[This message was posted by Ned Micelli of Thomson Reuters
<[email protected]> to the "Foreign Exchange" discussion forum at
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> 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)
....
.
.
....
— Currency —
FOR = Foreign Exchange Contract
FXNDF = Non-deliverable forward
FXSPOT = FX Spot
FXFWD = FX Forward
FXSWAP = FX Swap
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