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
Return to: Appendixes for the IDS