1 files changed, 31 insertions, 1 deletions
diff --git a/python/book_bbg2.py b/python/book_bbg2.py
index b3c53de1..69258001 100644
--- a/python/book_bbg2.py
+++ b/python/book_bbg2.py
@@ -8,6 +8,36 @@ from decimal import Decimal
 
 _funds = {"SERENITAS_CGMF": "SERCGMAST", "BOWDOINST": "BOWDST"}
 _fcms = {"Bank of America, N.A.": "BAML", "Goldman Sachs": "GS"}
+_cdx_cp = {
+    "MSDU": "MSCSNY",
+    "GSMX": "GOLDNY",
+    "JPGP": "JPCBNY",
+    "JFF": "JEFF",
+    "BMLE": "BAMSNY",
+    "BARX": "BARCNY",
+    "CSDA": "CSFBBO",
+    "EBNP": "BNPBNY",
+    "WFCD": "WELFEI",
+    "BSEF": "BSEONY",
+    "JPOS": "JPCBNY",
+    "CGCI": "CITINY",
+}
+_bond_cp = {
+    "CG": "CITINY",
+    "WFBS": "WELFEI",
+    "MZZ": "MIZUNY",
+    "BABS": "BAML",
+    "PTRU": "PERFCH",
+    "BARC": "BARCNY",
+    "MS": "MORGNY",
+    "BA": "BAML",
+    "FB": "CSUINY",
+    "INTC": "STONEX",
+    "SOCG": "SGSANY",
+    "NOM": "NOMINY",
+    "JP": "JPCBNY",
+    "BTIG": "BTIG",
+}
 
 
 def download_files(date: datetime.date):
@@ -59,7 +89,7 @@ def cdx_booking_process(path, conn):
                 currency=line["Curncy"],
                 protection="Buyer" if line["Side"] == "B" else "Seller",
                 upfront=line["Principal"],
-                cp_code="BNPBNY",
+                cp_code=_cdx_cp[line["Brkr"]],
                 account_code=_fcms[line["Client FCM"]],
             )
             trade.stage()