CFICodes for FX transactions

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Imported from previous forum

2

Hi

What values, if any, are being used for the CFICode to identify fx spots, forwards and swaps ?

Thanks
Prit

3

Hi

What values, if any, are being used for the CFICode to identify fx
spots, forwards and swaps ?

Thanks Prit

I extracted this out of an old document that we were using for supporting FX in prior to v5.0 SP2. I suggest that you confirm these are correct prior to using them:

   FX Spot: RCSXXX   
   FX Swap: FFCPNW

For implementations on v5.0 SP2 and above the recommendation is to use SecurityType(167)instead of CFICode.

– snippet from FIXimate – SecurityType(167)
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— Currency —
FOR = Foreign Exchange Contract

FXNDF = Non-deliverable forward

FXSPOT = FX Spot

FXFWD = FX Forward

FXSWAP = FX Swap