"CNY" may have many meanings. But the most well known meaning should be "Chinese Yuan", a term widely seen in the field of banking and currency.
As far as I know, it is a custom to use three letters to represent a kind of currency. For example, "USD" for US dollars, "GBP" for Great Britain Pound, "JPY" for Japanese Yen, etc.
The first two letters may refer to a particular country or area while the last letter is short for the denomination.