Exemption code? Why do you think you need one? Is your state software asking for one? What state? There is no exemption code needed on a federal tax return for health insurance. On your federal return the only thing you are asked about is whether you have a 1095A for marketplace insurance. If you did not have "Obamacare" aka healthcare.gov or marketplace insurance, you just say NO to the question and move on. You do not need an exemption code.