I think that this may be possible by doing a Custom Split. Please see the information below.
1. Navigate to the Data Source Tab.
2. On the field [Code] click the carrot on the header of the column. Select Custom Split
3. The menu should appear. Enter a period as the separator and Split off all columns. Click Ok.
4. The columns should now be split into different levels.
Here is more information on Custom Splits.
I am a little unsure of how CFO2 is calculated, but an IF/Then statement could work.
If [Code - Split 1] = "01" then "Level 01"
ELSEIF [Code - Split 1] = "02" then "Level 02" END
Hope this helps!