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Annex II

ANNEX II

Types of derivatives

1. Interest-rate contracts:

(a) 

single-currency interest rate swaps;

(b) 

basis-swaps;

(c) 

forward rate agreements;

(d) 

interest-rate futures;

(e) 

interest-rate options;

(f) 

other contracts of similar nature.

2. Foreign-exchange contracts and contracts concerning gold:

(a) 

cross-currency interest-rate swaps;

(b) 

forward foreign-exchange contracts;

(c) 

currency futures;

(d) 

currency options;

(e) 

other contracts of a similar nature;

(f) 

contracts of a nature similar to (a) to (e) concerning gold.

3. Contracts of a nature similar to those in points 1(a) to (e) and 2(a) to (d) of this Annex concerning other reference items or indices. This includes as a minimum all instruments specified in points (4) to (7), (9), (10) and (11) of Section C of Annex I to Directive 2014/65/EU not otherwise included in point 1 or 2 of this Annex.

In force

Version from: 08/07/2022

Amendment History