Module: SecID::CFI::Tables Private

Defined in:: lib/sec_id/cfi/tables.rb

Overview

This module is part of a private API. You should avoid using this module if possible, as it may be removed or be changed in the future.

ISO 10962:2021 CFI code tables: the 14 categories, 78 groups, and the per-position attribute matrix — each cell carrying both a symbol and the authoritative ISO/SIX label string.

Single source of truth for CFI validation, decoding, labels, predicates, and generation. Transcribed from docs/research/iso-10962-2021-cfi-tables.md (iotafinance's 2021 rendering; derivative tables single-sourced per R11).

Shape:

CATEGORIES[letter]              => [symbol, label]
GROUPS[cat_letter][grp_letter]  => { symbol:, label:, attributes: [p3, p4, p5, p6] }

Each of the four position entries is either NA (a pure not-applicable position — accepts only X, omitted from decode) or a [meaning_symbol, { letter => [value_symbol, value_label] }] pair. The letter X is universally accepted in every position and decodes to :not_applicable, so it is never listed in a value map.

rubocop:disable Metrics/ModuleLength

Constant Summary collapse

NA =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Marker for a pure not-applicable attribute position (accepts only X).

nil

FORM =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Equity form (position 6 across E/D/R/M form positions).

{
  'B' => [:bearer, 'Bearer'],
  'R' => [:registered, 'Registered'],
  'N' => [:bearer_registered, 'Bearer/Registered'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

VOTING =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Equity voting right (position 3 across E share groups).

{
  'V' => [:voting, 'Voting'],
  'N' => [:non_voting, 'Non-voting'],
  'R' => [:restricted_voting, 'Restricted voting'],
  'E' => [:enhanced_voting, 'Enhanced voting']
}.freeze

OWNERSHIP =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Ownership/transfer/sales restrictions.

{
  'T' => [:restrictions, 'Restrictions'],
  'U' => [:free_of_restrictions, 'Free of restrictions']
}.freeze

PAYMENT =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Equity payment status.

{
  'F' => [:fully_paid, 'Fully paid'],
  'O' => [:nil_paid, 'Nil paid'],
  'P' => [:partly_paid, 'Partly paid']
}.freeze

PREF_REDEMPTION =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Preference-share redemption (EP/EF position 4).

{
  'R' => [:redeemable, 'Redeemable'],
  'E' => [:extendible, 'Extendible'],
  'T' => [:redeemable_extendible, 'Redeemable/Extendible'],
  'G' => [:exchangeable, 'Exchangeable'],
  'A' => [:redeemable_exchangeable_extendible, 'Redeemable/Exchangeable/Extendible'],
  'C' => [:redeemable_exchangeable, 'Redeemable/Exchangeable'],
  'N' => [:perpetual, 'Perpetual']
}.freeze

PREF_INCOME =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Preference-share income (EP/EF position 5).

{
  'F' => [:fixed_rate, 'Fixed rate'],
  'C' => [:cumulative_fixed_rate, 'Cumulative, fixed rate'],
  'P' => [:participating, 'Participating'],
  'Q' => [:cumulative_participating, 'Cumulative, participating'],
  'A' => [:adjustable_rate, 'Adjustable/Variable rate'],
  'N' => [:normal_rate, 'Normal rate'],
  'U' => [:auction_rate, 'Auction rate']
}.freeze

DEBT_GUARANTEE =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Debt guarantee (position 4 across most D groups).

{
  'T' => [:government_guarantee, 'Government/State guarantee'],
  'G' => [:joint_guarantee, 'Joint guarantee'],
  'S' => [:secured, 'Secured'],
  'U' => [:unsecured, 'Unsecured/Unguaranteed'],
  'P' => [:negative_pledge, 'Negative pledge'],
  'N' => [:senior, 'Senior'],
  'O' => [:senior_subordinated, 'Senior subordinated'],
  'Q' => [:junior, 'Junior'],
  'J' => [:junior_subordinated, 'Junior subordinated'],
  'C' => [:supranational, 'Supranational']
}.freeze

DEBT_REDEMPTION =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Debt redemption/reimbursement (position 5 across most D groups).

{
  'F' => [:fixed_maturity, 'Fixed maturity'],
  'G' => [:fixed_maturity_with_call, 'Fixed maturity with call'],
  'C' => [:fixed_maturity_with_put, 'Fixed maturity with put'],
  'D' => [:fixed_maturity_with_put_and_call, 'Fixed maturity with put and call'],
  'A' => [:amortization_plan, 'Amortization plan'],
  'B' => [:amortization_with_call, 'Amortization plan with call'],
  'T' => [:amortization_with_put, 'Amortization plan with put'],
  'L' => [:amortization_with_put_and_call, 'Amortization plan with put and call'],
  'P' => [:perpetual, 'Perpetual'],
  'Q' => [:perpetual_with_call, 'Perpetual with call'],
  'R' => [:perpetual_with_put, 'Perpetual with put'],
  'E' => [:extendible, 'Extendible']
}.freeze

DEBT_INTEREST_FZVK =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Debt type of interest — DC/DW/DT/DY (F/Z/V/K, no cash payment).

{
  'F' => [:fixed_rate, 'Fixed rate'],
  'Z' => [:zero_rate, 'Zero rate/discounted'],
  'V' => [:variable, 'Variable'],
  'K' => [:payment_in_kind, 'Payment in kind']
}.freeze

DEBT_INTEREST_FZV =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Debt type of interest — DG/DA/DN (F/Z/V only).

{
  'F' => [:fixed_rate, 'Fixed rate'],
  'Z' => [:zero_rate, 'Zero rate/discounted'],
  'V' => [:variable, 'Variable']
}.freeze

STRUCTURED_DISTRIBUTION =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Structured-product distribution (DS/DE position 4).

{
  'F' => [:fixed_interest, 'Fixed interest'],
  'D' => [:dividend, 'Dividend'],
  'V' => [:variable_interest, 'Variable interest'],
  'Y' => [:no_payments, 'No payments'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

STRUCTURED_UNDERLYING =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Structured-product underlying assets (DS/DE position 6).

{
  'B' => [:baskets, 'Baskets'],
  'S' => [:equities, 'Equities'],
  'D' => [:debt_instruments, 'Debt instruments'],
  'T' => [:commodities, 'Commodities'],
  'C' => [:currencies, 'Currencies'],
  'I' => [:indices, 'Indices'],
  'N' => [:interest_rates, 'Interest rates'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

WARRANT_UNDERLYING =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Warrant/mini-future underlying assets (RW/RF position 3).

{
  'B' => [:baskets, 'Baskets'],
  'S' => [:equities, 'Equities'],
  'D' => [:debt_instruments, 'Debt instruments/Interest rates'],
  'T' => [:commodities, 'Commodities'],
  'C' => [:currencies, 'Currencies'],
  'I' => [:indices, 'Indices'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

EXERCISE_STYLE =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Exercise option style with Others (RW/RF position 6).

{
  'A' => [:american, 'American'],
  'E' => [:european, 'European'],
  'B' => [:bermudan, 'Bermudan'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

CIV_CLOSED_OPEN =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Collective investment: closed/open-end (position 3).

{
  'O' => [:open_end, 'Open-end'],
  'C' => [:closed_end, 'Closed-end'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

CIV_DISTRIBUTION =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Collective investment: distribution policy (position 4).

{
  'I' => [:income_funds, 'Income funds'],
  'G' => [:accumulation_funds, 'Accumulation funds'],
  'J' => [:mixed_funds, 'Mixed funds']
}.freeze

CIV_ASSETS =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Collective investment: assets (position 5).

{
  'R' => [:real_estate, 'Real estate'],
  'B' => [:debt_instruments, 'Debt instruments'],
  'E' => [:equities, 'Equities'],
  'V' => [:convertible_securities, 'Convertible securities'],
  'L' => [:mixed, 'Mixed'],
  'C' => [:commodities, 'Commodities'],
  'D' => [:derivatives, 'Derivatives'],
  'F' => [:referential_instruments, 'Referential instruments'],
  'K' => [:credits, 'Credits'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

CIV_SECURITY_FULL =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Collective investment: security type & investor restrictions (S/Q/U/Y).

{
  'S' => [:shares, 'Shares'],
  'Q' => [:shares_for_qualified_investors, 'Shares for qualified investors'],
  'U' => [:units, 'Units'],
  'Y' => [:units_for_qualified_investors, 'Units for qualified investors']
}.freeze

CIV_SECURITY_SHORT =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Collective investment: security type (S/U only).

{
  'S' => [:shares, 'Shares'],
  'U' => [:units, 'Units']
}.freeze

OPTION_STYLE =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Listed-option exercise style (A/E/B, no Others).

{
  'A' => [:american, 'American'],
  'E' => [:european, 'European'],
  'B' => [:bermudan, 'Bermudan']
}.freeze

OPTION_UNDERLYING =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Listed-option underlying assets (OC/OP position 4).

{
  'B' => [:baskets, 'Baskets'],
  'S' => [:equities, 'Stock-Equities'],
  'D' => [:debt_instruments, 'Debt instruments'],
  'T' => [:commodities, 'Commodities'],
  'C' => [:currencies, 'Currencies'],
  'I' => [:indices, 'Indices'],
  'O' => [:options, 'Options'],
  'F' => [:futures, 'Futures'],
  'W' => [:swaps, 'Swaps'],
  'N' => [:interest_rates, 'Interest rates'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

STANDARDIZED =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Standardized flag (S/N).

{
  'S' => [:standardized, 'Standardized'],
  'N' => [:non_standardized, 'Non-standardized']
}.freeze

COMMODITY_ASSETS =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Commodity underlying — extraction/agriculture form (FC/TT position 3).

{
  'E' => [:extraction_resources, 'Extraction resources'],
  'A' => [:agriculture, 'Agriculture'],
  'I' => [:industrial_products, 'Industrial products'],
  'S' => [:services, 'Services'],
  'N' => [:environmental, 'Environmental'],
  'P' => [:polypropylene_products, 'Polypropylene products'],
  'H' => [:generated_resources, 'Generated resources'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

RETURN_TRIGGER =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Swap return/payout trigger (ST/SE position 4).

{
  'P' => [:price, 'Price'],
  'D' => [:dividend, 'Dividend'],
  'V' => [:variance, 'Variance'],
  'L' => [:volatility, 'Volatility'],
  'T' => [:total_return, 'Total return'],
  'C' => [:contract_for_difference, 'Contract for difference'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

H_OPTION_STYLE =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Non-listed option style and type (H position 4).

{
  'A' => [:european_call, 'European call'],
  'B' => [:american_call, 'American call'],
  'C' => [:bermudan_call, 'Bermudan call'],
  'D' => [:european_put, 'European put'],
  'E' => [:american_put, 'American put'],
  'F' => [:bermudan_put, 'Bermudan put'],
  'G' => [:european_chooser, 'European chooser'],
  'H' => [:american_chooser, 'American chooser'],
  'I' => [:bermudan_chooser, 'Bermudan chooser']
}.freeze

H_VALUATION =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Non-listed option valuation method or trigger (H position 5).

{
  'V' => [:vanilla, 'Vanilla'],
  'A' => [:asian, 'Asian'],
  'D' => [:digital, 'Digital (binary)'],
  'B' => [:barrier, 'Barrier'],
  'G' => [:digital_barrier, 'Digital barrier'],
  'L' => [:lookback, 'Lookback'],
  'P' => [:other_path_dependent, 'Other path-dependent'],
  'M' => [:others, 'Others (miscellaneous)']
}.freeze

DELIVERY_CP =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Delivery variants.

{ 'C' => [:cash, 'Cash'], 'P' => [:physical, 'Physical'] }.freeze

DELIVERY_PN =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Delivery variants: physical or non-deliverable.

{ 'P' => [:physical, 'Physical'], 'N' => [:non_deliverable, 'Non-deliverable'] }.freeze

DELIVERY_P =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Delivery variant: physical only.

{ 'P' => [:physical, 'Physical'] }.freeze

DELIVERY_PCN =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Delivery variants: physical, cash, or non-deliverable.

{
  'P' => [:physical, 'Physical'],
  'C' => [:cash, 'Cash'],
  'N' => [:non_deliverable, 'Non-deliverable']
}.freeze

DELIVERY_CPE =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Delivery variants: cash, physical, or elect-at-settlement.

{
  'C' => [:cash, 'Cash'],
  'P' => [:physical, 'Physical'],
  'E' => [:elect_at_settlement, 'Elect at settlement']
}.freeze

H_DELIVERY =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Non-listed option delivery variants: cash, physical, or elect-at-exercise.

{
  'C' => [:cash, 'Cash'],
  'P' => [:physical, 'Physical'],
  'E' => [:elect_at_exercise, 'Elect at exercise']
}.freeze

H_DELIVERY_N =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

H_DELIVERY variants plus non-deliverable.

H_DELIVERY.merge('N' => [:non_deliverable, 'Non-deliverable']).freeze

H_DELIVERY_NA =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

H_DELIVERY_N variants plus auction.

H_DELIVERY_N.merge('A' => [:auction, 'Auction']).freeze

FWD_TRIGGER_CSF =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Forward return/payout trigger variants.

{
  'C' => [:contract_for_difference, 'Contract for difference'],
  'S' => [:spread_bet, 'Spread-bet'],
  'F' => [:forward_price, 'Forward price of underlying']
}.freeze

FWD_TRIGGER_SF =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Forward trigger variants: spread-bet or forward price.

{
  'S' => [:spread_bet, 'Spread-bet'],
  'F' => [:forward_price, 'Forward price of underlying']
}.freeze

FWD_TRIGGER_CF =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Forward trigger variants: contract-for-difference or forward price.

{
  'C' => [:contract_for_difference, 'Contract for difference'],
  'F' => [:forward_price, 'Forward price of underlying']
}.freeze

CATEGORIES =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

--- Categories (position 1) --------------------------------------------

{
  'E' => [:equity, 'Equities'],
  'C' => [:collective_investment_vehicles, 'Collective investment vehicles'],
  'D' => [:debt_instruments, 'Debt instruments'],
  'R' => [:entitlements, 'Entitlements (rights)'],
  'O' => [:listed_options, 'Listed options'],
  'F' => [:futures, 'Futures'],
  'S' => [:swaps, 'Swaps'],
  'H' => [:non_listed_options, 'Non-listed and complex listed options'],
  'I' => [:spot, 'Spot'],
  'J' => [:forwards, 'Forwards'],
  'K' => [:strategies, 'Strategies'],
  'L' => [:financing, 'Financing'],
  'T' => [:referential_instruments, 'Referential instruments'],
  'M' => [:miscellaneous, 'Others (miscellaneous)']
}.freeze

GROUPS =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

--- Groups + attribute matrix (positions 2-6) --------------------------

{
  'E' => {
    'S' => { symbol: :common_shares, label: 'Common/Ordinary shares',
             attributes: [[:voting_right, VOTING], [:ownership_restrictions, OWNERSHIP],
                          [:payment_status, PAYMENT], [:form, FORM]] },
    'P' => { symbol: :preferred_shares, label: 'Preferred/Preference shares',
             attributes: [[:voting_right, VOTING], [:redemption, PREF_REDEMPTION],
                          [:income, PREF_INCOME], [:form, FORM]] },
    'C' => { symbol: :convertible_common_shares, label: 'Common/Ordinary convertible shares',
             attributes: [[:voting_right, VOTING], [:ownership_restrictions, OWNERSHIP],
                          [:payment_status, PAYMENT], [:form, FORM]] },
    'F' => { symbol: :convertible_preferred_shares, label: 'Preferred/Preference convertible shares',
             attributes: [[:voting_right, VOTING], [:redemption, PREF_REDEMPTION],
                          [:income, PREF_INCOME], [:form, FORM]] },
    'L' => { symbol: :limited_partnership_units, label: 'Limited partnership units',
             attributes: [[:voting_right, VOTING], [:ownership_restrictions, OWNERSHIP],
                          [:payment_status, PAYMENT], [:form, FORM]] },
    'D' => { symbol: :depositary_receipts, label: 'Depositary receipts on equities',
             attributes: [[:underlying, {
               'S' => [:common_shares, 'Common/Ordinary shares'],
               'P' => [:preferred_shares, 'Preferred/Preference shares'],
               'C' => [:convertible_common_shares, 'Common/Ordinary convertible shares'],
               'F' => [:convertible_preferred_shares, 'Preferred/Preference convertible shares'],
               'L' => [:limited_partnership_units, 'Limited partnership units'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:redemption, {
               'R' => [:redeemable, 'Redeemable'],
               'N' => [:perpetual, 'Perpetual'],
               'B' => [:convertible, 'Convertible'],
               'D' => [:convertible_redeemable, 'Convertible/Redeemable']
             }], [:income, PREF_INCOME.merge('D' => [:dividends, 'Dividends'])],
                          [:form, FORM]] },
    'Y' => { symbol: :structured_instruments, label: 'Structured instruments (participation)',
             attributes: [[:type, {
               'A' => [:tracker_certificate, 'Tracker certificate'],
               'B' => [:outperforming_certificate, 'Outperforming certificate'],
               'C' => [:bonus_certificate, 'Bonus certificate'],
               'D' => [:outperformance_bonus_certificate, 'Outperformance bonus certificate'],
               'E' => [:twin_win_certificate, 'Twin-win certificate'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:distribution, {
               'D' => [:dividend_payments, 'Dividend payments'],
               'Y' => [:no_payments, 'No payments'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:repayment, {
               'F' => [:cash_repayment, 'Cash repayment'],
               'V' => [:physical_repayment, 'Physical repayment'],
               'E' => [:elect_at_settlement, 'Elect at settlement'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:underlying_assets, {
               'B' => [:baskets, 'Baskets'],
               'S' => [:equities, 'Equities'],
               'D' => [:debt_instruments, 'Debt instruments'],
               'G' => [:derivatives, 'Derivatives'],
               'T' => [:commodities, 'Commodities'],
               'C' => [:currencies, 'Currencies'],
               'I' => [:indices, 'Indices'],
               'N' => [:interest_rates, 'Interest rates'],
               'M' => [:others, 'Others (miscellaneous)']
             }]] },
    'M' => { symbol: :miscellaneous, label: 'Others (miscellaneous)',
             attributes: [NA, NA, NA, [:form, FORM]] }
  },
  'C' => {
    'I' => { symbol: :standard_investment_funds, label: 'Standard (vanilla) funds',
             attributes: [[:closed_open, CIV_CLOSED_OPEN], [:distribution_policy, CIV_DISTRIBUTION],
                          [:assets, CIV_ASSETS], [:security_type, CIV_SECURITY_FULL]] },
    'H' => { symbol: :hedge_funds, label: 'Hedge funds',
             attributes: [[:investment_strategy, {
               'D' => [:directional, 'Directional'],
               'R' => [:relative_value, 'Relative value'],
               'S' => [:security_selection, 'Security selection'],
               'E' => [:event_driven, 'Event-driven'],
               'A' => [:arbitrage, 'Arbitrage'],
               'N' => [:multi_strategy, 'Multi-strategy'],
               'L' => [:asset_based_lending, 'Asset-based lending'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, NA] },
    'B' => { symbol: :real_estate_investment_trusts, label: 'Real estate investment trusts (REITs)',
             attributes: [[:closed_open, CIV_CLOSED_OPEN], [:distribution_policy, CIV_DISTRIBUTION],
                          NA, [:security_type, CIV_SECURITY_FULL]] },
    'E' => { symbol: :exchange_traded_funds, label: 'Exchange-traded funds (ETFs)',
             attributes: [[:closed_open, CIV_CLOSED_OPEN], [:distribution_policy, CIV_DISTRIBUTION],
                          [:assets, CIV_ASSETS], [:security_type, CIV_SECURITY_SHORT]] },
    'S' => { symbol: :pension_funds, label: 'Pension funds',
             attributes: [[:closed_open, CIV_CLOSED_OPEN], [:strategy_style, {
               'B' => [:balanced_conservative, 'Balanced/Conservative'],
               'G' => [:growth, 'Growth'],
               'L' => [:life_style, 'Life style'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:type, {
               'R' => [:defined_benefit, 'Defined benefit'],
               'B' => [:defined_contribution, 'Defined contribution'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:security_type, CIV_SECURITY_SHORT]] },
    'F' => { symbol: :funds_of_funds, label: 'Funds of funds',
             attributes: [[:closed_open, CIV_CLOSED_OPEN], [:distribution_policy, CIV_DISTRIBUTION],
                          [:underlying_fund_type, {
                            'I' => [:standard_funds, 'Standard (vanilla)'],
                            'H' => [:hedge_funds, 'Hedge funds'],
                            'B' => [:reit, 'REIT'],
                            'E' => [:etf, 'ETF'],
                            'P' => [:private_equity, 'Private equity'],
                            'M' => [:others, 'Others (miscellaneous)']
                          }], [:security_type, CIV_SECURITY_FULL]] },
    'P' => { symbol: :private_equity_funds, label: 'Private equity funds',
             attributes: [[:closed_open, CIV_CLOSED_OPEN], [:distribution_policy, CIV_DISTRIBUTION],
                          [:assets, CIV_ASSETS], [:security_type, CIV_SECURITY_FULL]] },
    'M' => { symbol: :miscellaneous, label: 'Others (miscellaneous)',
             attributes: [NA, NA, NA, [:security_type, CIV_SECURITY_FULL]] }
  },
  'D' => {
    'B' => { symbol: :bonds, label: 'Bonds',
             attributes: [[:interest_type, {
               'F' => [:fixed_rate, 'Fixed rate'],
               'Z' => [:zero_rate, 'Zero rate/discounted'],
               'V' => [:variable, 'Variable'],
               'C' => [:cash_payment, 'Cash payment'],
               'K' => [:payment_in_kind, 'Payment in kind']
             }], [:guarantee, DEBT_GUARANTEE], [:redemption, DEBT_REDEMPTION], [:form, FORM]] },
    'C' => { symbol: :convertible_bonds, label: 'Convertible bonds',
             attributes: [[:interest_type, DEBT_INTEREST_FZVK], [:guarantee, DEBT_GUARANTEE],
                          [:redemption, DEBT_REDEMPTION], [:form, FORM]] },
    'W' => { symbol: :bonds_with_warrants, label: 'Bonds with warrants attached',
             attributes: [[:interest_type, DEBT_INTEREST_FZVK], [:guarantee, DEBT_GUARANTEE],
                          [:redemption, DEBT_REDEMPTION], [:form, FORM]] },
    'T' => { symbol: :medium_term_notes, label: 'Medium-term notes',
             attributes: [[:interest_type, DEBT_INTEREST_FZVK], [:guarantee, DEBT_GUARANTEE],
                          [:redemption, DEBT_REDEMPTION], [:form, FORM]] },
    'S' => { symbol: :structured_products_with_protection,
             label: 'Structured products (with capital protection)',
             attributes: [[:type, {
               'A' => [:capital_protection_with_participation,
                       'Capital protection certificate with participation'],
               'B' => [:capital_protection_convertible, 'Capital protection convertible certificate'],
               'C' => [:barrier_capital_protection, 'Barrier capital protection certificate'],
               'D' => [:capital_protection_with_coupons, 'Capital protection certificate with coupons'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:distribution, STRUCTURED_DISTRIBUTION], [:repayment, {
               'F' => [:fixed_cash_repayment, 'Fixed cash repayment (protected level only)'],
               'V' => [:variable_cash_repayment, 'Variable cash repayment'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:underlying_assets, STRUCTURED_UNDERLYING]] },
    'E' => { symbol: :structured_products_without_protection,
             label: 'Structured products (without capital protection)',
             attributes: [[:type, {
               'A' => [:discount_certificate, 'Discount certificate'],
               'B' => [:barrier_discount_certificate, 'Barrier discount certificate'],
               'C' => [:reverse_convertible, 'Reverse convertible'],
               'D' => [:barrier_reverse_convertible, 'Barrier reverse convertible'],
               'E' => [:express_certificate, 'Express certificate'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:distribution, STRUCTURED_DISTRIBUTION], [:repayment, {
               'R' => [:repayment_in_cash, 'Repayment in cash'],
               'S' => [:repayment_in_assets, 'Repayment in assets'],
               'C' => [:repayment_in_assets_and_cash, 'Repayment in assets and cash'],
               'T' => [:repayment_in_assets_or_cash, 'Repayment in assets or cash'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:underlying_assets, STRUCTURED_UNDERLYING]] },
    'G' => { symbol: :mortgage_backed_securities, label: 'Mortgage-backed securities (MBS)',
             attributes: [[:interest_type, DEBT_INTEREST_FZV], [:guarantee, DEBT_GUARANTEE],
                          [:redemption, DEBT_REDEMPTION], [:form, FORM]] },
    'A' => { symbol: :asset_backed_securities, label: 'Asset-backed securities (ABS)',
             attributes: [[:interest_type, DEBT_INTEREST_FZV], [:guarantee, DEBT_GUARANTEE],
                          [:redemption, DEBT_REDEMPTION], [:form, FORM]] },
    'N' => { symbol: :municipal_bonds, label: 'Municipal bonds',
             attributes: [[:interest_type, DEBT_INTEREST_FZV], [:guarantee, DEBT_GUARANTEE],
                          [:redemption, DEBT_REDEMPTION], [:form, FORM]] },
    'D' => { symbol: :depositary_receipts, label: 'Depositary receipts on debt instruments',
             attributes: [[:underlying, {
               'B' => [:bonds, 'Bonds'],
               'C' => [:convertible_bonds, 'Convertible bonds'],
               'W' => [:bonds_with_warrants, 'Bonds with warrants attached'],
               'T' => [:medium_term_notes, 'Medium-term notes'],
               'Y' => [:money_market, 'Money-market instruments'],
               'G' => [:mortgage_backed, 'Mortgage-backed securities (MBS)'],
               'Q' => [:asset_backed, 'Asset-backed securities (ABS)'],
               'N' => [:municipal_bonds, 'Municipal bonds'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:interest_type, {
               'F' => [:fixed_rate, 'Fixed rate'],
               'Z' => [:zero_rate, 'Zero rate/discounted'],
               'V' => [:variable, 'Variable'],
               'C' => [:cash_payment, 'Cash payment']
             }], [:guarantee, DEBT_GUARANTEE], [:redemption, DEBT_REDEMPTION]] },
    'M' => { symbol: :miscellaneous, label: 'Others (miscellaneous)',
             attributes: [[:type, {
               'B' => [:bank_loan, 'Bank loan'],
               'P' => [:promissory_note, 'Promissory note'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, [:form, FORM]] },
    'Y' => { symbol: :money_market_instruments, label: 'Money-market instruments',
             attributes: [[:interest_type, DEBT_INTEREST_FZVK], [:guarantee, DEBT_GUARANTEE],
                          NA, [:form, FORM]] }
  },
  'R' => {
    'A' => { symbol: :allotment_rights, label: 'Allotments (bonus rights)',
             attributes: [NA, NA, NA, [:form, FORM]] },
    'S' => { symbol: :subscription_rights, label: 'Subscription rights',
             attributes: [[:underlying_assets, {
               'S' => [:common_shares, 'Common/Ordinary shares'],
               'P' => [:preferred_shares, 'Preferred/Preference shares'],
               'C' => [:convertible_common_shares, 'Common/Ordinary convertible shares'],
               'F' => [:convertible_preferred_shares, 'Preferred/Preference convertible shares'],
               'B' => [:bonds, 'Bonds'],
               'I' => [:combined_instruments, 'Combined instruments'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, [:form, FORM]] },
    'P' => { symbol: :purchase_rights, label: 'Purchase rights',
             attributes: [[:underlying_assets, {
               'S' => [:common_shares, 'Common/Ordinary shares'],
               'P' => [:preferred_shares, 'Preferred/Preference shares'],
               'C' => [:convertible_common_shares, 'Common/Ordinary convertible shares'],
               'F' => [:convertible_preferred_shares, 'Preferred/Preference convertible shares'],
               'B' => [:bonds, 'Bonds'],
               'I' => [:combined_instruments, 'Combined instruments'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, [:form, FORM]] },
    'W' => { symbol: :warrants, label: 'Warrants',
             attributes: [[:underlying_assets, WARRANT_UNDERLYING], [:warrant_type, {
               'T' => [:traditional, 'Traditional'],
               'N' => [:naked, 'Naked'],
               'C' => [:covered, 'Covered']
             }], [:call_put, {
               'C' => [:call, 'Call'],
               'P' => [:put, 'Put'],
               'B' => [:call_and_put, 'Call and put']
             }], [:exercise_style, EXERCISE_STYLE]] },
    'F' => { symbol: :mini_future_certificates, label: 'Mini-future / constant-leverage certificates',
             attributes: [[:underlying_assets, WARRANT_UNDERLYING], [:barrier_dependency, {
               'T' => [:barrier_underlying_based, 'Barrier underlying based'],
               'N' => [:barrier_instrument_based, 'Barrier instrument based'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:long_short, {
               'C' => [:long, 'Long'],
               'P' => [:short, 'Short'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:exercise_style, EXERCISE_STYLE]] },
    'D' => { symbol: :depositary_receipts, label: 'Depositary receipts on entitlements',
             attributes: [[:underlying, {
               'A' => [:allotment_rights, 'Allotment (bonus) rights'],
               'S' => [:subscription_rights, 'Subscription rights'],
               'P' => [:purchase_rights, 'Purchase rights'],
               'W' => [:warrants, 'Warrants'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, [:form, FORM]] },
    'M' => { symbol: :miscellaneous, label: 'Others (miscellaneous)',
             attributes: [NA, NA, NA, NA] }
  },
  'O' => {
    'C' => { symbol: :call_options, label: 'Call options',
             attributes: [[:exercise_style, OPTION_STYLE], [:underlying_assets, OPTION_UNDERLYING],
                          [:delivery, {
                            'P' => [:physical, 'Physical'],
                            'C' => [:cash, 'Cash'],
                            'N' => [:non_deliverable, 'Non-deliverable'],
                            'E' => [:elect_at_exercise, 'Elect at exercise']
                          }], [:standardized, STANDARDIZED]] },
    'P' => { symbol: :put_options, label: 'Put options',
             attributes: [[:exercise_style, OPTION_STYLE], [:underlying_assets, OPTION_UNDERLYING],
                          [:delivery, {
                            'P' => [:physical, 'Physical'],
                            'C' => [:cash, 'Cash'],
                            'N' => [:non_deliverable, 'Non-deliverable'],
                            'E' => [:elect_at_exercise, 'Elect at exercise']
                          }], [:standardized, STANDARDIZED]] },
    'M' => { symbol: :miscellaneous, label: 'Others (miscellaneous)',
             attributes: [NA, NA, NA, NA] }
  },
  'F' => {
    'F' => { symbol: :financial_futures, label: 'Financial futures',
             attributes: [[:underlying_assets, {
               'B' => [:baskets, 'Baskets'],
               'S' => [:equities, 'Stock-Equities'],
               'D' => [:debt_instruments, 'Debt instruments'],
               'C' => [:currencies, 'Currencies'],
               'I' => [:indices, 'Indices'],
               'O' => [:options, 'Options'],
               'F' => [:futures, 'Futures'],
               'W' => [:swaps, 'Swaps'],
               'N' => [:interest_rates, 'Interest rates'],
               'V' => [:stock_dividend, 'Stock dividend'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:delivery, DELIVERY_PCN], [:standardized, STANDARDIZED], NA] },
    'C' => { symbol: :commodities_futures, label: 'Commodities futures',
             attributes: [[:underlying_assets, COMMODITY_ASSETS], [:delivery, DELIVERY_PCN],
                          [:standardized, STANDARDIZED], NA] }
  },
  'S' => {
    'R' => { symbol: :rates, label: 'Rates',
             attributes: [[:underlying_assets, {
               'A' => [:basis_swap, 'Basis swap'],
               'C' => [:fixed_floating, 'Fixed-floating'],
               'D' => [:fixed_fixed, 'Fixed-fixed'],
               'G' => [:inflation_rate_index, 'Inflation rate index'],
               'H' => [:overnight_index_swap, 'Overnight index swap (OIS)'],
               'Z' => [:zero_coupon, 'Zero coupon'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:notional, {
               'C' => [:constant, 'Constant'],
               'D' => [:accreting, 'Accreting'],
               'I' => [:amortizing, 'Amortizing'],
               'Y' => [:custom, 'Custom']
             }], [:currency, {
               'S' => [:single_currency, 'Single-currency'],
               'C' => [:cross_currency, 'Cross-currency']
             }], [:delivery, DELIVERY_CP]] },
    'T' => { symbol: :commodities, label: 'Commodities',
             attributes: [[:underlying_assets, {
               'J' => [:energy, 'Energy'],
               'K' => [:metals, 'Metals'],
               'A' => [:agriculture, 'Agriculture'],
               'N' => [:environmental, 'Environmental'],
               'G' => [:freight, 'Freight'],
               'P' => [:polypropylene_products, 'Polypropylene products'],
               'S' => [:fertilizer, 'Fertilizer'],
               'T' => [:paper, 'Paper'],
               'I' => [:index, 'Index'],
               'Q' => [:multi_commodity, 'Multi-commodity'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:return_trigger, RETURN_TRIGGER], NA, [:delivery, DELIVERY_CPE]] },
    'E' => { symbol: :equity, label: 'Equity',
             attributes: [[:underlying_assets, {
               'S' => [:single_stock, 'Single stock'],
               'I' => [:index, 'Index'],
               'B' => [:basket, 'Basket'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:return_trigger, RETURN_TRIGGER], NA, [:delivery, DELIVERY_CPE]] },
    'C' => { symbol: :credit, label: 'Credit',
             attributes: [[:underlying_assets, {
               'U' => [:single_name, 'Single name'],
               'V' => [:index_tranche, 'Index tranche'],
               'I' => [:index, 'Index'],
               'B' => [:basket, 'Basket'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:return_trigger, {
               'C' => [:credit_default, 'Credit default'],
               'T' => [:total_return, 'Total return'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:issuer_type, {
               'C' => [:corporate, 'Corporate'],
               'S' => [:sovereign, 'Sovereign'],
               'L' => [:local, 'Local']
             }], [:delivery, {
               'C' => [:cash, 'Cash'],
               'P' => [:physical, 'Physical'],
               'A' => [:auction, 'Auction']
             }]] },
    'F' => { symbol: :foreign_exchange, label: 'Foreign exchange',
             attributes: [[:underlying_assets, {
               'A' => [:spot_forward_swap, 'Spot-forward swap'],
               'C' => [:forward_forward_swap, 'Forward-forward swap'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, [:delivery, DELIVERY_PN]] },
    'M' => { symbol: :miscellaneous, label: 'Others (miscellaneous)',
             attributes: [[:underlying_assets, {
               'P' => [:commercial_property, 'Commercial property (property derivative)'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, [:delivery, DELIVERY_CP]] }
  },
  'H' => {
    'R' => { symbol: :rates, label: 'Rates',
             attributes: [[:underlying_assets, {
               'A' => [:basis_swap, 'Basis swap'],
               'C' => [:fixed_floating, 'Fixed-floating'],
               'D' => [:fixed_fixed, 'Fixed-fixed'],
               'G' => [:inflation_rate_index, 'Inflation rate index'],
               'H' => [:overnight_index_swap, 'Overnight index swap (OIS)'],
               'O' => [:options, 'Options'],
               'R' => [:forwards, 'Forwards'],
               'F' => [:futures, 'Futures'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:option_style, H_OPTION_STYLE], [:valuation, H_VALUATION], [:delivery, H_DELIVERY]] },
    'T' => { symbol: :commodities, label: 'Commodities',
             attributes: [[:underlying_assets, {
               'J' => [:energy, 'Energy'],
               'K' => [:metals, 'Metals'],
               'A' => [:agriculture, 'Agriculture'],
               'N' => [:environmental, 'Environmental'],
               'G' => [:freight, 'Freight'],
               'P' => [:polypropylene_products, 'Polypropylene products'],
               'S' => [:fertilizer, 'Fertilizer'],
               'T' => [:paper, 'Paper'],
               'I' => [:index, 'Index'],
               'Q' => [:multi_commodity, 'Multi-commodity'],
               'O' => [:options, 'Options'],
               'R' => [:forwards, 'Forwards'],
               'F' => [:futures, 'Futures'],
               'W' => [:swaps, 'Swaps'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:option_style, H_OPTION_STYLE], [:valuation, H_VALUATION], [:delivery, H_DELIVERY]] },
    'E' => { symbol: :equity, label: 'Equity',
             attributes: [[:underlying_assets, {
               'S' => [:single_stock, 'Single stock'],
               'I' => [:index, 'Index'],
               'B' => [:basket, 'Basket'],
               'O' => [:options, 'Options'],
               'R' => [:forwards, 'Forwards'],
               'F' => [:futures, 'Futures'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:option_style, H_OPTION_STYLE], [:valuation, H_VALUATION], [:delivery, H_DELIVERY]] },
    'C' => { symbol: :credit, label: 'Credit',
             attributes: [[:underlying_assets, {
               'U' => [:cds_single_name, 'CDS on a single name'],
               'V' => [:cds_index_tranche, 'CDS on an index tranche'],
               'I' => [:cds_index, 'CDS on an index'],
               'W' => [:swaps, 'Swaps'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:option_style, H_OPTION_STYLE], [:valuation, H_VALUATION], [:delivery, H_DELIVERY]] },
    'F' => { symbol: :foreign_exchange, label: 'Foreign exchange',
             attributes: [[:underlying_assets, {
               'R' => [:forwards, 'Forwards'],
               'F' => [:futures, 'Futures'],
               'T' => [:spot_forward_swap, 'Spot-forward swap'],
               'V' => [:volatility, 'Volatility'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:option_style, H_OPTION_STYLE], [:valuation, H_VALUATION], [:delivery, H_DELIVERY_N]] },
    'M' => { symbol: :miscellaneous, label: 'Others (miscellaneous)',
             attributes: [[:underlying_assets, {
               'P' => [:commercial_property, 'Commercial property'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:option_style, H_OPTION_STYLE], [:valuation, H_VALUATION], [:delivery, H_DELIVERY_NA]] }
  },
  'I' => {
    'F' => { symbol: :foreign_exchange, label: 'Foreign exchange',
             attributes: [NA, NA, NA, [:delivery, DELIVERY_P]] },
    'T' => { symbol: :commodities, label: 'Commodities',
             attributes: [[:underlying_assets, {
               'A' => [:agriculture, 'Agriculture'],
               'J' => [:energy, 'Energy'],
               'K' => [:metals, 'Metals'],
               'N' => [:environmental, 'Environmental'],
               'P' => [:polypropylene_products, 'Polypropylene products'],
               'S' => [:fertilizer, 'Fertilizer'],
               'T' => [:paper, 'Paper'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, NA] }
  },
  'J' => {
    'E' => { symbol: :equity, label: 'Equity',
             attributes: [[:underlying_assets, {
               'S' => [:single_stock, 'Single stock'],
               'I' => [:index, 'Index'],
               'B' => [:basket, 'Basket'],
               'O' => [:options, 'Options'],
               'F' => [:futures, 'Futures']
             }], NA, [:return_trigger, FWD_TRIGGER_CSF], [:delivery, DELIVERY_CP]] },
    'F' => { symbol: :foreign_exchange, label: 'Foreign exchange',
             attributes: [[:underlying_assets, {
               'T' => [:spot, 'Spot'],
               'R' => [:forward, 'Forward'],
               'O' => [:options, 'Options'],
               'F' => [:futures, 'Futures']
             }], NA, [:return_trigger, FWD_TRIGGER_CSF], [:delivery, DELIVERY_PCN]] },
    'C' => { symbol: :credit, label: 'Credit',
             attributes: [[:underlying_assets, {
               'A' => [:single_name, 'Single name'],
               'I' => [:index, 'Index'],
               'B' => [:basket, 'Basket'],
               'C' => [:cds_single_name, 'CDS on a single name'],
               'D' => [:cds_index, 'CDS on an index'],
               'G' => [:cds_basket, 'CDS on a basket'],
               'O' => [:options, 'Options']
             }], NA, [:return_trigger, FWD_TRIGGER_SF], [:delivery, DELIVERY_PCN]] },
    'R' => { symbol: :rates, label: 'Rates',
             attributes: [[:underlying_assets, {
               'I' => [:interest_rate_index, 'Interest rate index'],
               'O' => [:options, 'Options'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, [:return_trigger, FWD_TRIGGER_SF], [:delivery, DELIVERY_PCN]] },
    'T' => { symbol: :commodities, label: 'Commodities',
             attributes: [[:underlying_assets, {
               'A' => [:agriculture, 'Agriculture'],
               'B' => [:basket, 'Basket'],
               'G' => [:freight, 'Freight'],
               'I' => [:index, 'Index'],
               'J' => [:energy, 'Energy'],
               'K' => [:metals, 'Metals'],
               'N' => [:environmental, 'Environmental'],
               'P' => [:polypropylene_products, 'Polypropylene products'],
               'S' => [:fertilizer, 'Fertilizer'],
               'T' => [:paper, 'Paper'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, [:return_trigger, FWD_TRIGGER_CF], [:delivery, DELIVERY_PCN]] }
  },
  'K' => {
    'R' => { symbol: :rates, label: 'Rates', attributes: [NA, NA, NA, NA] },
    'T' => { symbol: :commodities, label: 'Commodities', attributes: [NA, NA, NA, NA] },
    'E' => { symbol: :equity, label: 'Equity', attributes: [NA, NA, NA, NA] },
    'C' => { symbol: :credit, label: 'Credit', attributes: [NA, NA, NA, NA] },
    'F' => { symbol: :foreign_exchange, label: 'Foreign exchange', attributes: [NA, NA, NA, NA] },
    'Y' => { symbol: :mixed, label: 'Mixed assets', attributes: [NA, NA, NA, NA] },
    'M' => { symbol: :miscellaneous, label: 'Others (miscellaneous)', attributes: [NA, NA, NA, NA] }
  },
  'L' => {
    'L' => { symbol: :loan_lease, label: 'Loan-lease',
             attributes: [[:underlying_assets, {
               'A' => [:agriculture, 'Agriculture'],
               'B' => [:baskets, 'Baskets'],
               'J' => [:energy, 'Energy'],
               'K' => [:metals, 'Metals'],
               'N' => [:environmental, 'Environmental'],
               'P' => [:polypropylene_products, 'Polypropylene products'],
               'S' => [:fertilizer, 'Fertilizer'],
               'T' => [:paper, 'Paper'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, [:delivery, DELIVERY_PCN]] },
    'R' => { symbol: :repurchase_agreements, label: 'Repurchase agreements',
             attributes: [[:underlying_assets, {
               'G' => [:general_collateral, 'General collateral'],
               'S' => [:specific_security_collateral, 'Specific security collateral'],
               'C' => [:cash_collateral, 'Cash collateral']
             }], [:termination, {
               'F' => [:flexible, 'Flexible'],
               'N' => [:overnight, 'Overnight'],
               'O' => [:open, 'Open'],
               'T' => [:term, 'Term']
             }], NA, [:delivery, {
               'D' => [:delivery_versus_payment, 'Delivery versus payment'],
               'H' => [:hold_in_custody, 'Hold-in-custody'],
               'T' => [:tri_party, 'Tri-party']
             }]] },
    'S' => { symbol: :securities_lending, label: 'Securities lending',
             attributes: [[:underlying_assets, {
               'C' => [:cash_collateral, 'Cash collateral'],
               'G' => [:government_bonds, 'Government bonds'],
               'P' => [:corporate_bonds, 'Corporate bonds'],
               'T' => [:convertible_bonds, 'Convertible bonds'],
               'E' => [:equity, 'Equity'],
               'L' => [:letter_of_credit, 'Letter of credit'],
               'D' => [:certificate_of_deposit, 'Certificate of deposit'],
               'W' => [:warrants, 'Warrants'],
               'K' => [:money_market_instruments, 'Money-market instruments'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:termination, {
               'N' => [:overnight, 'Overnight'],
               'O' => [:open, 'Open'],
               'T' => [:term, 'Term']
             }], NA, [:delivery, {
               'D' => [:delivery_versus_payment, 'Delivery versus payment'],
               'F' => [:free_of_payment, 'Free of payment'],
               'H' => [:hold_in_custody, 'Hold-in-custody'],
               'T' => [:tri_party, 'Tri-party']
             }]] }
  },
  'T' => {
    'C' => { symbol: :currencies, label: 'Currencies',
             attributes: [[:type, {
               'N' => [:national_currency, 'National currency'],
               'L' => [:legacy_currency, 'Legacy currency'],
               'C' => [:bullion_coins, 'Bullion coins'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, NA] },
    'T' => { symbol: :commodities, label: 'Commodities',
             attributes: [[:underlying_assets, COMMODITY_ASSETS], NA, NA, NA] },
    'R' => { symbol: :interest_rates, label: 'Interest rates',
             attributes: [[:interest_rate_type, {
               'N' => [:nominal, 'Nominal'],
               'V' => [:variable, 'Variable'],
               'F' => [:fixed, 'Fixed'],
               'R' => [:real, 'Real'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:calculation_frequency, {
               'D' => [:daily, 'Daily'],
               'W' => [:weekly, 'Weekly'],
               'N' => [:monthly, 'Monthly'],
               'Q' => [:quarterly, 'Quarterly'],
               'S' => [:semi_annually, 'Semi-annually'],
               'A' => [:annually, 'Annually'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA] },
    'I' => { symbol: :indices, label: 'Indices',
             attributes: [[:asset_class, {
               'E' => [:equities, 'Equities'],
               'D' => [:debt, 'Debt'],
               'F' => [:collective_investment_vehicles, 'Collective investment vehicles'],
               'R' => [:real_estate, 'Real estate'],
               'T' => [:commodities, 'Commodities'],
               'C' => [:currencies, 'Currencies'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:weighting, {
               'P' => [:price_weighted, 'Price weighted'],
               'C' => [:capitalization_weighted, 'Capitalization weighted'],
               'E' => [:equal_weighted, 'Equal weighted'],
               'F' => [:modified_market_cap_weighted, 'Modified market-cap weighted'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:return_type, {
               'P' => [:price_return, 'Price return'],
               'N' => [:net_total_return, 'Net total return'],
               'G' => [:gross_total_return, 'Gross total return'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA] },
    'B' => { symbol: :baskets, label: 'Baskets',
             attributes: [[:composition, {
               'E' => [:equities, 'Equities'],
               'D' => [:debt, 'Debt'],
               'F' => [:collective_investment_vehicles, 'Collective investment vehicles'],
               'I' => [:indices, 'Indices'],
               'T' => [:commodities, 'Commodities'],
               'C' => [:currencies, 'Currencies'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, NA] },
    'D' => { symbol: :stock_dividends, label: 'Stock dividends',
             attributes: [[:equity_type, {
               'S' => [:common_shares, 'Common/Ordinary shares'],
               'P' => [:preferred_shares, 'Preferred/Preference shares'],
               'C' => [:convertible_common_shares, 'Common/Ordinary convertible shares'],
               'F' => [:convertible_preferred_shares, 'Preferred/Preference convertible shares'],
               'L' => [:limited_partnership_units, 'Limited partnership units'],
               'K' => [:collective_investment_vehicles, 'Collective investment vehicles'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, NA] },
    'M' => { symbol: :miscellaneous, label: 'Others (miscellaneous)',
             attributes: [NA, NA, NA, NA] }
  },
  'M' => {
    'C' => { symbol: :combined_instruments, label: 'Combined instruments',
             attributes: [[:components, {
               'S' => [:combination_of_shares, 'Combination of shares'],
               'B' => [:combination_of_bonds, 'Combination of bonds'],
               'H' => [:share_and_bond, 'Share and bond'],
               'A' => [:share_and_warrant, 'Share and warrant'],
               'W' => [:warrant_and_warrant, 'Warrant and warrant'],
               'U' => [:fund_unit_and_other, 'Fund unit and other components'],
               'M' => [:others, 'Others (miscellaneous)']
             }], [:ownership_restrictions, OWNERSHIP], NA, [:form, FORM]] },
    'M' => { symbol: :other_assets, label: 'Other assets',
             attributes: [[:further_grouping, {
               'R' => [:real_estate_deeds, 'Real estate deeds'],
               'I' => [:insurance_policies, 'Insurance policies'],
               'E' => [:escrow_receipts, 'Escrow receipts'],
               'T' => [:trade_finance_instruments, 'Trade finance instruments'],
               'N' => [:carbon_credit, 'Carbon credit'],
               'P' => [:precious_metal_receipts, 'Precious metal receipts'],
               'S' => [:other_otc_derivatives, 'Other OTC derivative products'],
               'M' => [:others, 'Others (miscellaneous)']
             }], NA, NA, NA] }
  }
}.freeze

ED_REDEMPTION_RULE =

This constant is part of a private API. You should avoid using this constant if possible, as it may be removed or be changed in the future.

Cross-position rule for group ED (depositary receipts on equities): when the underlying instrument (position 3) is common/ordinary shares (S) or limited partnership units (L), the redemption/conversion position (position 4) accepts only N (perpetual) or X.

{
  category: 'E',
  group: 'D',
  underlying_position: 0,
  redemption_position: 1,
  restricted_underlyings: %w[S L].freeze,
  allowed_redemptions: %w[N X].freeze
}.freeze

Class Method Summary collapse

.ed_rule_applies?(category_code, group_code, letters) ⇒ Boolean private
Whether the ED (depositary receipts on equities) cross-position redemption rule applies to the given group and attribute letters — i.e.
.group(category_code, group_code) ⇒ Hash^? private
The group definition, or nil if unknown.

Class Method Details

.ed_rule_applies?(category_code, group_code, letters) ⇒ `Boolean`

This method is part of a private API. You should avoid using this method if possible, as it may be removed or be changed in the future.

Whether the ED (depositary receipts on equities) cross-position redemption rule applies to the given group and attribute letters — i.e. this is an E/D code whose underlying triggers the redemption restriction, so the redemption position must hold one of ED_REDEMPTION_RULE's allowed values. Shared by generation (enforcement) and validation so the two never drift.

Parameters:

category_code (String)
group_code (String)
letters (Array<String>) —
the four attribute letters (positions 3-6)

Returns:

(Boolean)

# File 'lib/sec_id/cfi/tables.rb', line 1015

def self.ed_rule_applies?(category_code, group_code, letters)
  rule = ED_REDEMPTION_RULE
  category_code == rule[:category] && group_code == rule[:group] &&
    rule[:restricted_underlyings].include?(letters[rule[:underlying_position]])
end

.group(category_code, group_code) ⇒ `Hash`^?