ANNEX V
Complementary Identification Code (CIC) Table
First 2 positions | Asset listed in | ISO 3166-1-alpha-2 country code, XV, XL or XT
| | | | | | | | | | |
Third position | Category | 1 | 2 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | 0
Government bonds | Corporate bonds | Equity | Investment funds Collective Investment Undertakings | Structured notes | Collateralised securities | Cash and deposits | Mortgages and loans | Property | Other investments
Fourth position | Sub-category or main risk | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 | 1 |
Central Government bonds | Corporate bonds | Common equity | Equity funds | Equity risk | Equity risk | Cash | Uncollateralised loans made | Property (office and commercial) |
2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 | 2 |
Supra-national bonds | Convertible bonds | Equity of real estate related corporation | Debt funds | Interest rate risk | Interest rate risk | Transferable deposits (cash equivalents) | Loans made collateralised with securities | Property (residential) |
3 | 3 | 3 | 3 | 3 | 3 | 3 | | 3 |
Regional government bonds | Commercial paper | Equity rights | Money market funds | Currency risk | Currency risk | Other deposits short term (less than or equal to one year) | | Property (for own use) |
4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 | 4 |
Local authorities bonds | Money market instruments | Preferred equity | Asset allocation funds | Credit risk | Credit risk | Other deposits with term longer than one year | Mortgages | Property (under construction for investment) |
5 | 5 | | 5 | 5 | 5 | 5 | 5 | 5 |
Treasury bonds | Hybrid bonds | | Real estate funds | Real estate risk | Real estate risk | Deposits to cedants | Other collateralized loans made | Plant and equipment (for own use) |
6 | 6 | | 6 | 6 | 6 | | 6 | 6 |
Covered bond | Common covered bonds | | Alternative funds | Commodity risk | Commodity risk | | Loans on policies | Property (under construction for own use) |
7 | 7 | | 7 | 7 | 7 | | | |
National Central Banks | Covered bonds subject to specific law | | Private equity funds | Catastrophe and Weather risk | Catastrophe and Weather risk | | | |
| 8 | | 8 | 8 | 8 | | | |
| Subordinated bonds | | Infrastructure funds | Mortality risk | Mortality risk | | | |
9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9 | 9
Other | Other | Other | Other | Other | Other | Other | Other | Other | Other
Third position | Category | A | B | C | D | E | F
Futures | Call Options | Put Options | Swaps | Forwards | Credit derivatives
Fourth position | Sub-category or main risk | 1 | 1 | 1 | 1 | 1 | 1
Equity and index futures | Equity and index options | Equity and index options | Interest rate swaps | Forward interest rate agreement | Credit default swap
2 | 2 | 2 | 2 | 2 | 2
Interest rate futures | Bond options | Bond options | Currency swaps | Forward exchange rate agreement | Credit spread option
3 | 3 | 3 | 3 | | 3
Currency futures | Currency options | Currency options | Interest rate and currency swaps | | Credit spread swap
| 4 | 4 | 4 | | 4
| Warrants | Warrants | Total return swap | | Total return swap
5 | 5 | 5 | 5 | |
Commodity futures | Commodity options | Commodity options | Security swaps | |
| 6 | 6 | | |
| Swaptions | Swaptions | | |
7 | 7 | 7 | 7 | 7 |
Catastrophe and Weather risk | Catastrophe and Weather risk | Catastrophe and Weather risk | Catastrophe and Weather risk | Catastrophe and Weather risk |
8 | 8 | 8 | 8 | 8 |
Mortality risk | Mortality risk | Mortality risk | Mortality risk | Mortality risk |
9 | 9 | 9 | 9 | 9 | 9
Other | Other | Other | Other | Other | Other