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