repay the principal amount of the debt.
Type of interest or cash payment
Fixed rate (all interest payments are known at issuance and remain constant for the life of the issue)
Zero rate/discounted [no periodical interest payments are made; the interest charge (discount) is the difference between
Variable (the interest rate is subject to adjustment through the life of the issue; includes graduated, i.e. step-up/step-dow
Cash payment (this attribute applies only for sukuk certificates; a sukuk takes place when a set of investors pool their wea
Payment in kind (pays interest using other assets instead of cash)
Guarantee or ranking (indicates, in the case of the issuer's inability to settle, whether the debt issue is additionally
secured
Guideline: the values N (senior), O (senior subordinated), Q (junior) and J (junior subordinated) may only be used for
unsecured securities. P (negative pledge) may only be used for unsecured securities that are neither senior nor junior. U
(unsecured) may be used only if one of these codes does not apply to the relevant security.)
Government guarantee [the debt instrument is guaranteed by a federal, state, (semi)-government, sovereigns, agencies]
Joint guarantee [the debt instrument is guaranteed by an entity (e.g. corporation) other than the issuer; not a federal or s
Secured (debt issue against which specific assets are pledged to secure the obligation, e.g. mortgage or receivables)
Unsecured/unguaranteed (the direct obligations of the issuer rest solely on its general credit)
Negative pledge (the borrower agrees not to pledge any assets if such pledging would result in less security for the agreem
Senior (applies to senior debts that are placed before senior subordinated, junior and junior subordinated in the ranking i
Senior subordinated (applies to senior subordinated debts that are placed before junior and junior subordinated in the ra
Junior (applies to junior debts that are placed before junior subordinated in the ranking in the event of liquidation)
Junior subordinated (applies to junior subordinated debts in the ranking in the event of liquidation)
Supranational (organization defined as being beyond the scope or borders of any one nation such as two or more central
Redemption/reimbursement (indicates the retirement provisions made for the debt issue)
Fixed maturity (the principal amount is repaid in full at maturity)
Fixed maturity with call feature (the issue may be called for redemption prior to the fixed maturity date)
Fixed maturity with put feature (the holder may request the reimbursement of his or her bonds prior to the maturity date
Fixed maturity with put and call
Amortization plan (reduction of principal by regular payments)
Amortization plan with call feature (the redemption of principal may occur as the result of the outstanding portion of the
Amortization plan with put feature
Amortization plan with put and call
Perpetual (the debt instrument has no fixed maturity date and is only due for redemption in the case of the issuer's liquid
Perpetual with call feature (the issue may be called for redemption at some time in the future)
Perpetual with put feature (the issue may be puttable for redemption at some time in the future)
Extendible
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories

# Sensitivity: C2 Internal
 D-B-*-*-*-* DBXXXX
Code [Link]
D-B-F-*-*-* DBFXXX
D-B-Z-*-*-* DBZXXX
D-B-V-*-*-* DBVXXX
D-B-C-*-*-* DBCXXX
D-B-K-*-*-* DBKXXX

Code [Link]

D-B-*-T-*-* DBXTXX
D-B-*-G-*-* DBXGXX
D-B-*-S-*-* DBXSXX
D-B-*-U-*-* DBXUXX
D-B-*-P-*-* DBXPXX
D-B-*-N-*-* DBXNXX
D-B-*-O-*-* DBXOXX
D-B-*-Q-*-* DBXQXX
D-B-*-J-*-* DBXJXX
D-B-*-C-*-* DBXCXX
Code [Link]
D-B-*-*-F-* DBXXFX
D-B-*-*-G-* DBXXGX
D-B-*-*-C-* DBXXCX
D-B-*-*-D-* DBXXDX
D-B-*-*-A-* DBXXAX
D-B-*-*-B-* DBXXBX
D-B-*-*-T-* DBXXTX
D-B-*-*-L-* DBXXLX
D-B-*-*-P-* DBXXPX
D-B-*-*-Q-* DBXXQX
D-B-*-*-R-* DBXXRX
D-B-*-*-E-* DBXXEX
Code [Link]
D-B-*-*-*-B DBXXXB
D-B-*-*-*-R DBXXXR
D-B-*-*-*-N DBXXXN
D-B-*-*-*-M DBXXXM

# Sensitivity: C2 Internal
 Convertible bonds (D-C)
First attribute
F
Z
V
K

Second attribute

T
G
S
U
P
N
O
Q
J
C
Third attribute
F
G
C
D
A
B
T
L
P
Q
R
E
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 A bond that can be converted into other securities.
Type of interest
Fixed rate
Zero rate/discounted
Variable
Payment in kind
Guarantee or ranking (indicates, in the case of the issuer's inability to settle, whether the debt issue is additionally
secured
Guideline: the values N (senior), O (senior subordinated), Q (junior) and J (junior subordinated) may only be used for
unsecured securities. P (negative pledge) may only be used for unsecured securities that are neither senior nor junior. U
(unsecured) may be used only if one of these codes does not apply to the relevant security.)
Government guarantee [the debt instrument is guaranteed by a federal, state, (semi)-government, sovereigns, agencies]
Joint guarantee [the debt instrument is guaranteed by an entity (e.g. corporation) other than the issuer; not a federal or s
Secured (debt issue against which specific assets are pledged to secure the obligation, e.g. mortgage or receivables)
Unsecured/unguaranteed (the direct obligations of the issuer rest solely on its general credit)
Negative pledge (the borrower agrees not to pledge any assets if such pledging would result in less security for the agreem
Senior (applies to senior debts that are placed before senior subordinated, junior and junior subordinated in the ranking i
Senior subordinated (applies to senior subordinated debts that are placed before junior and junior subordinated in the ra
Junior (applies to junior debts that are placed before junior subordinated in the ranking in the event of liquidation)
Junior subordinated (applies to junior subordinated debts in the ranking in the event of liquidation)
Supranational (organization defined as being beyond the scope or borders of any one nation such as two or more central
Redemption/reimbursement (indicates the retirement provisions made for the debt issue)
Fixed maturity (the principal amount is repaid in full at maturity)
Fixed maturity with call feature (the issue may be called for redemption prior to the fixed maturity date)
Fixed maturity with put feature (the holder may request the reimbursement of his or her bonds prior to the maturity date
Fixed maturity with put and call
Amortization plan (reduction of principal by regular payments)
Amortization plan with call feature (the redemption of principal may occur as the result of the outstanding portion of the
Amortization plan with put feature
Amortization plan with put and call
Perpetual (the debt instrument has no fixed maturity date and is only due for redemption in the case of the issuer's liquid
Perpetual with call feature (the issue may be called for redemption at some time in the future)
Perpetual with put feature (the issue may be puttable for redemption at some time in the future)
Extendible
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories

# Sensitivity: C2 Internal
 D-C-*-*-*-* DCXXXX
Code [Link]
D-C-F-*-*-* DCFXXX
D-C-Z-*-*-* DCZXXX
D-C-V-*-*-* DCVXXX
D-C-K-*-*-* DCKXXX

Code [Link]

D-C-*-T-*-* DCXTXX
D-C-*-G-*-* DCXGXX
D-C-*-S-*-* DCXSXX
D-C-*-U-*-* DCXUXX
D-C-*-P-*-* DCXPXX
D-C-*-N-*-* DCXNXX
D-C-*-O-*-* DCXOXX
D-C-*-Q-*-* DCXQXX
D-C-*-J-*-* DCXJXX
D-C-*-C-*-* DCXCXX
Code [Link]
D-C-*-*-F-* DCXXFX
D-C-*-*-G-* DCXXGX
D-C-*-*-C-* DCXXCX
D-C-*-*-D-* DCXXDX
D-C-*-*-A-* DCXXAX
D-C-*-*-B-* DCXXBX
D-C-*-*-T-* DCXXTX
D-C-*-*-L-* DCXXLX
D-C-*-*-P-* DCXXPX
D-C-*-*-Q-* DCXXQX
D-C-*-*-R-* DCXXRX
D-C-*-*-E-* DCXXEX
Code [Link]
D-C-*-*-*-B DCXXXB
D-C-*-*-*-R DCXXXR
D-C-*-*-*-N DCXXXN
D-C-*-*-*-M DCXXXM

# Sensitivity: C2 Internal
 Bonds with warrants
(D-W)
attached

First attribute
F
Z
V
K

Second attribute

T
G
S
U
P
N
O
Q
J
C
Third attribute
F
G
C
D
A
B
T
L
P
Q
R
E
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 A bond that is issued together with one or more warrant(s) attached as part of the offer, the warrant(s) granting the
holder the right to purchase a designated security, often the common stock of the issuer of the debt, at a specified price

Type of interest
Fixed rate
Zero rate/discounted
Variable
Payment in kind
Guarantee or ranking (indicates, in the case of the issuer's inability to settle, whether the debt issue is additionally
secured
Guideline: the values N (senior), O (senior subordinated), Q (junior) and J (junior subordinated) may only be used for
unsecured securities. P (negative pledge) may only be used for unsecured securities that are neither senior nor junior. U
(unsecured) may be used only if one of these codes does not apply to the relevant security.)
Government guarantee [the debt instrument is guaranteed by a federal, state, (semi)-government, sovereigns, agencies]
Joint guarantee [the debt instrument is guaranteed by an entity (e.g. corporation) other than the issuer; not a federal or s
Secured (debt issue against which specific assets are pledged to secure the obligation, e.g. mortgage or receivables)
Unsecured/unguaranteed (the direct obligations of the issuer rest solely on its general credit)
Negative pledge (the borrower agrees not to pledge any assets if such pledging would result in less security for the agreem
Senior (applies to senior debts that are placed before senior subordinated, junior and junior subordinated in the ranking i
Senior subordinated (applies to senior subordinated debts that are placed before junior and junior subordinated in the ra
Junior (applies to junior debts that are placed before junior subordinated in the ranking in the event of liquidation)
Junior subordinated (applies to junior subordinated debts in the ranking in the event of liquidation)
Supranational (organization defined as being beyond the scope or borders of any one nation such as two or more central
Redemption/reimbursement (indicates the retirement provisions made for the debt issue)
Fixed maturity (the principal amount is repaid in full at maturity)
Fixed maturity with call feature (the issue may be called for redemption prior to the fixed maturity date)
Fixed maturity with put feature (the holder may request the reimbursement of his or her bonds prior to the maturity date
Fixed maturity with put and call
Amortization plan (reduction of principal by regular payments)
Amortization plan with call feature (the redemption of principal may occur as the result of the outstanding portion of the
Amortization plan with put feature
Amortization plan with put and call
Perpetual (the debt instrument has no fixed maturity date and is only due for redemption in the case of the issuer's liquid
Perpetual with call feature (the issue may be called for redemption at some time in the future)
Perpetual with put feature (the issue may be puttable for redemption at some time in the future)
Extendible
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories

# Sensitivity: C2 Internal
 D-W-*-*-*-* DWXXXX

Code [Link]
D-W-F-*-*-* DWFXXX
D-W-Z-*-*-* DWZXXX
D-W-V-*-*-* DWVXXX
D-W-K-*-*-* DWKXXX

Code [Link]

D-W-*-T-*-* DWXTXX
D-W-*-G-*-* DWXGXX
D-W-*-S-*-* DWXSXX
D-W-*-U-*-* DWXUXX
D-W-*-P-*-* DWXPXX
D-W-*-N-*-* DWXNXX
D-W-*-O-*-* DWXOXX
D-W-*-Q-*-* DWXQXX
D-W-*-J-*-* DWXJXX
D-W-*-C-*-* DWXCXX
Code [Link]
D-W-*-*-F-* DWXXFX
D-W-*-*-G-* DWXXGX
D-W-*-*-C-* DWXXCX
D-W-*-*-D-* DWXXDX
D-W-*-*-A-* DWXXAX
D-W-*-*-B-* DWXXBX
D-W-*-*-T-* DWXXTX
D-W-*-*-L-* DWXXLX
D-W-*-*-P-* DWXXPX
D-W-*-*-Q-* DWXXQX
D-W-*-*-R-* DWXXRX
D-W-*-*-E-* DWXXEX
Code [Link]
D-W-*-*-*-B DWXXXB
D-W-*-*-*-R DWXXXR
D-W-*-*-*-N DWXXXN
D-W-*-*-*-M DWXXXM

# Sensitivity: C2 Internal
 Medium-term notes (D-T)
First attribute
F
Z
V
K

Second attribute

T
G
S
U
P
N
O
Q
J
C
Third attribute
F
G
C
D
A
B
T
L
P
Q
R
E
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 Negotiable debt instruments offered under a program agreement through one or more dealers upon request of the
issuer. The program defines the terms and conditions of the notes.
Type of interest
Fixed rate
Zero rate/discounted
Variable
Payment in kind
Guarantee or ranking (indicates, in the case of the issuer's inability to settle, whether the debt issue is additionally
secured
Guideline: the values N (senior), O (senior subordinated), Q (junior) and J (junior subordinated) may only be used for
unsecured securities. P (negative pledge) may only be used for unsecured securities that are neither senior nor junior. U
(unsecured) may be used only if one of these codes does not apply to the relevant security.)
Government guarantee [the debt instrument is guaranteed by a federal, state, (semi)-government, sovereigns, agencies]
Joint guarantee [the debt instrument is guaranteed by an entity (e.g. corporation) other than the issuer; not a federal or s
Secured (debt issue against which specific assets are pledged to secure the obligation, e.g. mortgage or receivables)
Unsecured/unguaranteed (the direct obligations of the issuer rest solely on its general credit)
Negative pledge (the borrower agrees not to pledge any assets if such pledging would result in less security for the agreem
Senior (applies to senior debts that are placed before senior subordinated, junior and junior subordinated in the ranking i
Senior subordinated (applies to senior subordinated debts that are placed before junior and junior subordinated in the ra
Junior (applies to junior debts that are placed before junior subordinated in the ranking in the event of liquidation)
Junior subordinated (applies to junior subordinated debts in the ranking in the event of liquidation)
Supranational (organization defined as being beyond the scope or borders of any one nation such as two or more central
Redemption/reimbursement (indicates the retirement provisions made for the debt issue)
Fixed maturity (the principal amount is repaid in full at maturity)
Fixed maturity with call feature (the issue may be called for redemption prior to the fixed maturity date)
Fixed maturity with put feature (the holder may request the reimbursement of his or her bonds prior to the maturity date
Fixed maturity with put and call
Amortization plan (reduction of principal by regular payments)
Amortization plan with call feature (the redemption of principal may occur as the result of the outstanding portion of the
Amortization plan with put feature
Amortization plan with put and call
Perpetual (the debt instrument has no fixed maturity date and is only due for redemption in the case of the issuer's liquid
Perpetual with call feature (the issue may be called for redemption at some time in the future)
Perpetual with put feature (the issue may be puttable for redemption at some time in the future)
Extendible
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories

# Sensitivity: C2 Internal
 D-T-*-*-*-* DTXXXX
Code [Link]
D-T-F-*-*-* DTFXXX
D-T-Z-*-*-* DTZXXX
D-T-V-*-*-* DTVXXX
D-T-K-*-*-* DTKXXX

Code [Link]

D-T-*-T-*-* DTXTXX
D-T-*-G-*-* DTXGXX
D-T-*-S-*-* DTXSXX
D-T-*-U-*-* DTXUXX
D-T-*-P-*-* DTXPXX
D-T-*-N-*-* DTXNXX
D-T-*-O-*-* DTXOXX
D-T-*-Q-*-* DTXQXX
D-T-*-J-*-* DTXJXX
D-T-*-C-*-* DTXCXX
Code [Link]
D-T-*-*-F-* DTXXFX
D-T-*-*-G-* DTXXGX
D-T-*-*-C-* DTXXCX
D-T-*-*-D-* DTXXDX
D-T-*-*-A-* DTXXAX
D-T-*-*-B-* DTXXBX
D-T-*-*-T-* DTXXTX
D-T-*-*-L-* DTXXLX
D-T-*-*-P-* DTXXPX
D-T-*-*-Q-* DTXXQX
D-T-*-*-R-* DTXXRX
D-T-*-*-E-* DTXXEX
Code [Link]
D-T-*-*-*-B DTXXXB
D-T-*-*-*-R DTXXXR
D-T-*-*-*-N DTXXXN
D-T-*-*-*-M DTXXXM

# Sensitivity: C2 Internal
 Money market instruments (D-Y)
First attribute
F
Z
V
K

Second attribute

T
G
S
U
P
N
O
Q
J
C
Third attribute
X
Fourth attribute
B
R
N
M

# Sensitivity: C2 Internal
 Financial instruments designated at issuance as such with a short-term life, for instance treasury bills and commercial
paper including municipal money market instruments.
Type of interest
Fixed rate
Zero rate/discounted
Variable
Payment in kind
Guarantee or ranking (indicates, in the case of the issuer's inability to settle, whether the debt issue is additionally
secured
Guideline: the values N (senior), O (senior subordinated), Q (junior) and J (junior subordinated) may only be used for
unsecured securities. P (negative pledge) may only be used for unsecured securities that are neither senior nor junior. U
(unsecured) may be used only if one of these codes does not apply to the relevant security.)
Government guarantee [the debt instrument is guaranteed by a federal, state, (semi)-government, sovereigns, agencies]
Joint guarantee [the debt instrument is guaranteed by an entity (e.g. corporation) other than the issuer; not a federal or s
Secured (debt issue against which specific assets are pledged to secure the obligation, e.g. mortgage or receivables)
Unsecured/unguaranteed (the direct obligations of the issuer rest solely on its general credit)
Negative pledge (the borrower agrees not to pledge any assets if such pledging would result in less security for the agreem
Senior (applies to senior debts that are placed before senior subordinated, junior and junior subordinated in the ranking i
Senior subordinated (applies to senior subordinated debts that are placed before junior and junior subordinated in the ra
Junior (applies to junior debts that are placed before junior subordinated in the ranking in the event of liquidation)
Junior subordinated (applies to junior subordinated debts in the ranking in the event of liquidation)
Supranational (organization defined as being beyond the scope or borders of any one nation such as two or more central
Not applicable/undefined
Not applicable/undefined
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories

# Sensitivity: C2 Internal
 D-Y-*-*-*-* DYXXXX
Code [Link]
D-Y-F-*-*-* DYFXXX
D-Y-Z-*-*-* DYZXXX
D-Y-V-*-*-* DYVXXX
D-Y-K-*-*-* DYKXXX

Code [Link]

D-Y-*-T-*-* DYXTXX
D-Y-*-G-*-* DYXGXX
D-Y-*-S-*-* DYXSXX
D-Y-*-U-*-* DYXUXX
D-Y-*-P-*-* DYXPXX
D-Y-*-N-*-* DYXNXX
D-Y-*-O-*-* DYXOXX
D-Y-*-Q-*-* DYXQXX
D-Y-*-J-*-* DYXJXX
D-Y-*-C-*-* DYXCXX
Code [Link]
D-Y-*-*-X-* DYXXXX
Code [Link]
D-Y-*-*-*-B DYXXXB
D-Y-*-*-*-R DYXXXR
D-Y-*-*-*-N DYXXXN
D-Y-*-*-*-M DYXXXM

# Sensitivity: C2 Internal
 Structured instruments
(D-S)
(capital protection)

First attribute
A
B
C
D
M
Second attribute
F
D
V
Y
M
Third attribute
F
V
M
Fourth attribute
B
S
D
T
C
I
N
M

# Sensitivity: C2 Internal
 Capital protected structured instruments offer investors exposure to chosen underlying assets using various approaches
and offering a large variety of asymmetric pay-off profiles. There are one or more reference entities underlying the
product. Redemption is made at least in the amount of the conditional capital protection at maturity, provided that no
credit event by the reference entity has occurred. Conditional capital protection only applies to the nominal amount and
not to the purchase price. The general functioning of a capital guaranteed structured instrument is as follows: the
notional amount is split into a zero bond, that will deliver the capital guarantee at maturity, and the difference betwee
the zero bond’s value (= present value of the guarantee level at maturity) and the notional amount is used for structurin
the performance component with options which deliver the agreed pay-off profile of the structured instrument.

Type
Capital protection certificate with participation [minimum redemption at expiry equivalent to the capital protection; capit
Capital protection convertible certificate [minimum redemption at expiry equivalent to the capital protection; capital prot
Barrier capital protection certificate [minimum redemption at expiry equivalent to the capital protection; capital protectio
Capital protection certificate with coupons [minimum redemption at expiry equivalent to the capital protection; capital p
Others (miscellaneous)
Distribution (indicates the cash distribution provided by the structured instrument)
Fixed interest payments
Dividend payments
Variable interest payments
No payments
Others (miscellaneous)
Repayment (indicates the repayment form provided by the structured instrument)
Fixed cash repayment (only protected capital level)
Variable cash repayment (protected capital level and additional performance capital depending on the underlying)
Others (miscellaneous)
Underlying assets (indicates the type of underlying assets in which the structured instrument participates)
Baskets
Equities
Debt instruments
Commodities
Currencies (specified exchange rate)
Indices (the performance of an index)
Interest rates (specified amount based on the future level of interest rates)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories

# Sensitivity: C2 Internal
 D-S-*-*-*-* DSXXXX

Code [Link]
D-S-A-*-*-* DSAXXX
D-S-B-*-*-* DSBXXX
D-S-C-*-*-* DSCXXX
D-S-D-*-*-* DSDXXX
D-S-M-*-*-* DSMXXX
Code [Link]
D-S-*-F-*-* DSXFXX
D-S-*-D-*-* DSXDXX
D-S-*-V-*-* DSXVXX
D-S-*-Y-*-* DSXYXX
D-S-*-M-*-* DSXMXX
Code [Link]
D-S-*-*-F-* DSXXFX
D-S-*-*-V-* DSXXVX
D-S-*-*-M-* DSXXMX
Code [Link]
D-S-*-*-*-B DSXXXB
D-S-*-*-*-S DSXXXS
D-S-*-*-*-D DSXXXD
D-S-*-*-*-T DSXXXT
D-S-*-*-*-C DSXXXC
D-S-*-*-*-I DSXXXI
D-S-*-*-*-N DSXXXN
D-S-*-*-*-M DSXXXM

# Sensitivity: C2 Internal
Structured instruments
(D-E)
(without capital protection)

First attribute
A
B
C
D
E
M
Second attribute
F
D
V
Y
M
Third attribute
R
S
C
T
M
Fourth attribute
B
S
D
T
C
I
N
M
A structured instrument without capital protection is a short-term note linked to an underlying stock. The security offer
a steady stream of income due to the payment of a coupon rate. The redemption at the end of the term is determined o
the basis of the performance and final fixing of the underlying asset: a redemption at the nominal value is guaranteed a
long as the underlying asset has not touched its barrier during relevant barrier monitoring. If the underlying asset has
touched its barrier but is again above the strike price at final fixing, the nominal price is also repaid. Nevertheless, if the
underlying asset has touched its barrier during barrier monitoring and closes below the strike price at final fixing, the
underlying asset is delivered or cash compensation paid, provided that no credit event by the reference entity has
occurred. Depending on the characteristics of the product, either a coupon or a discount to the underlying asset can
apply. A coupon is paid out regardless of the performance of the underlying asset, provided that no credit event by the
reference entity has occurred.

Type
Discount certificate [should the underlying asset close below the strike on expiry, the underlying asset(s) and/or a cash am
Barrier discount certificate [the maximum redemption amount (Cap) is paid out if the barrier is never breached; barrier di
Reverse convertible [should the underlying asset close below the strike on expiry, the underlying asset(s) and/or a cash am
Barrier reverse convertible [should the barrier never be breached, the nominal price plus coupon is paid at redemption; d
Express certificate [should the underlying trade above the strike on the observation date, an early redemption consisting
Others (miscellaneous)
Distribution (indicates the cash distribution provided by the structured instrument)
Fixed interest payments
Dividend payments
Variable interest payments
No payments
Others (miscellaneous)
Repayment (indicates the repayment form provided by the structured instrument)
Repayment in cash (depending on the underlying, if the barrier is not breached)
Repayment in assets
Repayment in assets and cash
Repayment in assets or cash
Others (miscellaneous)
Underlying assets (indicates the type of underlying assets in which the structured instrument participates)
Baskets
Equities
Debt instruments
Commodities
Currencies (specified exchange rate)
Indices (the performance of an index)
Interest rates (specified amount based on the future level of interest rates)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories
D-E-*-*-*-* DEXXXX

Code [Link]
D-E-A-*-*-* DEAXXX
D-E-B-*-*-* DEBXXX
D-E-C-*-*-* DECXXX
D-E-D-*-*-* DEDXXX
D-E-E-*-*-* DEEXXX
D-E-M-*-*-* DEMXXX
Code [Link]
D-E-*-F-*-* DEXFXX
D-E-*-D-*-* DEXDXX
D-E-*-V-*-* DEXVXX
D-E-*-Y-*-* DEXYXX
D-E-*-M-*-* DEXMXX
Code [Link]
D-E-*-*-R-* DEXXRX
D-E-*-*-S-* DEXXSX
D-E-*-*-C-* DEXXCX
D-E-*-*-T-* DEXXTX
D-E-*-*-M-* DEXXMX
Code [Link]
D-E-*-*-*-B DEXXXB
D-E-*-*-*-S DEXXXS
D-E-*-*-*-D DEXXXD
D-E-*-*-*-T DEXXXT
D-E-*-*-*-C DEXXXC
D-E-*-*-*-I DEXXXI
D-E-*-*-*-N DEXXXN
D-E-*-*-*-M DEXXXM
Mortgage-backed securities (D-G)

First attribute
F
Z
V

Second attribute

T
G
S
U
P
N
O
Q
J
C
Third attribute
F
G
C
D
A
B
T
L
P
Q
R
E
Fourth attribute
B
R
N
M
Mortgage-backed securities are debt obligations that represent claims to the cash flows from pools of mortgage loans,
most commonly on residential property. Mortgage loans are purchased from banks, mortgage companies and other
originators, and then assembled into pools by a governmental, quasi-governmental or private entity. The entity then
issues securities that represent claims on the principal and interest payments made by borrowers on the loans in the
pool, a process known as securitization.
Type of interest
Fixed rate
Zero rate/discounted
Variable
Guarantee or ranking
Guideline: the values N (senior), O (senior subordinated), Q (junior) and J (junior subordinated) may only be used for
unsecured securities. P (negative pledge) may only be used for unsecured securities that are neither senior nor junior. U
(unsecured) may be used only if one of these codes does not apply to the relevant security.
Government guarantee [the debt instrument is guaranteed by a federal, state, (semi)-government, sovereigns, agencies]
Joint guarantee [the debt instrument is guaranteed by an entity (e.g. corporation) other than the issuer; not a federal or s
Secured (debt issue against which specific assets are pledged to secure the obligation, e.g. mortgage or receivables)
Unsecured/unguaranteed (the direct obligations of the issuer rest solely on its general credit)
Negative pledge (the borrower agrees not to pledge any assets if such pledging would result in less security for the agreem
Senior (applies to senior debts that are placed before senior subordinated, junior and junior subordinated in the ranking i
Senior subordinated (applies to senior subordinated debts that are placed before junior and junior subordinated in the ra
Junior (applies to junior debts that are placed before junior subordinated in the ranking in the event of liquidation)
Junior subordinated (applies to junior subordinated debts in the ranking in the event of liquidation)
Supranational (organization defined as being beyond the scope or borders of any one nation such as two or more central
Redemption/reimbursement
Fixed maturity (the principal amount is repaid in full at maturity)
Fixed maturity with call feature (the issue may be called for redemption prior to the fixed maturity date)
Fixed maturity with put feature (the holder may request the reimbursement of his or her bonds prior to the maturity date
Fixed maturity with put and call
Amortization plan (reduction of principal by regular payments)
Amortization plan with call feature (the redemption of principal may occur as the result of the outstanding portion of the
Amortization plan with put feature
Amortization plan with put and call
Perpetual (the debt instrument has no fixed maturity date and is only due for redemption in the case of the issuer's liquid
Perpetual with call feature (the issue may be called for redemption at some time in the future)
Perpetual with put feature (the issue may be puttable for redemption at some time in the future)
Extendible
Form
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories
D-G-*-*-*-* DGXXXX

Code [Link]
D-G-F-*-*-*- DGFXXX
D-G-Z-*-*-*- DGZXXX
D-G-V-*-*-*- DGVXXX

Code [Link]

D-G-*-T-*-*- DGXTXX
D-G-*-G-*-*- DGXGXX
D-G-*-S-*-*- DGXSXX
D-G-*-U-*-*- DGXUXX
D-G-*-P-*-*- DGXPXX
D-G-*-N-*-*- DGXNXX
D-G-*-O-*-*- DGXOXX
D-G-*-Q-*-*- DGXQXX
D-G-*-J-*-*- DGXJXX
D-G-*-C-*-*- DGXCXX
Code [Link]
D-G-*-*-F-*- DGXXFX
D-G-*-*-G-*- DGXXGX
D-G-*-*-C-*- DGXXCX
D-G-*-*-D-*- DGXXDX
D-G-*-*-A-*- DGXXAX
D-G-*-*-B-*- DGXXBX
D-G-*-*-T-*- DGXXTX
D-G-*-*-L-*- DGXXLX
D-G-*-*-P-*- DGXXPX
D-G-*-*-Q-*- DGXXFX
D-G-*-*-R-*- DGXXRX
D-G-*-*-E-*- DGXXEX
Code [Link]
D-G-*-*-*-B- DGXXXB
D-G-*-*-*-R- DGXXXR
D-G-*-*-*-N- DGXXXN
D-G-*-*-*-M- DGXXXM
Asset-backed securities (D-A)
First attribute
F
Z
V

Second attribute

T
G
S
U
P
N
O
Q
J
C
Third attribute
F
G
C
D
A
B
T
L
P
Q
R
E
Fourth attribute
B
R
N
M
Debt instruments backed by receivables other than those arising out of real estate, loans or mortgages.
Type of interest
Fixed rate
Zero rate/discounted
Variable
Guarantee or ranking (indicates, in the case of the issuer's inability to settle, whether the debt issue is additionally
secured
Guideline: the values N (senior), O (senior subordinated), Q (junior) and J (junior subordinated) may only be used for
unsecured securities. P (negative pledge) may only be used for unsecured securities that are neither senior nor junior. U
(unsecured) may be used only if one of these codes does not apply to the relevant security.)
Government guarantee [the debt instrument is guaranteed by a federal, state, (semi)-government, sovereigns, agencies]
Joint guarantee [the debt instrument is guaranteed by an entity (e.g. corporation) other than the issuer; not a federal or s
Secured (debt issue against which specific assets are pledged to secure the obligation, e.g. mortgage or receivables)
Unsecured/unguaranteed (the direct obligations of the issuer rest solely on its general credit)
Negative pledge (the borrower agrees not to pledge any assets if such pledging would result in less security for the agreem
Senior (applies to senior debts that are placed before senior subordinated, junior and junior subordinated in the ranking i
Senior subordinated (applies to senior subordinated debts that are placed before junior and junior subordinated in the ra
Junior (applies to junior debts that are placed before junior subordinated in the ranking in the event of liquidation)
Junior subordinated (applies to junior subordinated debts in the ranking in the event of liquidation)
Supranational (organization defined as being beyond the scope or borders of any one nation such as two or more central
Redemption/reimbursement (indicates the retirement provisions made for the debt issue)
Fixed maturity (the principal amount is repaid in full at maturity)
Fixed maturity with call feature (the issue may be called for redemption prior to the fixed maturity date)
Fixed maturity with put feature (the holder may request the reimbursement of his or her bonds prior to the maturity date
Fixed maturity with put and call
Amortization plan (reduction of principal by regular payments)
Amortization plan with call feature (the redemption of principal may occur as the result of the outstanding portion of the
Amortization plan with put feature
Amortization plan with put and call
Perpetual (the debt instrument has no fixed maturity date and is only due for redemption in the case of the issuer's liquid
Perpetual with call feature (the issue may be called for redemption at some time in the future)
Perpetual with put feature (the issue may be puttable for redemption at some time in the future)
Extendible
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories
D-A-*-*-*-* DAXXXX
Code [Link]
D-A-F-*-*-* DAFXXX
D-A-Z-*-*-* DAZXXX
D-A-V-*-*-* DAVXXX

Code [Link]

D-A-*-T-*-* DAXTXX
D-A-*-G-*-* DAXGXX
D-A-*-S-*-* DAXSXX
D-A-*-U-*-* DAXUXX
D-A-*-P-*-* DAXPXX
D-A-*-N-*-* DAXNXX
D-A-*-O-*-* DAXOXX
D-A-*-Q-*-* DAXQXX
D-A-*-J-*-* DAXJXX
D-A-*-C-*-* DAXCXX
Code [Link]
D-A-*-*-F-* DAXXFX
D-A-*-*-G-* DAXXGX
D-A-*-*-C-* DAXXCX
D-A-*-*-D-* DAXXDX
D-A-*-*-A-* DAXXAX
D-A-*-*-B-* DAXXBX
D-A-*-*-T-* DAXXTX
D-A-*-*-L-* DAXXLX
D-A-*-*-P-* DAXXPX
D-A-*-*-Q-* DAXXQX
D-A-*-*-R-* DAXXRX
D-A-*-*-E-* DAXXEX
Code [Link]
D-A-*-*-*-B DAXXXB
D-A-*-*-*-R DAXXXR
D-A-*-*-*-N DAXXXN
D-A-*-*-*-M DAXXXM
Municipal bonds (D-N)
First attribute
F
Z
V

Second attribute

T
G
S
U
P
N
O
Q
J
C
Third attribute
F
G
C
D
A
B
T
L
P
Q
R
E
Fourth attribute
B
R
N
M
Bond issued by a state, provincial, city or local government excluding municipal money market securities, which shall be
classified as debt, money market instruments (see 6.4.6).
Type of interest
Fixed rate
Zero rate/discounted
Variable
Guarantee or ranking (indicates, in the case of the issuer's inability to settle, whether the debt issue is additionally
secured
Guideline: the values N (senior), O (senior subordinated), Q (junior) and J (junior subordinated) may only be used for
unsecured securities. P (negative pledge) may only be used for unsecured securities that are neither senior nor junior. U
(unsecured) may be used only if one of these codes does not apply to the relevant security.)
State guarantee (any level below sovereign or national government)
Joint guarantee [the debt instrument is guaranteed by an entity (e.g. corporation) other than the issuer; not a federal or s
Secured (debt issue against which specific assets are pledged to secure the obligation, e.g. mortgage or receivables)
Unsecured/unguaranteed (the direct obligations of the issuer rest solely on its general credit)
Negative pledge (the borrower agrees not to pledge any assets if such pledging would result in less security for the agreem
Senior (applies to senior debts that are placed before senior subordinated, junior and junior subordinated in the ranking i
Senior subordinated (applies to senior subordinated debts that are placed before junior and junior subordinated in the ra
Junior (applies to junior debts that are placed before junior subordinated in the ranking in the event of liquidation)
Junior subordinated (applies to junior subordinated debts in the ranking in the event of liquidation)
Supranational (organization defined as being beyond the scope or borders of any one nation such as two or more central
Redemption/reimbursement (indicates the retirement provisions made for the debt issue)
Fixed maturity (the principal amount is repaid in full at maturity)
Fixed maturity with call feature (the issue may be called for redemption prior to the fixed maturity date)
Fixed maturity with put feature (the holder may request the reimbursement of his or her bonds prior to the maturity date
Fixed maturity with put and call
Amortization plan (reduction of principal by regular payments)
Amortization plan with call feature (the redemption of principal may occur as the result of the outstanding portion of the
Amortization plan with put feature
Amortization plan with put and call
Perpetual (the debt instrument has no fixed maturity date and is only due for redemption in the case of the issuer's liquid
Perpetual with call feature (the issue may be called for redemption at some time in the future)
Perpetual with put feature (the issue may be puttable for redemption at some time in the future)
Extendible
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories
D-N-*-*-*-* DNXXXX
Code [Link]
D-N-F-*-*-* DNFXXX
D-N-Z-*-*-* DNZXXX
D-N-V-*-*-* DNVXXX

Code [Link]

D-N-*-T-*-* DNXTXX
D-N-*-G-*-* DNXGXX
D-N-*-S-*-* DNXSXX
D-N-*-U-*-* DNXUXX
D-N-*-P-*-* DNXPXX
D-N-*-N-*-* DNXNXX
D-N-*-O-*-* DNXOXX
D-N-*-Q-*-* DNXQXX
D-N-*-J-*-* DNXJXX
D-N-*-C-*-* DNXCXX
Code [Link]
D-N-*-*-F-* DNXXFX
D-N-*-*-G-* DNXXGX
D-N-*-*-C-* DNXXCX
D-N-*-*-D-* DNXXDX
D-N-*-*-A-* DNXXAX
D-N-*-*-B-* DNXXBX
D-N-*-*-T-* DNXXTX
D-N-*-*-L-* DNXXLX
D-N-*-*-P-* DNXXPX
D-N-*-*-Q-* DNXXQX
D-N-*-*-R-* DNXXRX
D-N-*-*-E-* DNXXEX
Code [Link]
D-N-*-*-*-B DNXXXB
D-N-*-*-*-R DNXXXR
D-N-*-*-*-N DNXXXN
D-N-*-*-*-M DNXXXM
Depositary receipts on debt
(D-D)
instruments

First attribute
B
C
W
T
Y
G
A
N
M
Second attribute
F
Z
V
C

Third attribute

T
G
S
U
P
N
O
Q
J
C
Fourth attribute
F
G
C
D
A
B
T
L
P
Q
R
E
Depository receipts are securities that facilitate the ownership of instruments traded in other jurisdictions. Depository
receipts are widely used in order to allow the trading of debt instruments in jurisdictions other than the one where the
original debt instruments were issued.
Instrument dependency
Bonds
Convertible bonds
Bonds with warrants attached
Medium-term notes
Money market instruments
Mortgage-backed securities
Asset-backed securities
Municipal bonds
Others (miscellaneous)
Type of interest/cash payment
Fixed rate
Zero rate/discounted
Variable
Cash payment
Guarantee or ranking (indicates, in the case of the issuer's inability to settle, whether the debt issue is additionally
secured
Guideline: the values N (senior), O (senior subordinated), Q (junior) and J (junior subordinated) may only be used for
unsecured securities. P (negative pledge) may only be used for unsecured securities that are neither senior nor junior. U
(unsecured) may be used only if one of these codes does not apply to the relevant security.)
Government guarantee [the debt instrument is guaranteed by a federal, state, (semi)-government, sovereigns, agencies]
Joint guarantee [the debt instrument is guaranteed by an entity (e.g. corporation) other than the issuer; not a federal or s
Secured (debt issue against which specific assets are pledged to secure the obligation, e.g. mortgage or receivables)
Unsecured/unguaranteed (the direct obligations of the issuer rest solely on its general credit)
Negative pledge (the borrower agrees not to pledge any assets if such pledging would result in less security for the agreem
Senior (applies to senior debts that are placed before senior subordinated, junior and junior subordinated in the ranking i
Senior subordinated (applies to senior subordinated debts that are placed before junior and junior subordinated in the ra
Junior (applies to junior debts that are placed before junior subordinated in the ranking in the event of liquidation)
Junior subordinated (applies to junior subordinated debts in the ranking in the event of liquidation)
Supranational (organization defined as being beyond the scope or borders of any one nation such as two or more central
Redemption/reimbursement (indicates the retirement provisions made for the debt issue)
Fixed maturity (the principal amount is repaid in full at maturity)
Fixed maturity with call feature (the issue may be called for redemption prior to the fixed maturity date)
Fixed maturity with put feature (the holder may request the reimbursement of his or her bonds prior to the maturity date
Fixed maturity with put and call
Amortization plan (reduction of principal by regular payments)
Amortization plan with call feature (the redemption of principal may occur as the result of the outstanding portion of the
Amortization plan with put feature
Amortization plan with put and call
Perpetual (the debt instrument has no fixed maturity date and is only due for redemption in the case of the issuer's liquid
Perpetual with call feature (the issue may be called for redemption at some time in the future)
Perpetual with put feature (the issue may be puttable for redemption at some time in the future)
Extendible

Return to Debt_instruments_Category Category

Return to Categories
D-D-*-*-*-* DDXXXX

Code [Link]
D-D-B-*-*-* DDBXXX
D-D-C-*-*-* DDCXXX
D-D-W-*-*-* DDWXXX
D-D-T-*-*-* DDTXXX
D-D-Y-*-*-* DDYXXX
D-D-G-*-*-* DDGXXX
D-D-A-*-*-* DDAXXX
D-D-N-*-*-* DDNXXX
D-D-M-*-*-* DDMXXX
Code [Link]
D-D-*-F-*-* DDXFXX
D-D-*-Z-*-* DDXZXX
D-D-*-V-*-* DDXVXX
D-D-*-C-*-* DDXCXX

Code [Link]

D-D-*-*-T-* DDXXTX
D-D-*-*-G-* DDXXGX
D-D-*-*-S-* DDXXSX
D-D-*-*-U-* DDXXUX
D-D-*-*-P-* DDXXPX
D-D-*-*-N-* DDXXNX
D-D-*-*-O-* DDXXOX
D-D-*-*-Q-* DDXXQX
D-D-*-*-J-* DDXXJX
D-D-*-*-C-* DDXXCX
Code [Link]
D-D-*-*-*-F DDXXXF
D-D-*-*-*-G DDXXXG
D-D-*-*-*-C DDXXXC
D-D-*-*-*-D DDXXXD
D-D-*-*-*-A DDXXXA
D-D-*-*-*-B DDXXXB
D-D-*-*-*-T DDXXXT
D-D-*-*-*-L DDXXXL
D-D-*-*-*-P DDXXXP
D-D-*-*-*-Q DDXXXQ
D-D-*-*-*-R DDXXXR
D-D-*-*-*-E DDXXXE
Others (miscellaneous) (D-M)
First attribute
B
P
M
Second attribute
X
Third attribute
X
Fourth attribute
B
R
N
M
Debt instruments that do not fit into any of the Groups of debt instruments.
Type
Bank loan (an amount of money loaned at interest by a bank to a borrower, usually on collateral security, for a certain pe
Promissory note (written promise by one party to pay another party a definite sum of money either on demand or at a sp
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Debt_instruments_Category Category

Return to Categories
D-M-*-*-*-* DMXXXX
Code [Link]
D-M-B-*-*-* DMBXXX
D-M-P-*-*-* DMPXXX
D-M-M-*-*-* DMMXXX
Code [Link]
D-M-*-X-*-* DMXXXX
Code [Link]
D-M-*-*-X-* DMXXXX
Code [Link]
D-M-*-*-*-B DMXXXB
D-M-*-*-*-R DMXXXR
D-M-*-*-*-N DMXXXN
D-M-*-*-*-M DMXXXM
Entitlement (rights) (R)
Group Name
A Allotment (bonus) rights
S Subscription rights

P Purchase rights

W Warrants

F Mini-future certificates, constant leverage certificates

D Depositary receipts on entitlements

M Others (miscellaneous)

Return to Categories
Financial instruments providing the holder with the privilege to subscribe to or receive specific assets on terms specified
Description
Privileges allotted to existing security holders, entitling them to receive new securities free of charge.
Privileges allotted to existing security holders, entitling them to subscribe to new securities at a price normally lower than
the prevailing market price.
Anti-takeover device that gives a prospective acquiree's shareholders the right to buy shares of the firm or shares of
anyone who acquires the firm at a deep discount to their fair market value.
Financial instruments which permit the holder to purchase a specified amount of a financial instrument, commodity,
currency or other during a specified period at a specified price.

Mini-futures combine the structure of open-end certificates with leverage option. Mini-futures have no fixed term. The
leverage is therefore available without a term restriction. The price of a mini-future always corresponds to its intrinsic
value, i.e. the capital outlay, plus the bid-ask spread. The financing costs associated with building up the leverage effect a
offset against the capital outlay on a daily basis, thereby eliminating the need for a premium. Investors have to pay only
financing costs they actually utilize. In contrast to options, factors like volatility have no influence at all on the price of min
futures.

Depository receipts are securities that facilitate the ownership of instruments traded in other jurisdictions. Depository
receipts are widely used in order to allow the trading of entitlements in jurisdictions other than the one where the origina
entitlements were issued.
Entitlements (rights) that do not fit into any of the above Groups described.
R-*-*-*-*-* RXXXXX
Code Pattern rdfs:label Version
R-A-*-*-*-* RAXXXX 2019
R-S-*-*-*-* RSXXXX 2019

R-P-*-*-*-* RPXXXX 2019

R-W-*-*-*-* RWXXXX 2019

R-F-*-*-*-* RFXXXX 2019

R-D-*-*-*-* RDXXXX 2019

R-M-*-*-*-* RMXXXX 2019

Allotment (bonus) rights (R-A)
First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
B
R
N
M
Privileges allotted to existing security holders, entitling them to receive new securities free of charge.
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Entitlement_rights_Category Category

Return to Categories
R-A-*-*-*-* RAXXXX
Code [Link]
R-A-X-*-*-* RAXXXX
Code [Link]
R-A-*-X-*-* RAXXXX
Code [Link]
R-A-*-*-X-* RAXXXX
Code [Link]
R-A-*-*-*-B RAXXXB
R-A-*-*-*-R RAXXXR
R-A-*-*-*-N RAXXXN
R-A-*-*-*-M RAXXXM
Subscription rights (R-S)
First attribute
S
P
C
F
B
I
M
Second attribute
X
Third attribute
X
Fourth attribute
B
R
N
M
Privileges allotted to existing security holders, entitling them to subscribe to new securities at a price normally lower
than the prevailing market price.
Assets (indicates the type of assets that the rights holder is entitled to acquire)
Common/ordinary shares
Preferred/preference shares
Common/ordinary convertible shares
Preferred/preference convertible shares
Bonds
Combined instruments
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Entitlement_rights_Category Category

Return to Categories
R-S-*-*-*-* RSXXXX
Code [Link]
R-S-S-*-*-* RSSXXX
R-S-P-*-*-* RSPXXX
R-S-C-*-*-* RSCXXX
R-S-F-*-*-* RSFXXX
R-S-B-*-*-* RSBXXX
R-S-I-*-*-* RSIXXX
R-S-M-*-*-* RSMXXX
Code [Link]
R-S-*-X-*-* RSXXXX
Code [Link]
R-S-*-*-X-* RSXXXX
Code [Link]
R-S-*-*-*-B RSXXXB
R-S-*-*-*-R RSXXXR
R-S-*-*-*-N RSXXXN
R-S-*-*-*-M RSXXXM
Purchase rights (R-P)
First attribute
S
P
C
F
B
I
M
Second attribute
X
Third attribute
X
Fourth attribute
B
R
N
M
Anti-takeover device that gives a prospective acquiree's shareholders the right to buy shares of the firm or shares of
anyone who acquires the firm at a deep discount to their fair market value.
Assets (indicates the type of assets that the rights holder is entitled to acquire)
Common/ordinary shares
Preferred/preference shares
Common/ordinary convertible shares
Preferred/preference convertible shares
Bonds
Combined instruments
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Entitlement_rights_Category Category

Return to Categories
R-P-*-*-*-* RPXXXX
Code [Link]
R-P-S-*-*-* RPSXXX
R-P-P-*-*-* RPPXXX
R-P-C-*-*-* RPCXXX
R-P-F-*-*-* RPFXXX
R-P-B-*-*-* RPBXXX
R-P-I-*-*-* RPIXXX
R-P-M-*-*-* RPMXXX
Code [Link]
R-P-*-X-*-* RPXXXX
Code [Link]
R-P-*-*-X-* RPXXXX
Code [Link]
R-P-*-*-*-B RPXXXB
R-P-*-*-*-R RPXXXR
R-P-*-*-*-N RPXXXN
R-P-*-*-*-M RPXXXM
Warrants (R-W)
First attribute
B
S
D
T
C
I
M
Second attribute
T
N
C
Third attribute
C
P
B
Fourth attribute
E
A
B
M
Financial instruments which permit the holder to purchase a specified amount of a financial instrument, commodity,
currency or other during a specified period at a specified price.
Underlying assets (indicates the type of underlying assets that the warrant holder is entitled to acquire)
Baskets (the warrant holder is entitled to acquire a package or group of assets)
Equities (the warrant holder is entitled to acquire equity)
Debt instruments/interest rates (the warrant holder is entitled to acquire debt instruments)
Commodities (the warrant holder is entitled to acquire a specific commodity)
Currencies (the warrant holder is entitled to acquire a specified amount in a certain currency at a specified exchange rate
Indices (the warrant holder is entitled to acquire a specified amount based on the performance of an index)
Others (miscellaneous)
Type (indicates whether the warrant is issued by the issuer of the underlying instrument or by a third party)
Traditional warrants (issued by the issuer of the underlying instrument)
Naked warrants (issued by a third party which is not the issuer of the underlying securities to which the warrant refers; w
Covered warrants (issued by a third party which is not the issuer of the underlying securities to which the warrant refers;
Call/put (indicates whether the warrant entitles the holder to acquire assets at specified terms or to acquire cash in
exchange for specific underlying assets)
Call (in most cases, the warrant entitles the holder to acquire specific underlying assets during a specified period at a spec
Put (the warrant entitles the holder to acquire cash in exchange for specific underlying assets)
Call and put (warrants with neither call nor put feature or warrants with call and put feature)
Exercise option style
European (warrant that can only be exercised for a short, specified period of time just prior to its expiration, usually a sing
American (warrant that can be exercised at any time between the purchase date and the expiration date)
Bermudan (warrant that can only be exercised on predetermined dates, usually every month)
Others (miscellaneous)

Return to Entitlement_rights_Category Category

Return to Categories
R-W-*-*-*-* RWXXXX
Code [Link]
R-W-B-*-*-* RWBXXX
R-W-S-*-*-* RWSXXX
R-W-D-*-*-* RWDXXX
R-W-T-*-*-* RWTXXX
R-W-C-*-*-* RWCXXX
R-W-I-*-*-* RWIXXX
R-W-M-*-*-* RWMXXX
Code [Link]
R-W-*-T-*-* RWXTXX
R-W-*-N-*-* RWXNXX
R-W-*-C-*-* RWXCXX
Code [Link]
R-W-*-*-C-* RWXXCX
R-W-*-*-P-* RWXXPX
R-W-*-*-B-* RWXXBX
Code [Link]
R-W-*-*-*-E RWXXXE
R-W-*-*-*-A RWXXXA
R-W-*-*-*-B RWXXXB
R-W-*-*-*-M RWXXXM
Mini-future certificates,
constant leverage (R-F)
certificates

First attribute
B
S
D
T
C
I
M
Second attribute
T
N
M
Third attribute
C
P
M
Fourth attribute
E
A
B
M
Mini-futures combine the structure of open-end certificates with leverage option. Mini-futures have no fixed term. The
leverage is therefore available without a term restriction. The price of a mini-future always corresponds to its intrinsic
value, i.e. the capital outlay, plus the bid-ask spread. The financing costs associated with building up the leverage effect
are offset against the capital outlay on a daily basis, thereby eliminating the need for a premium. Investors have to pay
only financing costs they actually utilize. In contrast to options, factors like volatility have no influence at all on the pric
of mini-futures.

Underlying assets (indicates the type of underlying assets that the warrant holder is entitled to acquire)
Baskets (the warrant holder is entitled to acquire a package or group of assets)
Equities (the warrant holder is entitled to acquire equity)
Debt instruments/interest rates (the warrant holder is entitled to acquire debt instruments)
Commodities (the warrant holder is entitled to acquire a specific commodity)
Currencies (the warrant holder is entitled to acquire a specified amount in a certain currency at a specified exchange rate
Indices (the warrant holder is entitled to acquire a specified amount based on the performance of an index)
Others (miscellaneous)
Barrier dependency type (indicates whether the instrument barrier depends on the underlying level or on the instrumen
trading price level)
Barrier underlying based (the instrument immediately expires if the barrier underlying level is breached during product lif
Barrier instrument based (the instrument immediately expires if the barrier instrument trading price level is breached dur
Others (miscellaneous)
Long/short (indicates whether the instrument entitles the holder to acquire assets at specified terms or to acquire cash
exchange for specific underlying assets)
Long (in most cases, the instrument entitles the holder to acquire specific underlying assets during a specified period at a
Short (the instrument entitles the holder to acquire cash in exchange for specific underlying assets)
Others (miscellaneous)
Exercise option style
European (warrant that can only be exercised for a short, specified period of time just prior to its expiration, usually a sing
American (warrant that can be exercised at any time between the purchase date and the expiration date)
Bermudan (warrant that can only be exercised on predetermined dates, usually every month)
Others (miscellaneous)

Return to Entitlement_rights_Category Category

Return to Categories
R-F-*-*-*-* RFXXXX

Code [Link]
R-F-B-*-*-* RFBXXX
R-F-S-*-*-* RFSXXX
R-F-D-*-*-* RFDXXX
R-F-T-*-*-* RFTXXX
R-F-C-*-*-* RFCXXX
R-F-I-*-*-* RFIXXX
R-F-M-*-*-* RFMXXX
Code [Link]
R-F-*-T-*-* RFXTXX
R-F-*-N-*-* RFXNXX
R-F-*-M-*-* RFXMXX
Code [Link]
R-F-*-*-C-* RFXXCX
R-F-*-*-P-* RFXXPX
R-F-*-*-M-* RFXXMX
Code [Link]
R-F-*-*-*-E RFXXXE
R-F-*-*-*-A RFXXXA
R-F-*-*-*-B RFXXXB
R-F-*-*-*-M RFXXXM
Depositary receipts on
(R-D)
entitlements

First attribute
A
S
P
W
M
Second attribute
X
Third attribute
X
Fourth attribute
B
R
N
M
Depository receipts are securities that facilitate the ownership of instruments traded in other jurisdictions. Depository
receipts are widely used in order to allow the trading of entitlements in jurisdictions other than the one where the
original entitlements were issued.
Instrument dependency
Allotment (bonus) rights
Subscription rights
Purchase rights
Warrants
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Entitlement_rights_Category Category

Return to Categories
R-D-*-*-*-* RDXXXX

Code [Link]
R-D-A-*-*-* RDAXXX
R-D-S-*-*-* RDSXXX
R-D-P-*-*-* RDPXXX
R-D-W-*-*-* RDWXXX
R-D-M-*-*-* RDMXXX
Code [Link]
R-D-*-X-*-* RDXXXX
Code [Link]
R-D-*-*-X-* RDXXXX
Code [Link]
R-D-*-*-*-B RDXXXB
R-D-*-*-*-R RDXXXR
R-D-*-*-*-N RDXXXN
R-D-*-*-*-M RDXXXM
Others (miscellaneous) (R-M)
First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
X
Entitlements (rights) that do not fit into any of the other Groups of entitlements rights.
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Entitlement_rights_Category Category

Return to Categories
R-M-*-*-*-* RMXXXX
Code [Link]
R-M-X-*-*-* RMXXXX
Code [Link]
R-M-*-X-*-* RMXXXX
Code [Link]
R-M-*-*-X-* RMXXXX
Code [Link]
R-M-*-*-*-X RMXXXX
Listed options (O)

Group Name

C Call options

P Put options

M Others (miscellaneous)

Return to Categories
This Category classifies listed options, which are contracts that grant to the holder either the privilege to purchase or th
privilege to sell the assets specified at a predetermined price or formula at or within a time in the future. Where a listed
option cannot be classified within this Category, refer to non-listed and complex listed options.

Description
Contracts between a buyer and a seller giving the buyer (holder) the right, but not the obligation, to buy the assets
specified at a fixed price or formula, on or before a specified date. The seller of the call option assumes the obligation of
delivering the assets specified should the buyer exercise his or her option.
Contracts between a buyer and a seller giving the buyer (holder) the right, but not the obligation, to sell the assets
specified at a fixed price or formula, on or before a specified date. The seller of the put option assumes the obligation of
buying the assets specified should the buyer exercise his or her option.
Options that do not fit into any of the above Groups.
O-*-*-*-*-* OXXXXX

Code Pattern rdfs:label Version

O-C-*-*-*-* OCXXXX 2019

O-P-*-*-*-* OPXXXX 2019

O-M-*-*-*-* OMXXXX 2019

Call options (O-C)

First attribute
E
A
B
Second attribute
B
S
D
T
C
I
O
F
W
N
M
Third attribute
P
C
N
E
Fourth attribute
S
N
Contracts between a buyer and a seller giving the buyer (holder) the right, but not the obligation, to buy the assets
specified at a fixed price or formula, on or before a specified date. The seller of the call option assumes the obligation o
delivering the assets specified should the buyer exercise his or her option.
Exercise option style
European
American
Bermudan
Underlying assets (indicates the type of underlying assets that the option holder is entitled to acquire)
Baskets
Stock-equities
Debt instruments
Commodities
Currencies
Indices
Options
Futures
Swaps
Interest rates
Others (miscellaneous)
Delivery (indicates whether the settlement of the option, when exercised, is made in cash or whether the underlying
instruments are delivered)
Physical [the meeting of a settlement obligation under a derivative contract through the receipt or delivery of the actual u
Cash (the discharge of an obligation by payment or receipt of a net cash amount instead of payment or delivery by both p
Non-deliverable [synthetic options on foreign exchange forwards that are based on non-convertible or thinly traded curre
Elect at exercise (the method of delivery of the underlying instrument when the option is exercised shall be determined a
Standardized/non-standardized (indicates whether the terms of the contract are standardized or not)
Standardized (the underlying instruments, exercise price, expiration date and contract size of the options are standardize
Non-standardized (options traded on option exchanges which have non-standard delivery or expiry terms)

Return to Listed_options_Category Category

Return to Categories
O-C-*-*-*-* OCXXXX

Code [Link]
O-C-E-*-*-* OCEXXX
O-C-A-*-*-* OCAXXX
O-C-B-*-*-* OCBXXX
Code [Link]
O-C-*-B-*-* OCXBXX
O-C-*-S-*-* OCXSXX
O-C-*-D-*-* OCXDXX
O-C-*-T-*-* OCXTXX
O-C-*-C-*-* OCXCXX
O-C-*-I-*-* OCXIXX
O-C-*-O-*-* OCXOXX
O-C-*-F-*-* OCXFXX
O-C-*-W-*-* OCXWXX
O-C-*-N-*-* OCXNXX
O-C-*-M-*-* OCXMXX
Code [Link]
O-C-*-*-P-* OCXXPX
O-C-*-*-C-* OCXXCX
O-C-*-*-N-* OCXXNX
O-C-*-*-E-* OCXXEX
Code [Link]
O-C-*-*-*-S OCXXXS
O-C-*-*-*-N OCXXXN
Put options (O-P)

First attribute
E
A
B
Second attribute
B
S
D
T
C
I
O
F
W
N
M
Third attribute
P
C
N
E
Fourth attribute
S
N
Contracts between a buyer and a seller giving the buyer (holder) the right, but not the obligation, to sell the assets
specified at a fixed price or formula, on or before a specified date. The seller of the put option assumes the obligation of
buying the assets specified should the buyer exercise his or her option.
Exercise option style
European
American
Bermudan
Underlying assets (indicates the type of underlying assets that the option holder is entitled to sell)
Baskets
Stock-equities
Debt instruments
Commodities
Currencies
Indices
Options
Futures
Swaps
Interest rates
Others (miscellaneous)
Delivery (indicates whether the settlement of the option, when exercised, is made in cash or whether the underlying
instruments are delivered)
Physical [the meeting of a settlement obligation under a derivative contract through the receipt or delivery of the actual u
Cash (the discharge of an obligation by payment or receipt of a net cash amount instead of payment or delivery by both p
Non-deliverable [synthetic options on foreign exchange forwards that are based on non-convertible or thinly traded curre
Elect at exercise (the method of delivery of the underlying instrument when the option is exercised shall be determined a
Standardized/non-standardized (indicates whether the terms of the contract are standardized or not)
Standardized (the underlying instruments, exercise price, expiration date and contract size of the options are standardize
Non-standardized (options traded on option exchanges which have non-standard delivery or expiry terms)

Return to Listed_options_Category Category

Return to Categories
O-P-*-*-*-* OPXXXX

Code [Link]
O-P-E-*-*-* OPEXXX
O-P-A-*-*-* OPAXXX
O-P-B-*-*-* OPBXXX
Code [Link]
O-P-*-B-*-* OPXBXX
O-P-*-S-*-* OPXSXX
O-P-*-D-*-* OPXDXX
O-P-*-T-*-* OPXTXX
O-P-*-C-*-* OPXCXX
O-P-*-I-*-* OPXIXX
O-P-*-O-*-* OPXOXX
O-P-*-F-*-* OPXFXX
O-P-*-W-*-* OPXWXX
O-P-*-N-*-* OPXNXX
O-P-*-M-*-* OPXMXX
Code [Link]
O-P-*-*-P-* OPXXPX
O-P-*-*-C-* OPXXCX
O-P-*-*-N-* OPXXNX
O-P-*-*-E-* OPXXEX
Code [Link]
O-P-*-*-*-S OPXXXS
O-P-*-*-*-N OPXXXN
Others (miscellaneous) (O-M)
First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
X
Options that do not fit into any of the Groups of the listed options.
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Listed_options_Category Category

Return to Categories
O-M-*-*-*-* OMXXXX
Code [Link]
O-M-X-*-*-* OMXXXX
Code [Link]
O-M-*-X-*-* OMXXXX
Code [Link]
O-M-*-*-X-* OMXXXX
Code [Link]
O-M-*-*-*-X OMXXXX
Futures (F)
Group Name
F Financial futures
C Commodities futures

Return to Categories
Contracts, listed on an exchange or regulated market, which obligate the buyer to receive and the seller to deliver in th
future the assets specified at an agreed price. This includes forwards on regulated markets.
Description
Futures contracts based on underlying assets excluding commodities.
Futures contracts based on bulk goods.
F-*-*-*-*-* FXXXXX
Code Pattern rdfs:label Version
F-F-*-*-*-* FFXXXX 2019
F-C-*-*-*-* FCXXXX 2019
Financial futures (F-F)
First attribute
B
S
D
C
I
O
F
W
N
V
M
Second attribute
P
C
N
Third attribute
S
N
Fourth attribute
X
Futures contracts based on underlying assets excluding commodities.
Underlying assets (indicates the type of underlying assets that the futures buyer receives, and that the seller delivers)
Baskets
Stock-equities
Debt instruments
Currencies
Indices
Options
Futures
Swaps
Interest rates
Stock dividends
Others (miscellaneous)
Delivery (indicates whether the settlement of the future is made in cash or whether the underlying instruments are
delivered)
Physical
Cash
Non-deliverable
Standardized/non-standardized (indicates whether the terms of the contract are standardized or not)
Standardized (the underlying instruments, exercise price, expiration date and contract size of the options are standardize
Non-standardized (options traded on option exchanges which have non-standard delivery or expiry terms)
Not applicable/undefined
Not applicable/undefined

Return to Futures_Category Category

Return to Categories
F-F-*-*-*-* FFXXXX
Code [Link]
F-F-B-*-*-* FFBXXX
F-F-S-*-*-* FFSXXX
F-F-D-*-*-* FFDXXX
F-F-C-*-*-* FFCXXX
F-F-I-*-*-* FFIXXX
F-F-O-*-*-* FFOXXX
F-F-F-*-*-* FFFXXX
F-F-W-*-*-* FFWXXX
F-F-N-*-*-* FFNXXX
F-F-V-*-*-* FFVXXX
F-F-M-*-*-* FFMXXX
Code [Link]
F-F-*-P-*-* FFXPXX
F-F-*-C-*-* FFXCXX
F-F-*-N-*-* FFXNXX
Code [Link]
F-F-*-*-S-* FFXXSX
F-F-*-*-N-* FFXXNX
Code [Link]
F-F-*-*-*-X FFXXXX
Commodities futures (F-C)
First attribute
E
A
I
S
N
P
H
M
Second attribute
P
C
N
Third attribute
S
N
Fourth attribute
X
Futures contracts based on bulk goods.
Underlying assets
Extraction resources (metals, precious metals, coal, oil, gas)
Agriculture (commodities which include forestry, fishing, livestock, grain, dairy, corn, cocoa, soybeans, sugar, coffee)
Industrial products (construction, manufacturing)
Services (transportation, communication, trade)
Environmental (includes carbon-related, emission reduction, weather)
Polypropylene products (includes plastics)
Generated resources (includes electricity, renewable energy, or any power/energy delivered through a utility network or
Others (miscellaneous)
Delivery (indicates whether the settlement of the future is made in cash or whether the underlying instruments are
delivered)
Physical
Cash
Non-deliverable
Standardized/non-standardized (indicates whether the terms of the contract are standardized or not)
Standardized (the underlying instruments, exercise price, expiration date and contract size of the options are standardize
Non-standardized (options traded on option exchanges which have non-standard delivery or expiry terms)
Not applicable/undefined
Not applicable/undefined

Return to Futures_Category Category

Return to Categories
F-C-*-*-*-* FCXXXX
Code [Link]
F-C-E-*-*-* FCEXXX
F-C-A-*-*-* FCAXXX
F-C-I-*-*-* FCIXXX
F-C-S-*-*-* FCSXXX
F-C-N-*-*-* FCNXXX
F-C-P-*-*-* FCPXXX
F-C-H-*-*-* FCHXXX
F-C-M-*-*-* FCMXXX
Code [Link]
F-C-*-P-*-* FCXPXX
F-C-*-C-*-* FCXCXX
F-C-*-N-*-* FCXNXX
Code [Link]
F-C-*-*-S-* FCXXSX
F-C-*-*-N-* FCXXNX
Code [Link]
F-C-*-*-*-X FCXXXX
Swaps (S)
Group Name

R Rates

T Commodities

E Equity
C Credit

F Foreign exchange

M Others (miscellaneous)

Return to Categories
A swap is an agreement or contract where two counterparties agree to exchange periodic streams of cash flows with
each other. Swaps can be executed with a variety of asset classes, as listed below.
Description

A rates swap is a contract in which two counterparties each agree to pay the other cash flows on defined dates during an
agreed period, based on a specified notional amount and a floating interest, floating inflation or fixed interest rate.

A commodity swap is a derivative contract where the value of the contract is derived from an underlying commodity or
commodity index. Commodity derivatives can be physically settled or cash settled. Primary underliers include metals,
agricultural goods and energy.
An equity swap is a derivative contract where payments are linked to the change in value of an underlying equity (e.g.
shares, basket of equities or index). Equity swaps can be physically or cash settled.
A credit swap references a value or event related to a debt product or debt issuer.

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.

Swaps that do not fit into any of the Swaps Groups

S-*-*-*-*-* SXXXXX
Code Pattern rdfs:label Version

S-R-*-*-*-* SRXXXX 2019

S-T-*-*-*-* STXXXX 2019

S-E-*-*-*-* SEXXXX 2019

S-C-*-*-*-* SCXXXX 2019

S-F-*-*-*-* SFXXXX 2019

S-M-*-*-*-* SMXXXX 2019

Rates (S-R)

First attribute
A
C
D
G
H
Z
M
Second attribute
C
I
D
Y
Third attribute
S
C
Fourth attribute
D
N
A rates swap is a contract in which two counterparties each agree to pay the other cash flows on defined dates during a
agreed period, based on a specified notional amount and a floating interest, floating inflation or fixed interest rate.

Underlying assets
Basis swap (float-float) [a rate swap where the cash flows that are exchanged between each party are based on different
Fixed-floating [a rate swap in which one party (the fixed rate payer) agrees to make fixed payments (the fixed leg) on set d
Fixed-fixed (a rate swap in which both parties pay a fixed interest rate that they could not otherwise obtain outside of a s
Inflation swap (a rate swap in which one party pays an amount calculated using an inflation rate index, and the other part
Overnight index swap (OIS) [a rate swap in which one party (the fixed rate payer) makes periodic payments to another pa
Zero coupon [a rate swap in which the fixed rate cash flows are compounded and paid once on the expiration data, rathe
Others (miscellaneous)
Notional (indicates the face amount of a swap upon which the payment streams for that swap are based)
Constant (the notional amount is constant through the life of the contract)
Accreting (the notional amount increases through the life of the contract)
Amortizing (the notional amount decreases through the life of the contract)
Custom (customized notional step schedule)
Single or multi-currency (indicates whether the swap is single or multi-currency)
Single currency
Cross-currency (multi-currency)
Delivery (indicates whether the payment currency for each leg of the swap is the same as the reference currency for tha
leg)
Deliverable (the settlement, i.e. payment, currency amounts are paid in the respective reference currency for each leg of
Non-deliverable (the settlement, i.e. payment, currency amounts are paid in a single currency that either reflects the curr

Return to Swaps_Category Category

Return to Categories
S-R-*-*-*-* SRXXXX

Code [Link]
S-R-A-*-*-* SRAXXX
S-R-C-*-*-* SRCXXX
S-R-D-*-*-* SRDXXX
S-R-G-*-*-* SRGXXX
S-R-H-*-*-* SRHXXX
S-R-Z-*-*-* SRZXXX
S-R-M-*-*-* SRMXXX
Code [Link]
S-R-*-C-*-* SRXCXX
S-R-*-I-*-* SRXIXX
S-R-*-D-*-* SRXDXX
S-R-*-Y-*-* SRXYXX
Code [Link]
S-R-*-*-S-* SRXXSX
S-R-*-*-C-* SRXXCX
Code [Link]
S-R-*-*-*-D SRXXXD
S-R-*-*-*-N SRXXXN
Commodities (S-T)

First attribute
J
K
A
N
G
P
S
T
I
H
B
C
Q
M
Second attribute
C
T
Third attribute
X
Fourth attribute
C
P
E
A commodity swap is a derivative contract where the value of the contract is derived from an underlying commodity or
commodity index. Commodity derivatives can be physically settled or cash settled. Primary underliers include metals,
agricultural goods and energy.
Underlying assets
Energy [an energy-related product, or a derivative of an energy-related product, including electricity, renewable energy, o
Metals (a precious or industrial metal, such as aluminium, copper, gold, lead, nickel, platinum, silver, tin, zinc)
Agriculture (commodities which include forestry, fishing, livestock, grain, dairy, corn, cocoa, soybeans, sugar, coffee)
Environmental (includes carbon-related, emission reduction, weather)
Freight (the specified commodity is a freight index route)
Polypropylene products
Fertilizer [ammonia, diammonium phosphate (DAP), potash, sulphur, urea, urea and ammonium nitrate (UAN)]
Paper (containerboard, newsprint, pulp, recovered paper)
Index – single-commodity (an index containing constituents from one of the underlying assets identified for this attribute)
Index – multi-commodity (an index containing constituents from two or more of the underlying assets identified for this a
Basket – single-commodity (a custom basket containing constituents from one of the underlying assets identified for this
Basket – multi-commodity (a custom basket containing constituents from two or more of the underlying assets identified
Multi-commodity (each leg of the swap references a different respective commodity than the other leg)
Others (miscellaneous)
Return or payout trigger (method used to determine contract value)
Contract for difference (CFD) (a cash-settled total return swap or forward where the parties agree to exchange on the ma
Total return [the total economic return of an underlying asset is transferred from one party (total return buyer) to anothe
Not applicable/undefined
Not applicable/undefined
Delivery
Cash
Physical
Elect at settlement (determined at the time of settlement)

Return to Swaps_Category Category

Return to Categories
S-T-*-*-*-* STXXXX

Code [Link]
S-T-J-*-*-* STJXXX
S-T-K-*-*-* STKXXX
S-T-A-*-*-* STAXXX
S-T-N-*-*-* STNXXX
S-T-G-*-*-* STGXXX
S-T-P-*-*-* STPXXX
S-T-S-*-*-* STSXXX
S-T-T-*-*-* STTXXX
S-T-I-*-*-* STIXXX
S-T-H-*-*-* STHXXX
S-T-B-*-*-* STBXXX
S-T-C-*-*-* STCXXX
S-T-Q-*-*-* STQXXX
S-T-M-*-*-* STMXXX
Code [Link]
S-T-*-C-*-* STXCXX
S-T-*-T-*-* STXTXX
Code [Link]
S-T-*-*-X-* STXXXX
Code [Link]
S-T-*-*-*-C STXXXC
S-T-*-*-*-P STXXXP
S-T-*-*-*-E STXXXE
Equity (S-E)
First attribute
S
I
B
M
Second attribute
P
D
V
L
T
C
M
Third attribute
X
Fourth attribute
C
P
E
An equity swap is a derivative contract where payments are linked to the change in value of an underlying equity (e.g.
shares, basket of equities or index). Equity swaps can be physically or cash settled.
Underlying assets
Single stock (single name security)
Index (a synthetic portfolio of underlying assets whose components have been set by a third-party administrator)
Basket (a bespoke, synthetic portfolio of underlying assets whose components have been agreed to for a specific OTC der
Others (miscellaneous)
Return or payout trigger
Price (price return equity swap; similar to a total return swap, except that dividends are not passed through to the buyer)
Dividend (a fixed-term contract between two parties where one party will make an interest rate payment for each interva
Variance [a forward swap that uses the variance (being the volatility squared) of an underlying’s price movement over a p
Volatility (the variability of movements in a security or underlying instrument’s price; it is a measure of the amount by wh
Total return
CFD
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Delivery
Cash
Physical
Elect at settlement (determined at the time of settlement)

Return to Swaps_Category Category

Return to Categories
S-E-*-*-*-* SEXXXX
Code [Link]
S-E-S-*-*-* SESXXX
S-E-I-*-*-* SEIXXX
S-E-B-*-*-* SEBXXX
S-E-M-*-*-* SEMXXX
Code [Link]
S-E-*-P-*-* SEXPXX
S-E-*-D-*-* SEXDXX
S-E-*-V-*-* SEXVXX
S-E-*-L-*-* SEXLXX
S-E-*-T-*-* SEXTXX
S-E-*-C-*-* SEXCXX
S-E-*-M-*-* SEXMXX
Code [Link]
S-E-*-*-X-* SEXXXX
Code [Link]
S-E-*-*-*-C SEXXXC
S-E-*-*-*-P SEXXXP
S-E-*-*-*-E SEXXXE
Credit (S-C)
First attribute
U
V
I
B
M
Second attribute
C
T
M
Third attribute
C
S
L
Fourth attribute
C
P
A
A credit swap references a value or event related to a debt product or debt issuer.
Underlying assets
Single name (the underlying risk is a single reference entity or reference obligation)
Index tranche [a synthetic collateralized debt obligation (CDO) based on a credit index where each tranche references a d
Index [family of standardized credit derivative indices, where the underlying reference entities are a defined basket of cre
Basket (a bespoke, synthetic portfolio of underlying assets whose components have been agreed to for a specific OTC der
Others (miscellaneous)
Return or payout trigger
Credit default [a credit default swap (CDS) is a contract in which one party (protection seller) agrees to provide payment t
Total return
Others (miscellaneous)
Underlying issuer type
Corporate entity [the underlying exposure is a corporate (a private sector entity)]
Sovereign entity [the underlying exposure is a sovereign, e.g. country; thus, investor’s risk is that a country may not (be ab
Local (a municipality or local government authority)
Delivery
Cash
Physical
Auction (an independently administered synthetic auction process on a set of defined deliverable obligations that sets a r

Return to Swaps_Category Category

Return to Categories
S-C-*-*-*-* SCXXXX
Code [Link]
S-C-U-*-*-* SCUXXX
S-C-V-*-*-* SCVXXX
S-C-I-*-*-* SCIXXX
S-C-B-*-*-* SCBXXX
S-C-M-*-*-* SCMXXX
Code [Link]
S-C-*-C-*-* SCXCXX
S-C-*-T-*-* SCXTXX
S-C-*-M-*-* SCXMXX
Code [Link]
S-C-*-*-C-* SCXXCX
S-C-*-*-S-* SCXXSX
S-C-*-*-L-* SCXXLX
Code [Link]
S-C-*-*-*-C SCXXXC
S-C-*-*-*-P SCXXXP
S-C-*-*-*-A SCXXXA
Foreign exchange (S-F)

First attribute
A
C
M
Second attribute
X
Third attribute
X
Fourth attribute
P
C
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

Underlying assets
Spot-forward swap (a transaction that involves both an exchange of two currencies on the spot settlement date at a fixed
Forward-forward swap (a transaction that involves both an exchange of two currencies on a specified future date at a fixe
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Delivery
Physical (delivery of traded currencies on settlement date)
Cash (on settlement date of the trade, if the net settlement amount is positive, then the currency buyer will pay that amo

Return to Swaps_Category Category

Return to Categories
S-F-*-*-*-* SFXXXX

Code [Link]
S-F-A-*-*-* SFAXXX
S-F-C-*-*-* SFCXXX
S-F-M-*-*-* SFMXXX
Code [Link]
S-F-*-X-*-* SFXXXX
Code [Link]
S-F-*-*-X-* SFXXXX
Code [Link]
S-F-*-*-*-P SFXXXP
S-F-*-*-*-C SFXXXC
Others (miscellaneous) (S-M)
First attribute
P
M
Second attribute
X
Third attribute
X
Fourth attribute
C
P
E
Swaps that do not fit into any of the Swaps Groups
Underlying assets
Commercial property (or property derivative) [a derivative where the underlying is commercial property; property derivati
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Delivery
Cash
Physical
Elect at settlement (determined at the time of settlement)

Return to Swaps_Category Category

Return to Categories
S-M-*-*-*-* SMXXXX
Code [Link]
S-M-P-*-*-* SMPXXX
S-M-M-*-*-* SMMXXX
Code [Link]
S-M-*-X-*-* SMXXXX
Code [Link]
S-M-*-*-X-* SMXXXX
Code [Link]
S-M-*-*-*-C SMXXXC
S-M-*-*-*-P SMXXXP
S-M-*-*-*-E SMXXXE
Non-listed and complex
(H)
listed options

Group Name

R Rates

T Commodities

E Equity

C Credit

F Foreign exchange

M Others (miscellaneous)

Return to Categories
This Category includes OTC or unlisted options and also includes any listed option which is not captured by the listed
options Category (see "Others"). An option grants the holder either the privilege to purchase or the privilege to sell the
assets specified at a predetermined price or formula at or within a time in the future.
Description

An option where the holder of the option has the right but not the obligation to enter into the underlying contract, or pay
or receive payment related to the underlying rate on a specified future date based on a specified future rate and term.

An option where the option buyer has the right to buy or sell specified commodities assets at a fixed price or formula, on
before a specified date.
An option where the underlying asset is an equity-linked instrument (i.e. shares, depository receipts, ETFs, indices,
baskets).
An option to buy or sell a credit product which is a contract in which one party (protection seller) agrees to provide
payment to the other party (protection buyer) should a credit event occur against the underlying, which could be a
specified debt (the reference obligation), a specific debt issuer (reference entity), a basket of reference entities and/or
reference obligations, or a credit index (reference index).

An option to buy or sell 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.

Options that do not fit into any of the above Groups.

H-*-*-*-*-* HXXXXX

Code Pattern rdfs:label Version

H-R-*-*-*-* HRXXXX 2019

H-T-*-*-*-* HTXXXX 2019

H-E-*-*-*-* HEXXXX 2019

H-C-*-*-*-* HCXXXX 2019

H-F-*-*-*-* HFXXXX 2019

H-M-*-*-*-* HMXXXX 2019

Rates (H-R)

First attribute
A
C
D
E
G
H
O
R
F
M
Second attribute
A
B
C
D
E
F
G
H
I
Third attribute
V
A
D
B
G
L
P
C
F
M
Fourth attribute
C
P
E
An option where the holder of the option has the right but not the obligation to enter into the underlying contract, or p
or receive payment related to the underlying rate on a specified future date based on a specified future rate and term.

Underlying assets
Basis swap (float-float)
Fixed-floating swap
Fixed-fixed swap
Interest rate index
Inflation rate index
OIS
Options
Forwards (derivatives involving the exchange of two rates on a defined future date, as agreed by the two parties to the tr
Futures
Others (miscellaneous)
Option style and type
European-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (interes
American-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (interes
Bermudan-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (intere
European-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (interes
American-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (interes
Bermudan-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (intere
European-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) s
American-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) sp
Bermudan-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) s
Valuation method or trigger
Vanilla (an option for which all terms are standardized)
Asian (an option where either the strike price or the settlement price is the average level of an underlying instrument ove
Digital (Binary) (an option that has a pre-determined payout if the option is in-the-money and the payoff condition is satis
Barrier (an option whose final exercise depends upon the path taken by the price of an underlying instrument; for a “knoc
Digital barrier (a digital option embedded with a barrier option; there are different variations of this type of option; as an
Lookback (an option that minimizes the uncertainties related to the timing of market entry; there are two types of lookba
Other path dependent (an option on a contract whose payoff is directly related to the price pattern the underlying asset f
Cap (an option in which the payment is triggered when the value of the underlier exceeds a specified level)
Floor (an option in which the payment is triggered when the value of the underlier falls below a specified level)
Others (miscellaneous)
Delivery
Cash
Physical
Elect at settlement (determined at the time of settlement)

Return to Non_listed_and_complex_Category Category

Return to Categories
H-R-*-*-*-* HRXXXX

Code [Link]
H-R-A-*-*-* HRAXXX
H-R-C-*-*-* HRCXXX
H-R-D-*-*-* HRDXXX
H-R-E-*-*-* HREXXX
H-R-G-*-*-* HRGXXX
H-R-H-*-*-* HRHXXX
H-R-O-*-*-* HROXXX
H-R-R-*-*-* HRRXXX
H-R-F-*-*-* HRFXXX
H-R-M-*-*-* HRMXXX
Code [Link]
H-R-*-A-*-* HRXAXX
H-R-*-B-*-* HRXBXX
H-R-*-C-*-* HRXCXX
H-R-*-D-*-* HRXDXX
H-R-*-E-*-* HRXEXX
H-R-*-F-*-* HRXFXX
H-R-*-G-*-* HRXGXX
H-R-*-H-*-* HRXHXX
H-R-*-I-*-* HRXIXX
Code [Link]
H-R-*-*-V-* HRXXVX
H-R-*-*-A-* HRXXAX
H-R-*-*-D-* HRXXDX
H-R-*-*-B-* HRXXBX
H-R-*-*-G-* HRXXGX
H-R-*-*-L-* HRXXLX
H-R-*-*-P-* HRXXPX
H-R-*-*-C-* HRXXCX
H-R-*-*-F-* HRXXFX
H-R-*-*-M-* HRXXMX
Code [Link]
H-R-*-*-*-C HRXXXC
H-R-*-*-*-P HRXXXP
H-R-*-*-*-E HRXXXE
Commodities (H-T)
First attribute
J
K
A
N
G
P
S
T
I
H
B
C
O
R
F
W
M
Second attribute
A
B
C
D
E
F
G
H
I
Third attribute
V
A
D
B
G
L
P
M
Fourth attribute
C
P
E
An option where the option buyer has the right to buy or sell specified commodities assets at a fixed price or formula, o
or before a specified date.
Underlying assets
Energy
Metals
Agriculture
Environmental
Freight
Polypropylene products
Fertilizer
Paper
Index – single-commodity (an option where the underlying reference entity is a commodity index)
Index – multi-commodity (an index containing constituents from two or more of the underlying assets identified for this a
Basket – single-commodity (a custom basket containing constituents from one of the underlying assets identified for this
Basket – multi-commodity (a custom basket containing constituents from two or more of the underlying assets identified
Options
Forwards
Futures
Swaps
Others (miscellaneous)
Option style and type
European-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (interes
American-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (interes
Bermudan-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (intere
European-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (interes
American-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (interes
Bermudan-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (intere
European-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) s
American-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) sp
Bermudan-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) s
Valuation method or trigger
Vanilla
Asian
Digital (Binary)
Barrier
Digital barrier
Lookback
Other path dependent
Others (miscellaneous)
Delivery
Cash
Physical
Elect at settlement (determined at the time of settlement)

Return to Non_listed_and_complex_Category Category

Return to Categories
H-T-*-*-*-* HTXXXX
Code [Link]
H-T-J-*-*-* HTJXXX
H-T-K-*-*-* HTKXXX
H-T-A-*-*-* HTAXXX
H-T-N-*-*-* HTNXXX
H-T-G-*-*-* HTGXXX
H-T-P-*-*-* HTPXXX
H-T-S-*-*-* HTSXXX
H-T-T-*-*-* HTTXXX
H-T-I-*-*-* HTIXXX
H-T-H-*-*-* HTHXXX
H-T-B-*-*-* HTBXXX
H-T-C-*-*-* HTCXXX
H-T-O-*-*-* HTOXXX
H-T-R-*-*-* HTRXXX
H-T-F-*-*-* HTFXXX
H-T-W-*-*-* HTWXXX
H-T-M-*-*-* HTMXXX
Code [Link]
H-T-*-A-*-* HTXAXX
H-T-*-B-*-* HTXBXX
H-T-*-C-*-* HTXCXX
H-T-*-D-*-* HTXDXX
H-T-*-E-*-* HTXEXX
H-T-*-F-*-* HTXFXX
H-T-*-G-*-* HTXGXX
H-T-*-H-*-* HTXHXX
H-T-*-I-*-* HTXIXX
Code [Link]
H-T-*-*-V-* HTXXVX
H-T-*-*-A-* HTXXAX
H-T-*-*-D-* HTXXDX
H-T-*-*-B-* HTXXBX
H-T-*-*-G-* HTXXGX
H-T-*-*-L-* HTXXLX
H-T-*-*-P-* HTXXPX
H-T-*-*-M-* HTXXMX
Code [Link]
H-T-*-*-*-C HTXXXC
H-T-*-*-*-P HTXXXP
H-T-*-*-*-E HTXXXE
Equity (H-E)
First attribute
S
I
B
O
R
F
M
Second attribute
A
B
C
D
E
F
G
H
I
Third attribute
V
A
D
B
G
L
P
M
Fourth attribute
C
P
E
An option where the underlying asset is an equity-linked instrument (i.e. shares, depository receipts, ETFs, indices,
baskets).
Underlying assets
Single stock (an option on a contract which gives the holder the right to buy, and to sell, single-named equity)
Index (an option on a contract which gives the holder the right to buy, and to sell, specified equity indices)
Basket (an option on a contract that may be exercised based on the weighted average performance of several underlying
Options
Forwards
Futures
Others (miscellaneous)
Option style and type
European-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (interes
American-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (interes
Bermudan-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (intere
European-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (interes
American-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (interes
Bermudan-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (intere
European-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) s
American-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) sp
Bermudan-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) s
Valuation method or trigger
Vanilla
Asian
Digital (Binary)
Barrier
Digital barrier
Lookback
Other path dependent
Others (miscellaneous)
Delivery
Cash
Physical
Elect at settlement (determined at the time of settlement)

Return to Non_listed_and_complex_Category Category

Return to Categories
H-E-*-*-*-* HEXXXX
Code [Link]
H-E-S-*-*-* HESXXX
H-E-I-*-*-* HEIXXX
H-E-B-*-*-* HEBXXX
H-E-O-*-*-* HEOXXX
H-E-R-*-*-* HERXXX
H-E-F-*-*-* HEFXXX
H-E-M-*-*-* HEMXXX
Code [Link]
H-E-*-A-*-* HEXAXX
H-E-*-B-*-* HEXBXX
H-E-*-C-*-* HEXCXX
H-E-*-D-*-* HEXDXX
H-E-*-E-*-* HEXEXX
H-E-*-F-*-* HEXFXX
H-E-*-G-*-* HEXGXX
H-E-*-H-*-* HEXHXX
H-E-*-I-*-* HEXIXX
Code [Link]
H-E-*-*-V-* HEXXVX
H-E-*-*-A-* HEXXAX
H-E-*-*-D-* HEXXDX
H-E-*-*-B-* HEXXBX
H-E-*-*-G-* HEXXGX
H-E-*-*-L-* HEXXLX
H-E-*-*-P-* HEXXPX
H-E-*-*-M-* HEXXMX
Code [Link]
H-E-*-*-*-C HEXXXC
H-E-*-*-*-P HEXXXP
H-E-*-*-*-E HEXXXE
Credit (H-C)

First attribute
U
V
I
W
M
Second attribute
A
B
C
D
E
F
G
H
I
Third attribute
V
A
D
B
G
L
P
M
Fourth attribute
C
P
E
An option to buy or sell a credit product which is a contract in which one party (protection seller) agrees to provide
payment to the other party (protection buyer) should a credit event occur against the underlying, which could be a
specified debt (the reference obligation), a specific debt issuer (reference entity), a basket of reference entities and/or
reference obligations, or a credit index (reference index).
Underlying assets
CDS on a single name (a CDS where the underlying risk is a single reference entity or single reference obligation)
CDS on an index tranche (a synthetic CDO based on a CDS index where each tranche references a different segment of the
CDS on an index [family of standardized credit derivative indices, where the underlying reference entities are a defined ba
Swaps (a swap other than a CDS)
Others (miscellaneous)
Option style and type
European-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (interes
American-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (interes
Bermudan-Call [an option on a contract which allows its holder (buyer) to exercise the right to buy specified assets (intere
European-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (interes
American-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (interes
Bermudan-Put [an option on a contract which allows its holder (buyer) to exercise the right to sell specified assets (intere
European-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) s
American-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) sp
Bermudan-Chooser [an option on a contract which allows its holder (buyer) to exercise the right to buy (call) or sell (put) s
Valuation method or trigger
Vanilla
Asian
Digital (Binary)
Barrier
Digital barrier
Lookback
Other path dependent
Others (miscellaneous)
Delivery
Cash
Physical
Elect at settlement (determined at the time of settlement)

Return to Non_listed_and_complex_Category Category

Return to Categories
H-C-*-*-*-* HCXXXX

Code [Link]
H-C-U-*-*-* HCUXXX
H-C-V-*-*-* HCVXXX
H-C-I-*-*-* HCIXXX
H-C-W-*-*-* HCWXXX
H-C-M-*-*-* HCMXXX
Code [Link]
H-C-*-A-*-* HCXAXX
H-C-*-B-*-* HCXBXX
H-C-*-C-*-* HCXCXX
H-C-*-D-*-* HCXDXX
H-C-*-E-*-* HCXEXX
H-C-*-F-*-* HCXFXX
H-C-*-G-*-* HCXGXX
H-C-*-H-*-* HCXHXX
H-C-*-I-*-* HCXIXX
Code [Link]
H-C-*-*-V-* HCXXVX
H-C-*-*-A-* HCXXAX
H-C-*-*-D-* HCXXDX
H-C-*-*-B-* HCXXBX
H-C-*-*-G-* HCXXGX
H-C-*-*-L-* HCXXLX
H-C-*-*-P-* HCXXPX
H-C-*-*-M-* HCXXMX
Code [Link]
H-C-*-*-*-C HCXXXC
H-C-*-*-*-P HCXXXP
H-C-*-*-*-E HCXXXE
Foreign exchange (H-F)

First attribute
R
F
T
V
B
C
D
E
Q
U
W
Y
M
Second attribute
J
K
L
Third attribute
V
A
D
B
G
L
P
M
Fourth attribute
C
P
E
An option to buy or sell a foreign exchange agreement between two parties to exchange a given amount of one currenc
for another currency for spot delivery or for forward delivery at an agreed rate after a specified period of time.

Underlying assets
Forwards – Single Currency Pair
Futures – Single Currency Pair
Spot – Single Currency Pair (an option on a foreign exchange transaction in which two parties agree to buy one currency a
Volatility – Single Currency Pair (please refer to 6.8.4)
Forwards – Currency Index
Futures – Currency Index
Spot – Currency Index
Volatility – Currency Index
Forwards – Custom Basket of Currencies
Futures – Custom Basket of Currencies
Spot – Custom Basket of Currencies
Volatility – Custom Basket of Currencies
Others (miscellaneous)
Option style and type
European (an option which allows its holder to exercise the right to buy/sell the specified call/put currency at a specified p
American (an option which allows its holder to exercise the right to buy/sell the specified call/put currency at a specified p
Bermudan (an option which allows its holder to exercise the right to buy/sell the specified call/put currency at a specified
Valuation method or trigger
Vanilla
Asian
Digital (Binary)
Barrier
Digital barrier
Lookback
Other path dependent
Others (miscellaneous)
Delivery
Cash
Physical
Elect at settlement (determined at the time of settlement)

Return to Non_listed_and_complex_Category Category

Return to Categories
H-F-*-*-*-* HFXXXX

Code [Link]
H-F-R-*-*-* HFRXXX
H-F-F-*-*-* HFFXXX
H-F-T-*-*-* HFTXXX
H-F-V-*-*-* HFVXXX
H-F-B-*-*-* HFBXXX
H-F-C-*-*-* HFCXXX
H-F-D-*-*-* HFDXXX
H-F-E-*-*-* HFEXXX
H-F-Q-*-*-* HFQXXX
H-F-U-*-*-* HFUXXX
H-F-W-*-*-* HFWXXX
H-F-Y-*-*-* HFYXXX
H-F-M-*-*-* HFMXXX
Code [Link]
H-F-*-J-*-* HFXJXX
H-F-*-K-*-* HFXKXX
H-F-*-L-*-* HFXLXX
Code [Link]
H-F-*-*-V-* HFXXVX
H-F-*-*-A-* HFXXAX
H-F-*-*-D-* HFXXDX
H-F-*-*-B-* HFXXBX
H-F-*-*-G-* HFXXGX
H-F-*-*-L-* HFXXLX
H-F-*-*-P-* HFXXPX
H-F-*-*-M-* HFXXMX
Code [Link]
H-F-*-*-*-C HFXXXC
H-F-*-*-*-P HFXXXP
H-F-*-*-*-E HFXXXE
Others (miscellaneous) (H-M)
First attribute
P
M
Second attribute
A
B
C
D
E
F
G
H
I
J
K
L
Third attribute
V
A
D
B
G
L
P
M
Fourth attribute
C
P
E
N
A
Options that do not fit into any of the Groups described in the non listed and complex category.
Underlying assets
Commercial property (or property derivative)
Others (miscellaneous)
Option style and type
European-Call
American-Call
Bermudan-Call
European-Put
American-Put
Bermudan-Put
European-Chooser
American-Chooser
Bermudan-Chooser
European (an option which allows its holder to exercise the right to buy/sell the specified call/put asset at a specified pric
American (an option which allows its holder to exercise the right to buy/sell the specified call/put asset at a specified pric
Bermudan (an option which allows its holder to exercise the right to buy/sell the specified call/put asset at a specified pric
Valuation method or trigger
Vanilla
Asian
Digital (Binary)
Barrier
Digital barrier
Lookback
Other path dependent
Others (miscellaneous)
Delivery
Cash
Physical
Elect at exercise
Non-deliverable
Auction

Return to Non_listed_and_complex_Category Category

Return to Categories
H-M-*-*-*-* HMXXXX
Code [Link]
H-M-P-*-*-* HMPXXX
H-M-M-*-*-* HMMXXX
Code [Link]
H-M-*-A-*-* HMXAXX
H-M-*-B-*-* HMXBXX
H-M-*-C-*-* HMXCXX
H-M-*-D-*-* HMXDXX
H-M-*-E-*-* HMXEXX
H-M-*-F-*-* HMXFXX
H-M-*-G-*-* HMXGXX
H-M-*-H-*-* HMXHXX
H-M-*-I-*-* HMXIXX
H-M-*-J-*-* HMXJXX
H-M-*-K-*-* HMXKXX
H-M-*-L-*-* HMXLXX
Code [Link]
H-M-*-*-V-* HMXXVX
H-M-*-*-A-* HMXXAX
H-M-*-*-D-* HMXXDX
H-M-*-*-B-* HMXXBX
H-M-*-*-G-* HMXXGX
H-M-*-*-L-* HMXXLX
H-M-*-*-P-* HMXXPX
H-M-*-*-M-* HMXXMX
Code [Link]
H-M-*-*-*-C HMXXXC
H-M-*-*-*-P HMXXXP
H-M-*-*-*-E HMXXXE
H-M-*-*-*-N HMXXXN
H-M-*-*-*-A HMXXXA
Spot (I)
Group Name
F Foreign exchange
T Commodities

Return to Categories
Contracts conducted on the spot market which are bought and sold for cash with immediate delivery based on market
convention for the asset.
Description
Spot contracts to deliver the agreed foreign currency at settlement.
Spot contracts to physically deliver the commodity asset at settlement.
I-*-*-*-*-* IXXXXX
Code Pattern rdfs:label Version
I-F-*-*-*-* IFXXXX 2019
I-T-*-*-*-* ITXXXX 2019
Foreign exchange (I-F)
First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
P
Spot contracts to deliver the agreed foreign currency at settlement.
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Delivery
Physical

Return to Spot_Category Category

Return to Categories
I-F-*-*-*-* IFXXXX
Code [Link]
I-F-X-*-*-* IFXXXX
Code [Link]
I-F-*-X-*-* IFXXXX
Code [Link]
I-F-*-*-X-* IFXXXX
Code [Link]
I-F-*-*-*-P IFXXXP
Commodities (I-T)
First attribute
A
J
K
N
P
S
T
M
Second attribute
X
Third attribute
X
Fourth attribute
X
Spot contracts to physically deliver the commodity asset at settlement.
Underlying assets (indicates the type of underlying assets that the spot contract buyer receives, and that the seller
delivers)
Agriculture
Energy
Metals
Environmental (e.g. carbon credits and similar products)
Polypropylene products
Fertilizer
Paper
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Spot_Category Category

Return to Categories
I-T-*-*-*-* ITXXXX
Code [Link]
I-T-A-*-*-* ITAXXX
I-T-J-*-*-* ITJXXX
I-T-K-*-*-* ITKXXX
I-T-N-*-*-* ITNXXX
I-T-P-*-*-* ITPXXX
I-T-S-*-*-* ITSXXX
I-T-T-*-*-* ITTXXX
I-T-M-*-*-* ITMXXX
Code [Link]
I-T-*-X-*-* ITXXXX
Code [Link]
I-T-*-*-X-* ITXXXX
Code [Link]
I-T-*-*-*-X ITXXXX
Forwards (J)
Group Name
E Equity
F Foreign exchange
C Credit
R Rates
T Commodities

Return to Categories
Contracts, which are not exchange traded or listed, entered between two parties to buy or sell the underlying asset at a
specified future date at the price specified at the outset of the contract.
Description
Forward contracts to buy or sell the underlying equity stock, equity index or basket of equity stock.
Forward contracts to buy or sell the foreign currency.
Forward contracts to buy or sell the credit product.
Forward contracts to buy or sell the financial rates product.
Forward contracts to buy or sell the commodity asset.
J-*-*-*-*-* JXXXXX
Code Pattern rdfs:label Version
J-E-*-*-*-* JEXXXX 2019
J-F-*-*-*-* JFXXXX 2019
J-C-*-*-*-* JCXXXX 2019
J-R-*-*-*-* JRXXXX 2019
J-T-*-*-*-* JTXXXX 2019
Equity (J-E)
First attribute
S
I
B
O
F
Second attribute
X
Third attribute
C
S
F
Fourth attribute
C
P
Forward contracts to buy or sell the underlying equity stock, equity index or basket of equity stock.
Underlying assets (indicates the type of underlying equity product that the forward contract buyer will buy, and that th
seller will sell, at the specified future date and price)
Single stock (single equity stock)
Index
Basket (a defined basket of instruments)
Options
Futures
Not applicable/undefined
Not applicable/undefined
Return or payout trigger (method used to determine contract value if different from standard forward price of underlyin
instrument)
CFD
Spread-bet [the payout is determined by the movement in the reference price of the underlying instrument to its price at
Forward price of underlying instrument (the agreed-upon price for the time of delivery)
Delivery
Cash (the contract will settle as cash on the performance of the contract at maturity)
Physical (the contract will settle with the delivery of shares on the performance of the contract at maturity)

Return to Forwards_Category Category

Return to Categories
J-E-*-*-*-* JEXXXX
Code [Link]
J-E-S-*-*-* JESXXX
J-E-I-*-*-* JEIXXX
J-E-B-*-*-* JEBXXX
J-E-O-*-*-* JEOXXX
J-E-F-*-*-* JEFXXX
Code [Link]
J-E-*-X-*-* JEXXXX
Code [Link]
J-E-*-*-C-* JEXXCX
J-E-*-*-S-* JEXXSX
J-E-*-*-F-* JEXXFX
Code [Link]
J-E-*-*-*-C JEXXXC
J-E-*-*-*-P JEXXXP
Foreign exchange (J-F)
First attribute
T
U
V
R
S
W
O
J
K
F
L
N
Second attribute
X
Third attribute
C
S
F
R
Fourth attribute
C
P
Forward contracts to buy or sell the foreign currency.
Underlying assets
Spot – Single Currency Pair
Spot – Currency Index
Spot – Custom Basket of Currencies
Forward – Single Currency Pair
Forward – Currency Index
Forward – Custom Basket of Currencies
Options – Single Currency Pair
Options – Currency Index
Options – Custom Basket of Currencies
Futures – Single Currency Pair
Futures – Currency Index
Futures – Custom Basket of Currencies
Not applicable/undefined
Not applicable/undefined
Return or payout trigger
CFD
Spread-bet
Forward price of underlying instrument
Rolling spot (an indefinitely renewed position in which no currency is actually delivered until a party closes out its position
Delivery
Cash (the contract will settle as cash on the performance of the contract at maturity)
Physical (the contract will settle with the delivery of shares on the performance of the contract at maturity)

Return to Forwards_Category Category

Return to Categories
J-F-*-*-*-* JFXXXX
Code [Link]
J-F-T-*-*-* JFTXXX
J-F-U-*-*-* JFUXXX
J-F-V-*-*-* JFVXXX
J-F-R-*-*-* JFRXXX
J-F-S-*-*-* JFSXXX
J-F-W-*-*-* JFWXXX
J-F-O-*-*-* JFOXXX
J-F-J-*-*-* JFJXXX
J-F-K-*-*-* JFKXXX
J-F-F-*-*-* JFFXXX
J-F-L-*-*-* JFLXXX
J-F-N-*-*-* JFNXXX
Code [Link]
J-F-*-X-*-* JFXXXX
Code [Link]
J-F-*-*-C-* JFXXCX
J-F-*-*-S-* JFXXSX
J-F-*-*-F-* JFXXFX
J-F-*-*-R-* JFXXRX
Code [Link]
J-F-*-*-*-C JFXXXC
J-F-*-*-*-P JFXXXP
Credit (J-C)
First attribute
A
I
B
C
D
G
O
Second attribute
X
Third attribute
C
S
F
Fourth attribute
C
P
Forward contracts to buy or sell the credit product.
Underlying assets
Single name
Index
Basket
CDS on a single name
CDS on an index
CDS on a basket (where the underlying risk is multiple reference entities or multiple reference obligations)
Options
Not applicable/undefined
Not applicable/undefined
Return or payout trigger (method used to determine contract value if different from standard forward price of underlyin
instrument)
CFD
Spread-bet [the payout is determined by the movement in the reference price of the underlying instrument to its price at
Forward price of underlying instrument (the agreed-upon price for the time of delivery)
Delivery
Cash (the contract will settle as cash on the performance of the contract at maturity)
Physical (the contract will settle with the delivery of shares on the performance of the contract at maturity)

Return to Forwards_Category Category

Return to Categories
J-C-*-*-*-* JCXXXX
Code [Link]
J-C-A-*-*-* JCAXXX
J-C-I-*-*-* JCIXXX
J-C-B-*-*-* JCBXXX
J-C-C-*-*-* JCCXXX
J-C-D-*-*-* JCDXXX
J-C-G-*-*-* JCGXXX
J-C-O-*-*-* JCOXXX
Code [Link]
J-C-*-X-*-* JCXXXX
Code [Link]
J-C-*-*-C-* JCXXCX
J-C-*-*-S-* JCXXSX
J-C-*-*-F-* JCXXFX
Code [Link]
J-C-*-*-*-C JCXXXC
J-C-*-*-*-P JCXXXP
Rates (J-R)
First attribute
I
O
M
Second attribute
X
Third attribute
C
S
F
Fourth attribute
C
P
Forward contracts to buy or sell the financial rates product.
Underlying assets
Interest rate index
Options
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Return or payout trigger (method used to determine contract value if different from standard forward price of underlyin
instrument)
CFD
Spread-bet [the payout is determined by the movement in the reference price of the underlying instrument to its price at
Forward price of underlying instrument (the agreed-upon price for the time of delivery)
Delivery
Cash (the contract will settle as cash on the performance of the contract at maturity)
Physical (the contract will settle with the delivery of shares on the performance of the contract at maturity)

Return to Forwards_Category Category

Return to Categories
J-R-*-*-*-* JRXXXX
Code [Link]
J-R-I-*-*-* JRIXXX
J-R-O-*-*-* JROXXX
J-R-M-*-*-* JRMXXX
Code [Link]
J-R-*-X-*-* JRXXXX
Code [Link]
J-R-*-*-C-* JRXXCX
J-R-*-*-S-* JRXXSX
J-R-*-*-F-* JRXXFX
Code [Link]
J-R-*-*-*-C JRXXXC
J-R-*-*-*-P JRXXXP
Commodities (J-T)
First attribute
A
B
C
G
I
H
J
K
N
P
S
T
M
Second attribute
X
Third attribute
C
S
F
Fourth attribute
C
P
Forward contracts to buy or sell the commodity asset.
Underlying assets
Agriculture
Basket – single-commodity (a custom basket containing constituents from one of the underlying assets identified for this
Basket – multi-commodity (a custom basket containing constituents from two or more of the underlying assets identified
Freight
Index – single-commodity (an option where the underlying reference entity is a commodity index)
Index – multi-commodity (an index containing constituents from two or more of the underlying assets identified for this a
Energy
Metals
Environmental
Polypropylene products
Fertilizer
Paper
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Return or payout trigger (method used to determine contract value if different from standard forward price of underlyin
instrument)
CFD
Spread-bet [the payout is determined by the movement in the reference price of the underlying instrument to its price at
Forward price of underlying instrument (the agreed-upon price for the time of delivery)
Delivery
Cash (the contract will settle as cash on the performance of the contract at maturity)
Physical (the contract will settle with the delivery of shares on the performance of the contract at maturity)

Return to Forwards_Category Category

Return to Categories
J-T-*-*-*-* JTXXXX
Code [Link]
J-T-A-*-*-* JTAXXX
J-T-B-*-*-* JTBXXX
J-T-C-*-*-* JTCXXX
J-T-G-*-*-* JTGXXX
J-T-I-*-*-* JTIXXX
J-T-H-*-*-* JTHXXX
J-T-J-*-*-* JTJXXX
J-T-K-*-*-* JTKXXX
J-T-N-*-*-* JTNXXX
J-T-P-*-*-* JTPXXX
J-T-S-*-*-* JTSXXX
J-T-T-*-*-* JTTXXX
J-T-M-*-*-* JTMXXX
Code [Link]
J-T-*-X-*-* JTXXXX
Code [Link]
J-T-*-*-C-* JTXXCX
J-T-*-*-S-* JTXXSX
J-T-*-*-F-* JTXXFX
Code [Link]
J-T-*-*-*-C JTXXXC
J-T-*-*-*-P JTXXXP
Strategies (K)
Group Name

R Rates

T Commodities

E Equity

C Credit

F Foreign exchange

Y Mixed assets
M Others (miscellaneous)

Return to Categories
This subclause defines a classification of derivative strategies. Strategies are the simultaneous trading of two or more
derivative instruments.
Description
Interest rate derivative strategies are the simultaneous trading of two or more rate contracts in which two counterparties
agree to exchange interest rate cash flows on defined dates during an agreed period, based on a specified notional
amount, from a fixed rate to a floating rate, floating to fixed, or floating to floating.
Commodity derivative strategies are the simultaneous trading of two or more commodity contracts where the value of th
contract is derived from an underlying commodity or commodity index. Commodity derivatives can be physically or cash
settled. Primary underliers include metals, agricultural goods and energy.

Equity derivative strategies are the simultaneous trading of two or more equity contracts where payments are linked to th
change in value of an underlying equity (e.g. shares, basket of equities or index). The equity return payer pays to the equi
return receiver any increase in the value of the underlying plus any dividends received. The equity return receiver pays th
equity return payer any decrease in the value of the underlying plus funding cost.

Credit derivative strategies are the simultaneous trading of two or more credit default contracts in which one party
(protection seller) agrees to provide payment to the other party (protection buyer) should a credit event occur against the
underlying, which could be a specified debt (the reference obligation), a specific debt issuer (reference entity), a basket o
reference entities and/or reference obligations, or a credit index (reference index).

Foreign exchange derivative strategies are the simultaneous trading of two or more foreign exchange agreements betwee
two parties to exchange a given amount of one currency for another currency for spot delivery or for forward delivery at
agreed rate after a specified period of time.
Mixed asset derivative strategies are the simultaneous trading of two or more contracts of different asset types between
two parties.
Strategies that do not fit into any of the above Groups.
K-*-*-*-*-* KXXXXX
Code Pattern rdfs:label Version

K-R-*-*-*-* KRXXXX 2019

K-T-*-*-*-* KTXXXX 2019

K-E-*-*-*-* KEXXXX 2019

K-C-*-*-*-* KCXXXX 2019

K-F-*-*-*-* KFXXXX 2019

K-Y-*-*-*-* KYXXXX 2019

K-M-*-*-*-* KMXXXX 2019
Rates (K-R)

First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
X
Interest rate derivative strategies are the simultaneous trading of two or more rate contracts in which two
counterparties agree to exchange interest rate cash flows on defined dates during an agreed period, based on a specifie
notional amount, from a fixed rate to a floating rate, floating to fixed, or floating to floating.
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Strategies_Category Category

Return to Categories
K-R-*-*-*-* KRXXXX

Code [Link]
K-R-X-*-*-* KRXXXX
Code [Link]
K-R-*-X-*-* KRXXXX
Code [Link]
K-R-*-*-X-* KRXXXX
Code [Link]
K-R-*-*-*-X KRXXXX
Commodities (K-T)

First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
X
Commodity derivative strategies are the simultaneous trading of two or more commodity contracts where the value of
the contract is derived from an underlying commodity or commodity index. Commodity derivatives can be physically or
cash settled. Primary underliers include metals, agricultural goods and energy.
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Strategies_Category Category

Return to Categories
K-T-*-*-*-* KTXXXX

Code [Link]
K-T-X-*-*-* KTXXXX
Code [Link]
K-T-*-X-*-* KTXXXX
Code [Link]
K-T-*-*-X-* KTXXXX
Code [Link]
K-T-*-*-*-X KTXXXX
Equity (K-E)

First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
X
Equity derivative strategies are the simultaneous trading of two or more equity contracts where payments are linked to
the change in value of an underlying equity (e.g. shares, basket of equities or index). The equity return payer pays to th
equity return receiver any increase in the value of the underlying plus any dividends received. The equity return receive
pays the equity return payer any decrease in the value of the underlying plus funding cost.

Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Strategies_Category Category

Return to Categories
K-E-*-*-*-* KEXXXX

Code [Link]
K-E-X-*-*-* KEXXXX
Code [Link]
K-E-*-X-*-* KEXXXX
Code [Link]
K-E-*-*-X-* KEXXXX
Code [Link]
K-E-*-*-*-X KEXXXX
Credit (K-C)

First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
X
Credit derivative strategies are the simultaneous trading of two or more credit default contracts in which one party
(protection seller) agrees to provide payment to the other party (protection buyer) should a credit event occur against
the underlying, which could be a specified debt (the reference obligation), a specific debt issuer (reference entity), a
basket of reference entities and/or reference obligations, or a credit index (reference index).
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Strategies_Category Category

Return to Categories
K-C-*-*-*-* KCXXXX

Code [Link]
K-C-X-*-*-* KCXXXX
Code [Link]
K-C-*-X-*-* KCXXXX
Code [Link]
K-C-*-*-X-* KCXXXX
Code [Link]
K-C-*-*-*-X KCXXXX
Foreign exchange (K-F)

First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
X
Foreign exchange derivative strategies are the simultaneous trading of two or more foreign exchange agreements
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.
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Strategies_Category Category

Return to Categories
K-F-*-*-*-* KFXXXX

Code [Link]
K-F-X-*-*-* KFXXXX
Code [Link]
K-F-*-X-*-* KFXXXX
Code [Link]
K-F-*-*-X-* KFXXXX
Code [Link]
K-F-*-*-*-X KFXXXX
Mixed assets (K-Y)
First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
X
Mixed asset derivative strategies are the simultaneous trading of two or more contracts of different asset types betwee
two parties.
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Strategies_Category Category

Return to Categories
K-Y-*-*-*-* KYXXXX
Code [Link]
K-Y-X-*-*-* KYXXXX
Code [Link]
K-Y-*-X-*-* KYXXXX
Code [Link]
K-Y-*-*-X-* KYXXXX
Code [Link]
K-Y-*-*-*-X KYXXXX
Others (miscellaneous) (K-M)
First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
X
Strategies that do not fit into any of the Groups described in strategies.
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Strategies_Category Category

Return to Categories
K-M-*-*-*-* KMXXXX
Code [Link]
K-M-X-*-*-* KMXXXX
Code [Link]
K-M-*-X-*-* KMXXXX
Code [Link]
K-M-*-*-X-* KMXXXX
Code [Link]
K-M-*-*-*-X KMXXXX
Financing (L)

Group Name

L Loan-lease

R Repurchase agreements

S Securities lending

Return to Categories
Financing is a collateralized loan agreement entered into between two parties where one party, the lender, lends
(temporarily) the underlying asset which is secured with cash or other acceptable collateral (securities or other assets)
provided by the borrower. Depending on the exact type of financing transaction, a simultaneous agreement to reverse
the agreement may be entered into at the same time with an agreed-upon future date for the reverse transaction to ta
place.
Description
One party lends a commodity to a counterparty, in return for a fixed price or a premium (aka lease rate). At the end of the
contract, the lender expects to receive the commodity back, and their return is linked to fluctuations in the market price o
the commodity, or the premium, respectively.

A simultaneous sale and repurchase agreement entered into by two parties where one party agrees to sell securities or
cash to the other party in exchange for collateral. The repurchase terms are generally for the repurchase of the same or
equivalent securities at a specified price on an agreed future date. During the term of the agreement, the ownership right
of the securities are transferred.

An agreement entered into by two parties where one party (lender) agrees to lend cash or securities to the other party
(borrower) in exchange for collateral plus a lending fee. The lender retains the rights (i.e. title, dividend/interest payment
and corporate actions that may arise during the term of the loan) to the securities on loan to the borrower.
L-*-*-*-*-* LXXXXX

Code Pattern rdfs:label Version

L-L-*-*-*-* LLXXXX 2019

L-R-*-*-*-* LRXXXX 2019

L-S-*-*-*-* LSXXXX 2019

Loan-lease (L-L)

First attribute
A
B
J
K
N
P
S
T
M
Second attribute
X
Third attribute
X
Fourth attribute
C
P
One party lends a commodity to a counterparty, in return for a fixed price or a premium (aka lease rate). At the end of
the contract, the lender expects to receive the commodity back, and their return is linked to fluctuations in the market
price of the commodity, or the premium, respectively.
Underlying assets
Agriculture
Baskets
Energy
Metals
Environmental
Polypropylene products
Fertilizer
Paper
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Delivery
Cash (the contract will settle as cash on the performance of the contract at maturity)
Physical (the contract will settle with the delivery of shares on the performance of the contract at maturity)

Return to Financing_Category Category

Return to Categories
L-L-*-*-*-* LLXXXX

Code [Link]
L-L-A-*-*-* LLAXXX
L-L-B-*-*-* LLBXXX
L-L-J-*-*-* LLJXXX
L-L-K-*-*-* LLKXXX
L-L-N-*-*-* LLNXXX
L-L-P-*-*-* LLPXXX
L-L-S-*-*-* LLSXXX
L-L-T-*-*-* LLTXXX
L-L-M-*-*-* LLMXXX
Code [Link]
L-L-*-X-*-* LLXXXX
Code [Link]
L-L-*-*-X-* LLXXXX
Code [Link]
L-L-*-*-*-C LLXXXC
L-L-*-*-*-P LLXXXP
Repurchase agreements (L-R)

First attribute
G
S
C
Second attribute
F
N
O
T
Third attribute
X
Fourth attribute
D
H
T
A simultaneous sale and repurchase agreement entered into by two parties where one party agrees to sell securities or
cash to the other party in exchange for collateral. The repurchase terms are generally for the repurchase of the same or
equivalent securities at a specified price on an agreed future date. During the term of the agreement, the ownership
rights of the securities are transferred.
Underlying assets (underlying collateral used to secure the repurchase agreement)
General collateral [the repurchase agreement is secured by a range of acceptable high-quality and liquid assets, or a gene
Specific security collateral (the repurchase agreement is secured by a specific agreed-upon security, which may not be sub
Cash collateral
Termination (termination terms of the agreement)
Flexible (the agreement has flexible term duration of up to 120 days)
Overnight (the term of the agreement is one day)
Open (the agreement has no fixed termination date)
Term (the set number of days specified at the outset of the agreement)
Not applicable/undefined
Not applicable/undefined
Delivery (delivery method for the collateral at the outset of the agreement)
Delivery versus payment (the borrower delivers the collateral to the lender against payment of funds within a securities s
Hold-in-custody (the borrower holds the collateral in a segregated customer account, in custody, for the lender)
Tri-party (the borrower delivers the collateral to the lender's account at the lender's clearing bank or custodian)

Return to Financing_Category Category

Return to Categories
L-R-*-*-*-* LRXXXX

Code [Link]
L-R-G-*-*-* LRGXXX
L-R-S-*-*-* LRSXXX
L-R-C-*-*-* LRCXXX
Code [Link]
L-R-*-F-*-* LRXFXX
L-R-*-N-*-* LRXNXX
L-R-*-O-*-* LRXOXX
L-R-*-T-*-* LRXTXX
Code [Link]
L-R-*-*-X-* LRXXXX
Code [Link]
L-R-*-*-*-D LRXXXD
L-R-*-*-*-H LRXXXH
L-R-*-*-*-T LRXXXT
Securities lending (L-S)

First attribute
C
G
P
T
E
L
D
W
K
M
Second attribute
N
O
T
Third attribute
X
Fourth attribute
D
F
H
T
An agreement entered into by two parties where one party (lender) agrees to lend cash or securities to the other party
(borrower) in exchange for collateral plus a lending fee. The lender retains the rights (i.e. title, dividend/interest
payments and corporate actions that may arise during the term of the loan) to the securities on loan to the borrower.

Underlying assets (collateral that may be used, or substituted, to secure the lending agreement)
Cash collateral
Government bonds
Corporate bonds
Convertible bonds
Equity
Letter of credit
Certificate of deposit
Warrants
Money market instruments
Others (miscellaneous)
Termination
Overnight
Open
Term
Not applicable/undefined
Not applicable/undefined
Delivery
Delivery versus payment
Free of payment (the borrower delivers the collateral with no corresponding payment of funds)
Hold-in-custody
Tri-party

Return to Financing_Category Category

Return to Categories
L-S-*-*-*-* LSXXXX

Code [Link]
L-S-C-*-*-* LSCXXX
L-S-G-*-*-* LSGXXX
L-S-P-*-*-* LSPXXX
L-S-T-*-*-* LSTXXX
L-S-E-*-*-* LSEXXX
L-S-L-*-*-* LSLXXX
L-S-D-*-*-* LSDXXX
L-S-W-*-*-* LSWXXX
L-S-K-*-*-* LSKXXX
L-S-M-*-*-* LSMXXX
Code [Link]
L-S-*-N-*-* LSXNXX
L-S-*-O-*-* LSXOXX
L-S-*-T-*-* LSXTXX
Code [Link]
L-S-*-*-X-* LSXXXX
Code [Link]
L-S-*-*-*-D LSXXXD
L-S-*-*-*-F LSXXXF
L-S-*-*-*-H LSXXXH
L-S-*-*-*-T LSXXXT
Referential instruments (T)
Group Name
C Currencies

T Commodities
R Interest rates
I Indices
B Baskets
D Stock dividends
M Others (miscellaneous)

Return to Categories
Indicators that are used as a reference for other financial instruments.
Description
An accepted form of money, including coins and paper notes, which is generally issued by a government and circulated
within an economy.
A basic good used in commerce that is interchangeable with other commodities of the same type. Commodities are most
often used as inputs in the production of other goods or services.
Rate at which interest is paid by a borrower for the use of money that they borrow from a lender.
An index provides a representation of the value of its constituents. Indices often serve as barometers for a given market o
industry and benchmarks against which financial or economic performance is measured.
Group of securities that have been put together for a specific investment purpose.
Relate to the dividend payments of a specific underlying equity stock.
Referential instruments that do not fit into any of the Groups described in above groups.
T-*-*-*-*-* TXXXXX
Code Pattern rdfs:label Version
T-C-*-*-*-* TCXXXX 2019

T-T-*-*-*-* TTXXXX 2019

T-R-*-*-*-* TRXXXX 2019
T-I-*-*-*-* TIXXXX 2019
T-B-*-*-*-* TBXXXX 2019
T-D-*-*-*-* TDXXXX 2019
T-M-*-*-*-* TMXXXX 2019
Currencies (T-C)
First attribute
N
L
C
M
Second attribute
X
Third attribute
X
Fourth attribute
X
An accepted form of money, including coins and paper notes, which is generally issued by a government and circulated
within an economy.
Type
National currency (the currency or legal tender issued by a nation's central bank or monetary authority; the national curre
Legacy currency (national currency that ceased to be a legal tender)
Bullion coins (coins struck from precious metals and kept as a store of value or an investment, rather than used in day-to-
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Referential_instrument_Category Category

Return to Categories
T-C-*-*-*-* TCXXXX
Code [Link]
T-C-N-*-*-* TCNXXX
T-C-L-*-*-* TCLXXX
T-C-C-*-*-* TCCXXX
T-C-M-*-*-* TCMXXX
Code [Link]
T-C-*-X-*-* TCXXXX
Code [Link]
T-C-*-*-X-* TCXXXX
Code [Link]
T-C-*-*-*-X TCXXXX
Commodities (T-T)
First attribute
E
A
I
S
N
P
H
M
Second attribute
X
Third attribute
X
Fourth attribute
X
A basic good used in commerce that is interchangeable with other commodities of the same type. Commodities are mos
often used as inputs in the production of other goods or services.
Type of commodity
Extraction resources (metals, precious metals, coal, oil, gas)
Agriculture (commodities which include forestry, fishing, livestock, grain, dairy, corn, cocoa, soybeans, sugar, coffee)
Industrial products (construction, manufacturing)
Services (transportation, communication, trade)
Environmental (includes carbon-related, emission reduction, weather)
Polypropylene products (includes plastics)
Generated resources (includes electricity, renewable energy, or any power/energy delivered through a utility network or
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Referential_instrument_Category Category

Return to Categories
T-T-*-*-*-* TTXXXX
Code [Link]
T-T-E-*-*-* TTEXXX
T-T-A-*-*-* TTAXXX
T-T-I-*-*-* TTIXXX
T-T-S-*-*-* TTSXXX
T-T-N-*-*-* TTNXXX
T-T-P-*-*-* TTPXXX
T-T-H-*-*-* TTHXXX
T-T-M-*-*-* TTMXXX
Code [Link]
T-T-*-X-*-* TTXXXX
Code [Link]
T-T-*-*-X-* TTXXXX
Code [Link]
T-T-*-*-*-X TTXXXX
Interest rates (T-R)
First attribute
N
V
F
R
M
Second attribute
D
W
N
Q
S
A
M
Third attribute
X
Fourth attribute
X
Rate at which interest is paid by a borrower for the use of money that they borrow from a lender.
Type of interest rates
Nominal (an interest rate before taking inflation into account)
Variable (an interest rate that fluctuates over time)
Fixed (an interest rate that remains fixed for the entire term)
Real (an interest rate that has been adjusted to remove the effects of inflation)
Others (miscellaneous)
Frequency of calculation
Daily
Weekly
Monthly
Quarterly
Semi-annually
Annually
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Referential_instrument_Category Category

Return to Categories
T-R-*-*-*-* TRXXXX
Code [Link]
T-R-N-*-*-* TRNXXX
T-R-V-*-*-* TRVXXX
T-R-F-*-*-* TRFXXX
T-R-R-*-*-* TRRXXX
T-R-M-*-*-* TRMXXX
Code [Link]
T-R-*-D-*-* TRXDXX
T-R-*-W-*-* TRXWXX
T-R-*-N-*-* TRXNXX
T-R-*-Q-*-* TRXQXX
T-R-*-S-*-* TRXSXX
T-R-*-A-*-* TRXAXX
T-R-*-M-*-* TRXMXX
Code [Link]
T-R-*-*-X-* TRXXXX
Code [Link]
T-R-*-*-*-X TRXXXX
Indices (T-I)
First attribute
E
D
F
R
T
C
M
Second attribute
P
C
E
F
M
Third attribute
P
N
G
M
Fourth attribute
X
An index provides a representation of the value of its constituents. Indices often serve as barometers for a given market
or industry and benchmarks against which financial or economic performance is measured.
Asset classes
Equities
Debt instruments
CIVs
Real estate
Commodities
Currencies
Others (miscellaneous)
Weighting types (type of weighting of the financial instruments in the index)
Price weighted (market index where each constituent makes up a fraction of the index that is proportional to its price; for
Capitalization weighted (index whose components are weighted according to the total market value of their outstanding
Equal weighted (an equal-weighted index uses a type of weighting that gives the same weight or importance to each stoc
Modified market capitalization weighted (a modified market cap weighted index is a hybrid between equal weighting and
Other weighting (miscellaneous)
Index return types
Price return (the price return is the rate of return on an investment portfolio, where the return measure takes into accoun
Net total return (a net total return is the rate of return on an investment portfolio, where the return measure takes into a
Gross total return (a gross total return is the rate of return on an investment portfolio, where the return measure takes in
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined

Return to Referential_instrument_Category Category

Return to Categories
T-I-*-*-*-* TIXXXX
Code [Link]
T-I-E-*-*-* TIEXXX
T-I-D-*-*-* TIDXXX
T-I-F-*-*-* TIFXXX
T-I-R-*-*-* TIRXXX
T-I-T-*-*-* TITXXX
T-I-C-*-*-* TICXXX
T-I-M-*-*-* TIMXXX
Code [Link]
T-I-*-P-*-* TIXPXX
T-I-*-C-*-* TIXCXX
T-I-*-E-*-* TIXEXX
T-I-*-F-*-* TIXFXX
T-I-*-M-*-* TIXMXX
Code [Link]
T-I-*-*-P-* TIXXPX
T-I-*-*-N-* TIXXNX
T-I-*-*-G-* TIXXGX
T-I-*-*-M-* TIXXMX
Code [Link]
T-I-*-*-*-X TIXXXX
Baskets (T-B)
First attribute
E
D
F
I
T
C
M
Second attribute
X
Third attribute
X
Fourth attribute
X
Group of securities that have been put together for a specific investment purpose.
Composition
Equities
Debt instruments
CIVs
Indices
Commodities
Currencies
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Referential_instrument_Category Category

Return to Categories
T-B-*-*-*-* TBXXXX
Code [Link]
T-B-E-*-*-* TBEXXX
T-B-D-*-*-* TBDXXX
T-B-F-*-*-* TBFXXX
T-B-I-*-*-* TBIXXX
T-B-T-*-*-* TBTXXX
T-B-C-*-*-* TBCXXX
T-B-M-*-*-* TBMXXX
Code [Link]
T-B-*-X-*-* TBXXXX
Code [Link]
T-B-*-*-X-* TBXXXX
Code [Link]
T-B-*-*-*-X TBXXXX
Stock dividends (T-D)
First attribute
S
P
C
F
L
K
M
Second attribute
X
Third attribute
X
Fourth attribute
X
Relate to the dividend payments of a specific underlying equity stock.
Type of equity
Common/ordinary shares
Preferred/preference shares
Common/ordinary convertible shares
Preferred/preference convertible shares
Limited partnership units
CIVs
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Referential_instrument_Category Category

Return to Categories
T-D-*-*-*-* TDXXXX
Code [Link]
T-D-S-*-*-* TDSXXX
T-D-P-*-*-* TDPXXX
T-D-C-*-*-* TDCXXX
T-D-F-*-*-* TDFXXX
T-D-L-*-*-* TDLXXX
T-D-K-*-*-* TDKXXX
T-D-M-*-*-* TDMXXX
Code [Link]
T-D-*-X-*-* TDXXXX
Code [Link]
T-D-*-*-X-* TDXXXX
Code [Link]
T-D-*-*-*-X TDXXXX
Others (miscellaneous) (T-M)
First attribute
X
Second attribute
X
Third attribute
X
Fourth attribute
X
Referential instruments that do not fit into any of the other Groups of referential instruments.
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Referential_instrument_Category Category

Return to Categories
T-M-*-*-*-* TMXXXX
Code [Link]
T-M-X-*-*-* TMXXXX
Code [Link]
T-M-*-X-*-* TMXXXX
Code [Link]
T-M-*-*-X-* TMXXXX
Code [Link]
T-M-*-*-*-X TMXXXX
Others (miscellaneous) (M)
Group Name

C Combined instruments

M Other assets (miscellaneous)

Return to Categories
Financial instruments that do not fit the above categories as defined.
Description
Packages of different financial instruments issued and/or traded as one single unit (also referred to as staple security). Th
can be separated during their life cycle and be traded individually. In that case, CFI codes classifying each of the financial
instruments involved individually shall be assigned.
The following are other assets that do not fit the Groupings as defined.
M-*-*-*-*-* MXXXXX
Code Pattern rdfs:label Version

M-C-*-*-*-* MCXXXX 2019

M-M-*-*-*-* MMXXXX 2019

Combined instruments (M-C)

First attribute
S
B
H
A
W
U
M
Second attribute
T
U
Third attribute
X
Fourth attribute
B
R
N
M
Packages of different financial instruments issued and/or traded as one single unit (also referred to as staple security).
They can be separated during their life cycle and be traded individually. In that case, CFI codes classifying each of the
financial instruments involved individually shall be assigned.
Components
Combination of shares (with different characteristics)
Combination of bonds (with different characteristics)
Share and bond
Share and warrant
Warrant and warrant (or multiple)
Fund unit and other components
Others (miscellaneous)
Ownership/transfer/sales restrictions (the ownership or transfer of the security is subject to special conditions including
country-specific restrictions)
Restrictions
Free (unrestricted)
Not applicable/undefined
Not applicable/undefined
Form (negotiability, transmission)
Bearer (the owner is not registered in the books of the issuer or of the registrar)
Registered (securities are recorded in the name of the owner on the books of the issuer or the issuer's registrar and can o
Bearer/registered (securities are issued in both bearer and registered form but with the same identification number)
Others (miscellaneous)

Return to Others_miscellaneous_Category Category

Return to Categories
M-C-*-*-*-* MCXXXX

Code [Link]
M-C-S-*-*-* MCSXXX
M-C-B-*-*-* MCBXXX
M-C-H-*-*-* MCHXXX
M-C-A-*-*-* MCAXXX
M-C-W-*-*-* MCWXXX
M-C-U-*-*-* MCUXXX
M-C-M-*-*-* MCMXXX
Code [Link]
M-C-*-T-*-* MCXTXX
M-C-*-U-*-* MCXUXX
Code [Link]
M-C-*-*-X-* MCXXXX
Code [Link]
M-C-*-*-*-B MCXXXB
M-C-*-*-*-R MCXXXR
M-C-*-*-*-N MCXXXN
M-C-*-*-*-M MCXXXM
Other assets (miscellaneous) (M-M)
First attribute
R
I
E
T
N
P
S
M
Second attribute
X
Third attribute
X
Fourth attribute
X
The following are other assets that do not fit the Groupings as defined.
Further grouping
Real estate deeds (represent ownership of property)
Insurance policies
Escrow receipts (bank guarantee that an option writer has the underlying security on deposit and that the underlying secu
Trade finance instruments (assets based on the securitization of the movement of goods and services)
Carbon credit (certificate or permit representing the right to emit carbon dioxide)
Precious metal receipts
Other OTC derivative products
Others (miscellaneous)
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined
Not applicable/undefined

Return to Others_miscellaneous_Category Category

Return to Categories
M-M-*-*-*-* MMXXXX
Code [Link]
M-M-R-*-*-* MMRXXX
M-M-I-*-*-* MMIXXX
M-M-E-*-*-* MMEXXX
M-M-T-*-*-* MMTXXX
M-M-N-*-*-* MMNXXX
M-M-P-*-*-* MMPXXX
M-M-S-*-*-* MMSXXX
M-M-M-*-*-* MMMXXX
Code [Link]
M-M-*-X-*-* MMXXXX
Code [Link]
M-M-*-*-X-* MMXXXX
Code [Link]
M-M-*-*-*-X MMXXXX