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 purchased;

(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 purchased;

(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 and 10 of Section C of Annex I (opens EUR-Lex in a new tab) to Directive 2004/39/EC (opens EUR-Lex in a new tab) not otherwise included in point 1 or 2 of this Annex.