Use Appendix 6 to find the type of derivative codes.
|
Code |
Type of derivative |
|---|---|
|
1 |
Cross currency interest rate swap |
|
2 |
Currency derivative (not cross currency interest rate swap) including currency swap, forward, future or option |
|
3 |
Fixed for floating interest rate swap (not cross currency) |
|
4 |
Other interest rate derivative (not cross currency) |
|
5 |
Credit default swap |
|
6 |
Commodity derivative including commodity swap, forward, future or option |
|
7 |
Other asset swap |
|
8 |
Other derivative |
Continue to: Appendix 7: Nature of item codes