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Annex II - Types of derivatives

Annex II
Types of derivatives

Types of derivatives

1. Interest-rate contracts:

single-currency interest rate swaps;

basis-swaps;

forward rate agreements;

interest-rate futures;

interest-rate options;

other contracts of similar nature.

2. Foreign-exchange contracts and contracts concerning gold:

cross-currency interest-rate swaps;

forward foreign-exchange contracts;

currency futures;

currency options;

other contracts of a similar nature;

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.

Official text · consolidated version 26/06/2026 (in force) Open full page ↗
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