• Appendix 7: Derivative codes

    Attention

    Warning:

    This information may not apply to the current year. Check the content carefully to ensure it is applicable to your circumstances.

    End of attention

    The type of derivative should be identified using the codes listed below.

    Type of derivative

    Code

    Credit default swaps

    1

    Currency swaps

    2

    Interest rate swaps

    3

    Swaps - other

    4

    Forwards

    5

    Options

    6

    Warrant

    7

    Other

    8

    Note: Cross currency interest rate swap transactions are to be included under the code for currency swaps.

    Last modified: 09 Nov 2011QC 24292