Types of derivatives
1. Interest-rate contracts:
single-currency interest rate swaps;
basis-swaps;
forward rate agreements;
interest-rate futures;
interest-rate options purchased;
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 purchased;
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 and 10 of Section C of Annex I to Directive 2004/39/EC not otherwise included in point 1 or 2 of this Annex.