cfi-decoder 0.1.0__py3-none-any.whl

cfi_decoder/_data.py

@@ -0,0 +1,951 @@
+"""ISO 10962 CFI code lookup tables.
+
+Data sourced from the Wikipedia "Tabulated Structure of CFI Code" tables.
+Each attribute is a (label, values_dict) tuple for self-documentation.
+"""
+
+AttrDef = tuple[str, dict[str, str]]
+
+# ---------------------------------------------------------------------------
+# Position 1: Category
+# ---------------------------------------------------------------------------
+CATEGORIES: dict[str, str] = {
+    "E": "Equities",
+    "D": "Debt Instruments",
+    "C": "Collective Investment Vehicles",
+    "O": "Listed Options",
+    "F": "Futures",
+    "H": "Non-Listed and Complex Listed Options",
+    "I": "Spots",
+    "J": "Forwards",
+    "K": "Strategies",
+    "L": "Financing",
+    "T": "Referential Instruments",
+    "M": "Others (Miscellaneous)",
+}
+
+# ---------------------------------------------------------------------------
+# Position 2: Group (per category)
+# ---------------------------------------------------------------------------
+GROUPS: dict[str, dict[str, str]] = {
+    "E": {
+        "S": "Shares (Common/Ordinary)",
+        "P": "Preferred Shares",
+        "C": "Convertible Shares",
+        "F": "Preferred Convertible Shares",
+        "L": "Limited Partnership Units",
+        "D": "Depository Receipts on Equities",
+        "Y": "Structured Instruments (Participation)",
+        "R": "Preference Shares",
+        "V": "Preference Convertible Shares",
+        "U": "Units (Unit Trusts/Mutual Funds)",
+        "M": "Others (Miscellaneous)",
+    },
+    "D": {
+        "B": "Bonds",
+        "C": "Convertible Bonds",
+        "W": "Bonds with Warrants Attached",
+        "T": "Medium-Term Notes",
+        "S": "Structured Products (Capital Protection)",
+        "E": "Structured Products (No Capital Protection)",
+        "G": "Mortgage-Backed Securities",
+        "A": "Asset-Backed Securities",
+        "N": "Municipal Bonds",
+        "D": "Depository Receipts on Debt Instruments",
+        "Y": "Money Market Instruments",
+        "M": "Others (Miscellaneous)",
+    },
+    "C": {
+        "I": "Standard Investment Funds/Mutual Funds",
+        "H": "Hedge Funds",
+        "B": "Real Estate Investment Trusts (REITs)",
+        "E": "Exchange-Traded Funds (ETFs)",
+        "S": "Pension Funds",
+        "F": "Funds of Funds",
+        "P": "Private Equity Funds",
+        "R": "Entitlements (Rights)",
+        "M": "Others (Miscellaneous)",
+    },
+    "O": {
+        "C": "Call Options",
+        "P": "Put Options",
+        "M": "Others (Miscellaneous)",
+    },
+    "F": {
+        "F": "Financial Futures",
+        "C": "Commodities Futures",
+    },
+    "H": {
+        "R": "Rates",
+        "T": "Commodities",
+        "E": "Equity",
+        "C": "Credit",
+        "F": "Foreign Exchange",
+        "M": "Others (Miscellaneous)",
+    },
+    "I": {
+        "F": "Foreign Exchange",
+        "T": "Commodities",
+    },
+    "J": {
+        "E": "Equity",
+        "F": "Foreign Exchange",
+        "C": "Credit",
+        "R": "Rates",
+        "T": "Commodities",
+    },
+    "K": {
+        "R": "Rates",
+        "T": "Commodities",
+        "E": "Equity",
+        "C": "Credit",
+        "F": "Foreign Exchange",
+        "Y": "Mixed Assets",
+        "M": "Others (Miscellaneous)",
+    },
+    "L": {
+        "L": "Loan Lease",
+        "R": "Repurchase Agreements",
+        "S": "Securities Lending",
+    },
+    "T": {
+        "C": "Currencies",
+        "T": "Commodities",
+        "R": "Interest Rates",
+        "I": "Indices",
+        "B": "Baskets",
+        "D": "Stock Dividends",
+        "M": "Others (Miscellaneous)",
+    },
+    "M": {
+        "C": "Combined Instruments",
+        "M": "Others (Miscellaneous)",
+    },
+}
+
+# ---------------------------------------------------------------------------
+# Shared attribute definitions (reused across multiple groups)
+# ---------------------------------------------------------------------------
+
+_VOTING_RIGHT: AttrDef = (
+    "Voting Right",
+    {
+        "V": "Voting",
+        "N": "Non-Voting",
+        "R": "Restricted Voting",
+        "E": "Enhanced Voting",
+    },
+)
+
+_OWNERSHIP: AttrDef = (
+    "Ownership/Transfer",
+    {"T": "Restrictions", "U": "Free"},
+)
+
+_PAYMENT_STATUS: AttrDef = (
+    "Payment Status",
+    {"F": "Fully Paid", "O": "Nil Paid", "P": "Partly Paid"},
+)
+
+_FORM: AttrDef = (
+    "Form",
+    {"B": "Bearer", "R": "Registered", "N": "Bearer/Registered", "M": "Others"},
+)
+
+_PREFERRED_REDEMPTION: AttrDef = (
+    "Redemption/Conversion",
+    {
+        "R": "Redeemable",
+        "E": "Extendible",
+        "T": "Redeemable/Extendible",
+        "G": "Exchangeable",
+        "A": "Redeemable/Exchangeable/Extendible",
+        "C": "Redeemable/Exchangeable",
+        "N": "Perpetual",
+    },
+)
+
+_PREFERRED_INCOME: AttrDef = (
+    "Income",
+    {
+        "F": "Fixed Rate",
+        "C": "Cumulative Fixed Rate",
+        "P": "Participating",
+        "Q": "Cumulative Participating",
+        "A": "Adjustable/Variable Rate",
+        "N": "Normal Rate",
+        "U": "Auction Rate",
+        "D": "Dividends",
+    },
+)
+
+_DEBT_INTEREST: AttrDef = (
+    "Type of Interest",
+    {
+        "F": "Fixed Rate",
+        "Z": "Zero Rate/Discounted",
+        "V": "Variable",
+        "C": "Cash Payment",
+        "K": "Payment in Kind",
+    },
+)
+
+_DEBT_INTEREST_NO_K: AttrDef = (
+    "Type of Interest",
+    {
+        "F": "Fixed Rate",
+        "Z": "Zero Rate/Discounted",
+        "V": "Variable",
+    },
+)
+
+_DEBT_GUARANTEE: AttrDef = (
+    "Guarantee",
+    {
+        "T": "Government/State Guarantee",
+        "G": "Joint Guarantee",
+        "S": "Secured",
+        "U": "Unsecured/Unguaranteed",
+        "P": "Negative Pledge",
+        "N": "Senior",
+        "O": "Senior Subordinated",
+        "Q": "Junior",
+        "J": "Junior Subordinated",
+        "C": "Supranational",
+    },
+)
+
+_DEBT_REDEMPTION: AttrDef = (
+    "Redemption/Reimbursement",
+    {
+        "F": "Fixed Maturity",
+        "G": "Fixed Maturity with Call Feature",
+        "C": "Fixed Maturity with Put Feature",
+        "D": "Fixed Maturity with Put and Call",
+        "A": "Amortization Plan",
+        "B": "Amortization Plan with Call Feature",
+        "T": "Amortization Plan with Put Feature",
+        "L": "Amortization Plan with Put and Call",
+        "P": "Perpetual",
+        "Q": "Perpetual with Call Feature",
+        "R": "Perpetual with Put Feature",
+        "E": "Extendible",
+    },
+)
+
+_NOT_APPLICABLE: AttrDef = (
+    "Not Applicable",
+    {"X": "Not Applicable/Undefined"},
+)
+
+_ALL_X_ATTRS = (_NOT_APPLICABLE, _NOT_APPLICABLE, _NOT_APPLICABLE, _NOT_APPLICABLE)
+
+_CIV_SECURITY_TYPE: AttrDef = (
+    "Security Type/Investor Restrictions",
+    {
+        "S": "Shares",
+        "Q": "Shares for Qualified Investors",
+        "U": "Units",
+        "Y": "Units for Qualified Investors",
+    },
+)
+
+_OPTION_EXERCISE: AttrDef = (
+    "Exercise Option Style",
+    {"A": "American", "E": "European", "B": "Bermudan"},
+)
+
+_OPTION_UNDERLYING: AttrDef = (
+    "Underlying Asset",
+    {
+        "B": "Baskets",
+        "S": "Stock-Equities",
+        "D": "Debt Instruments",
+        "T": "Commodities",
+        "C": "Currencies",
+        "I": "Indices",
+        "O": "Options",
+        "F": "Futures",
+        "W": "Swaps",
+        "N": "Interest Rates",
+        "M": "Others",
+    },
+)
+
+_OPTION_DELIVERY: AttrDef = (
+    "Delivery",
+    {
+        "P": "Physical",
+        "C": "Cash",
+        "N": "Non-Deliverable",
+        "E": "Elect at Exercise",
+    },
+)
+
+_OPTION_STANDARD: AttrDef = (
+    "Standardized/Non-Standardized",
+    {"S": "Standardized", "N": "Non-Standardized"},
+)
+
+# ---------------------------------------------------------------------------
+# Positions 3-6: Attributes (keyed by (category, group))
+# ---------------------------------------------------------------------------
+ATTRIBUTES: dict[tuple[str, str], tuple[AttrDef, AttrDef, AttrDef, AttrDef]] = {
+    # -----------------------------------------------------------------------
+    # E - Equities
+    # -----------------------------------------------------------------------
+    ("E", "S"): (_VOTING_RIGHT, _OWNERSHIP, _PAYMENT_STATUS, _FORM),
+    ("E", "P"): (_VOTING_RIGHT, _PREFERRED_REDEMPTION, _PREFERRED_INCOME, _FORM),
+    ("E", "C"): (_VOTING_RIGHT, _OWNERSHIP, _PAYMENT_STATUS, _FORM),
+    ("E", "F"): (_VOTING_RIGHT, _PREFERRED_REDEMPTION, _PREFERRED_INCOME, _FORM),
+    ("E", "L"): (_VOTING_RIGHT, _OWNERSHIP, _PAYMENT_STATUS, _FORM),
+    ("E", "D"): (
+        (
+            "Instrument Dependency",
+            {
+                "S": "Common/Ordinary Shares",
+                "P": "Preferred Shares",
+                "C": "Common Convertible Shares",
+                "F": "Preferred Convertible Shares",
+                "L": "Limited Partnership Units",
+                "M": "Others",
+            },
+        ),
+        (
+            "Redemption/Conversion",
+            {
+                "R": "Redeemable",
+                "N": "Perpetual",
+                "B": "Convertible",
+                "D": "Convertible/Redeemable",
+                "X": "Not Applicable/Undefined",
+            },
+        ),
+        _PREFERRED_INCOME,
+        _FORM,
+    ),
+    ("E", "Y"): (
+        (
+            "Type",
+            {
+                "A": "Tracker Certificate",
+                "B": "Outperforming Certificate",
+                "C": "Bonus Certificate",
+                "D": "Outperformance Bonus Certificate",
+                "E": "Twin-Win Certificate",
+                "M": "Others",
+            },
+        ),
+        (
+            "Distribution",
+            {"D": "Dividend Payments", "Y": "No Payments", "M": "Others"},
+        ),
+        (
+            "Repayment",
+            {
+                "F": "Cash Repayment",
+                "V": "Physical Repayment",
+                "E": "Elect at Settlement",
+                "M": "Others",
+            },
+        ),
+        (
+            "Underlying Asset",
+            {
+                "B": "Baskets",
+                "S": "Equities",
+                "D": "Debt Instruments",
+                "G": "Derivatives",
+                "T": "Commodities",
+                "C": "Currencies",
+                "I": "Indices",
+                "N": "Interest Rates",
+                "M": "Others",
+            },
+        ),
+    ),
+    ("E", "R"): (_VOTING_RIGHT, _PREFERRED_REDEMPTION, _PREFERRED_INCOME, _FORM),
+    ("E", "V"): (_VOTING_RIGHT, _PREFERRED_REDEMPTION, _PREFERRED_INCOME, _FORM),
+    ("E", "U"): (
+        (
+            "Closed/Open-End",
+            {"C": "Closed-End", "O": "Open-End"},
+        ),
+        (
+            "Distribution Policy",
+            {"I": "Income Funds", "G": "Growth Funds", "M": "Mixed Funds"},
+        ),
+        (
+            "Assets",
+            {
+                "R": "Real Estate",
+                "S": "Securities",
+                "M": "Mixed-General",
+                "C": "Commodities",
+                "D": "Derivatives",
+            },
+        ),
+        (
+            "Form",
+            {
+                "B": "Bearer",
+                "R": "Registered",
+                "N": "Bearer/Registered",
+                "Z": "Bearer Depository Receipt",
+                "A": "Registered Depository Receipt",
+                "M": "Others",
+            },
+        ),
+    ),
+    ("E", "M"): (_NOT_APPLICABLE, _NOT_APPLICABLE, _NOT_APPLICABLE, _FORM),
+    # -----------------------------------------------------------------------
+    # D - Debt Instruments
+    # -----------------------------------------------------------------------
+    ("D", "B"): (_DEBT_INTEREST, _DEBT_GUARANTEE, _DEBT_REDEMPTION, _FORM),
+    ("D", "C"): (_DEBT_INTEREST, _DEBT_GUARANTEE, _DEBT_REDEMPTION, _FORM),
+    ("D", "W"): (_DEBT_INTEREST, _DEBT_GUARANTEE, _DEBT_REDEMPTION, _FORM),
+    ("D", "T"): (_DEBT_INTEREST, _DEBT_GUARANTEE, _DEBT_REDEMPTION, _FORM),
+    ("D", "S"): (
+        (
+            "Type",
+            {
+                "A": "Capital Protection Certificate with Participation",
+                "B": "Capital Protection Convertible Certificate",
+                "C": "Barrier Capital Protection Certificate",
+                "D": "Capital Protection Certificate with Coupons",
+                "M": "Others",
+            },
+        ),
+        (
+            "Distribution",
+            {
+                "F": "Fixed Interest Payments",
+                "D": "Dividend Payments",
+                "V": "Variable Interest Payments",
+                "Y": "No Payments",
+                "M": "Others",
+            },
+        ),
+        (
+            "Repayment",
+            {
+                "F": "Fixed Cash Repayment (Protected Capital Level)",
+                "V": "Variable Cash Repayment",
+                "M": "Others",
+            },
+        ),
+        (
+            "Underlying Asset",
+            {
+                "B": "Baskets",
+                "S": "Equities",
+                "D": "Debt Instruments/Interest Rates",
+                "T": "Commodities",
+                "C": "Currencies",
+                "I": "Indices",
+                "M": "Others",
+            },
+        ),
+    ),
+    ("D", "E"): (
+        (
+            "Type",
+            {
+                "A": "Discount Certificate",
+                "B": "Barrier Discount Certificate",
+                "C": "Reverse Convertible",
+                "D": "Barrier Reverse Convertible",
+                "E": "Express Certificate",
+                "M": "Others",
+            },
+        ),
+        (
+            "Repayment",
+            {
+                "R": "Repayment in Cash",
+                "S": "Repayment in Assets",
+                "C": "Repayment in Assets and Cash",
+                "T": "Repayment in Assets or Cash",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+    ),
+    ("D", "G"): (_DEBT_INTEREST_NO_K, _DEBT_GUARANTEE, _DEBT_REDEMPTION, _FORM),
+    ("D", "A"): (_DEBT_INTEREST_NO_K, _DEBT_GUARANTEE, _DEBT_REDEMPTION, _FORM),
+    ("D", "N"): (_DEBT_INTEREST_NO_K, _DEBT_GUARANTEE, _DEBT_REDEMPTION, _FORM),
+    ("D", "D"): (
+        (
+            "Instrument Dependency",
+            {
+                "B": "Bonds",
+                "C": "Convertible Bonds",
+                "W": "Bonds with Warrants",
+                "T": "Medium-Term Notes",
+                "Y": "Money Market Instruments",
+                "G": "Mortgage-Backed Securities",
+                "Q": "Asset-Backed Securities",
+                "N": "Municipal Bonds",
+                "M": "Others",
+            },
+        ),
+        (
+            "Type of Interest/Cash Payment",
+            {
+                "F": "Fixed Rate",
+                "Z": "Zero Rate/Discounted",
+                "V": "Variable",
+                "C": "Cash Payment",
+            },
+        ),
+        _DEBT_GUARANTEE,
+        _DEBT_REDEMPTION,
+    ),
+    ("D", "Y"): (
+        (
+            "Type of Interest",
+            {
+                "F": "Fixed Rate",
+                "Z": "Zero Rate/Discounted",
+                "V": "Variable",
+                "K": "Payment in Kind",
+            },
+        ),
+        _DEBT_GUARANTEE,
+        _NOT_APPLICABLE,
+        _FORM,
+    ),
+    ("D", "M"): (
+        (
+            "Type",
+            {"B": "Bank Loan", "P": "Promissory Note", "M": "Others"},
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        _FORM,
+    ),
+    # -----------------------------------------------------------------------
+    # C - Collective Investment Vehicles
+    # -----------------------------------------------------------------------
+    ("C", "I"): (
+        (
+            "Closed/Open-End",
+            {"O": "Open-End", "C": "Closed-End", "M": "Others"},
+        ),
+        (
+            "Distribution Policy",
+            {"I": "Income Funds", "G": "Accumulation Funds", "J": "Mixed Funds"},
+        ),
+        (
+            "Assets",
+            {
+                "R": "Real Estate",
+                "B": "Debt Instruments",
+                "E": "Equities",
+                "V": "Convertible Securities",
+                "L": "Mixed",
+                "C": "Commodities",
+                "D": "Derivatives",
+                "F": "Referential Instruments",
+                "K": "Credits",
+                "M": "Others",
+            },
+        ),
+        _CIV_SECURITY_TYPE,
+    ),
+    ("C", "H"): (_NOT_APPLICABLE, _NOT_APPLICABLE, _NOT_APPLICABLE, _CIV_SECURITY_TYPE),
+    ("C", "B"): (_NOT_APPLICABLE, _NOT_APPLICABLE, _NOT_APPLICABLE, _CIV_SECURITY_TYPE),
+    ("C", "E"): (_NOT_APPLICABLE, _NOT_APPLICABLE, _NOT_APPLICABLE, _CIV_SECURITY_TYPE),
+    ("C", "S"): (_NOT_APPLICABLE, _NOT_APPLICABLE, _NOT_APPLICABLE, _CIV_SECURITY_TYPE),
+    ("C", "F"): (_NOT_APPLICABLE, _NOT_APPLICABLE, _NOT_APPLICABLE, _CIV_SECURITY_TYPE),
+    ("C", "P"): (_NOT_APPLICABLE, _NOT_APPLICABLE, _NOT_APPLICABLE, _CIV_SECURITY_TYPE),
+    ("C", "M"): (_NOT_APPLICABLE, _NOT_APPLICABLE, _NOT_APPLICABLE, _CIV_SECURITY_TYPE),
+    ("C", "R"): (
+        (
+            "Entitlement Type",
+            {
+                "A": "Allotment (Bonus) Rights",
+                "S": "Subscription Rights",
+                "P": "Purchase Rights",
+                "W": "Warrants",
+                "F": "Mini-Future Certificates/Constant Leverage Certificates",
+                "D": "Depository Receipts on Entitlements",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        _FORM,
+    ),
+    # -----------------------------------------------------------------------
+    # O - Listed Options
+    # -----------------------------------------------------------------------
+    ("O", "C"): (
+        _OPTION_EXERCISE,
+        _OPTION_UNDERLYING,
+        _OPTION_DELIVERY,
+        _OPTION_STANDARD,
+    ),
+    ("O", "P"): (
+        _OPTION_EXERCISE,
+        _OPTION_UNDERLYING,
+        _OPTION_DELIVERY,
+        _OPTION_STANDARD,
+    ),
+    ("O", "M"): _ALL_X_ATTRS,
+    # -----------------------------------------------------------------------
+    # F - Futures
+    # -----------------------------------------------------------------------
+    ("F", "F"): (
+        (
+            "Underlying Asset",
+            {
+                "B": "Baskets",
+                "S": "Stock-Equities",
+                "D": "Debt Instruments",
+                "C": "Currencies",
+                "I": "Indices",
+                "O": "Options",
+                "F": "Futures",
+                "W": "Swaps",
+                "N": "Interest Rates",
+                "V": "Stock Dividend",
+                "M": "Others",
+            },
+        ),
+        (
+            "Delivery",
+            {"P": "Physical", "C": "Cash", "N": "Non-Deliverable"},
+        ),
+        _OPTION_STANDARD,
+        _NOT_APPLICABLE,
+    ),
+    ("F", "C"): (
+        (
+            "Underlying Asset",
+            {
+                "E": "Extraction Resources",
+                "A": "Agriculture",
+                "I": "Industrial Products",
+                "S": "Services",
+                "N": "Environmental",
+                "P": "Polypropylene Products",
+                "H": "Generated Resources",
+                "M": "Others",
+            },
+        ),
+        (
+            "Delivery",
+            {"P": "Physical", "C": "Cash", "N": "Non-Deliverable"},
+        ),
+        _OPTION_STANDARD,
+        _NOT_APPLICABLE,
+    ),
+    # -----------------------------------------------------------------------
+    # H - Non-Listed and Complex Listed Options (all X)
+    # -----------------------------------------------------------------------
+    ("H", "R"): _ALL_X_ATTRS,
+    ("H", "T"): _ALL_X_ATTRS,
+    ("H", "E"): _ALL_X_ATTRS,
+    ("H", "C"): _ALL_X_ATTRS,
+    ("H", "F"): _ALL_X_ATTRS,
+    ("H", "M"): _ALL_X_ATTRS,
+    # -----------------------------------------------------------------------
+    # I - Spots
+    # -----------------------------------------------------------------------
+    ("I", "F"): (
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        ("Delivery", {"P": "Physical"}),
+    ),
+    ("I", "T"): (
+        (
+            "Underlying Asset",
+            {
+                "A": "Agriculture",
+                "J": "Energy",
+                "K": "Metals",
+                "N": "Environmental",
+                "P": "Polypropylene Products",
+                "S": "Fertilizer",
+                "T": "Paper",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+    ),
+    # -----------------------------------------------------------------------
+    # J - Forwards (all X)
+    # -----------------------------------------------------------------------
+    ("J", "E"): _ALL_X_ATTRS,
+    ("J", "F"): _ALL_X_ATTRS,
+    ("J", "C"): _ALL_X_ATTRS,
+    ("J", "R"): _ALL_X_ATTRS,
+    ("J", "T"): _ALL_X_ATTRS,
+    # -----------------------------------------------------------------------
+    # K - Strategies (all X)
+    # -----------------------------------------------------------------------
+    ("K", "R"): _ALL_X_ATTRS,
+    ("K", "T"): _ALL_X_ATTRS,
+    ("K", "E"): _ALL_X_ATTRS,
+    ("K", "C"): _ALL_X_ATTRS,
+    ("K", "F"): _ALL_X_ATTRS,
+    ("K", "Y"): _ALL_X_ATTRS,
+    ("K", "M"): _ALL_X_ATTRS,
+    # -----------------------------------------------------------------------
+    # L - Financing
+    # -----------------------------------------------------------------------
+    ("L", "L"): (
+        (
+            "Underlying Asset",
+            {
+                "A": "Agriculture",
+                "B": "Baskets",
+                "J": "Energy",
+                "K": "Metals",
+                "N": "Environmental",
+                "P": "Polypropylene Products",
+                "S": "Fertilizer",
+                "T": "Paper",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        (
+            "Delivery",
+            {"P": "Physical", "C": "Cash", "N": "Non-Deliverable"},
+        ),
+    ),
+    ("L", "R"): (
+        (
+            "Underlying Asset",
+            {
+                "G": "General Collateral",
+                "S": "Specific Security Collateral",
+                "C": "Cash Collateral",
+            },
+        ),
+        (
+            "Termination",
+            {
+                "F": "Flexible",
+                "N": "Overnight",
+                "O": "Open",
+                "T": "Term",
+            },
+        ),
+        _NOT_APPLICABLE,
+        (
+            "Delivery",
+            {
+                "D": "Delivery versus Payment",
+                "H": "Hold-in-Custody",
+                "T": "Tri-Party",
+            },
+        ),
+    ),
+    ("L", "S"): (
+        (
+            "Underlying Asset",
+            {
+                "C": "Cash Collateral",
+                "G": "Government Bonds",
+                "P": "Corporate Bonds",
+                "T": "Convertible Bonds",
+                "E": "Equity",
+                "L": "Letter of Credit",
+                "D": "Certificate of Deposit",
+                "W": "Warrants",
+                "K": "Money Market Instruments",
+                "M": "Others",
+            },
+        ),
+        (
+            "Termination",
+            {"N": "Overnight", "O": "Open", "T": "Term"},
+        ),
+        _NOT_APPLICABLE,
+        (
+            "Delivery",
+            {
+                "D": "Delivery versus Payment",
+                "F": "Free of Payment",
+                "H": "Hold-in-Custody",
+                "T": "Tri-Party",
+            },
+        ),
+    ),
+    # -----------------------------------------------------------------------
+    # T - Referential Instruments
+    # -----------------------------------------------------------------------
+    ("T", "C"): (
+        (
+            "Type",
+            {
+                "N": "National Currency",
+                "L": "Legacy Currency",
+                "C": "Bullion Coins",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+    ),
+    ("T", "T"): (
+        (
+            "Underlying Asset",
+            {
+                "E": "Extraction Resources",
+                "A": "Agriculture",
+                "I": "Industrial Products",
+                "S": "Services",
+                "N": "Environmental",
+                "P": "Polypropylene Products",
+                "H": "Generated Resources",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+    ),
+    ("T", "R"): (
+        (
+            "Type",
+            {
+                "N": "Nominal",
+                "V": "Variable",
+                "F": "Fixed",
+                "R": "Real",
+                "M": "Others",
+            },
+        ),
+        (
+            "Frequency of Calculation",
+            {
+                "D": "Daily",
+                "W": "Weekly",
+                "N": "Monthly",
+                "Q": "Quarterly",
+                "S": "Semi-Annually",
+                "A": "Annually",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+    ),
+    ("T", "I"): (
+        (
+            "Asset Class",
+            {
+                "E": "Equities",
+                "D": "Debt",
+                "F": "Collective Investment Vehicles",
+                "R": "Real Estate",
+                "T": "Commodities",
+                "C": "Currencies",
+                "M": "Others",
+            },
+        ),
+        (
+            "Weighting Type",
+            {
+                "P": "Price Weighted",
+                "C": "Capitalization Weighted",
+                "E": "Equal Weighted",
+                "F": "Modified Market Capitalization Weighted",
+                "M": "Others",
+            },
+        ),
+        (
+            "Index Return Type",
+            {
+                "P": "Price Return",
+                "N": "Net Total Return",
+                "G": "Gross Total Return",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+    ),
+    ("T", "B"): (
+        (
+            "Composition",
+            {
+                "E": "Equities",
+                "D": "Debt",
+                "F": "Collective Investment Vehicles",
+                "I": "Indices",
+                "T": "Commodities",
+                "C": "Currencies",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+    ),
+    ("T", "D"): (
+        (
+            "Type of Equity",
+            {
+                "S": "Common/Ordinary Shares",
+                "P": "Preferred/Preference Shares",
+                "C": "Common/Ordinary Convertible Shares",
+                "F": "Preferred/Preference Convertible Shares",
+                "L": "Limited Partnership Units",
+                "K": "Collective Investment Vehicles",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+    ),
+    ("T", "M"): _ALL_X_ATTRS,
+    # -----------------------------------------------------------------------
+    # M - Miscellaneous/Others
+    # -----------------------------------------------------------------------
+    ("M", "C"): (
+        (
+            "Component",
+            {
+                "S": "Combination of Shares",
+                "B": "Combination of Bonds",
+                "H": "Share and Bond",
+                "A": "Share and Warrant",
+                "W": "Warrant and Warrant",
+                "U": "Fund Units and Other Components",
+                "M": "Others",
+            },
+        ),
+        _OWNERSHIP,
+        _NOT_APPLICABLE,
+        _FORM,
+    ),
+    ("M", "M"): (
+        (
+            "Further Grouping",
+            {
+                "R": "Real Estate Deeds",
+                "I": "Insurance Policies",
+                "E": "Escrow Receipts",
+                "T": "Trade Finance Instruments",
+                "N": "Carbon Credit",
+                "P": "Precious Metal Receipts",
+                "S": "Other OTC Derivative Products",
+                "M": "Others",
+            },
+        ),
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+        _NOT_APPLICABLE,
+    ),
+}