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Appendix 6: Derivative codes

Last updated 7 August 2014

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

QC26054