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  • Appendix 6: 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

    Forwards

    3

    Interest rate swaps

    4

    Options

    5

    Swaps - other

    6

    Warrant

    7

    Other

    8

    Attention

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

    End of attention
    Last modified: 08 Aug 2014QC 26054