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 and loans | 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 | 7 | ||||||
National Central Banks bonds | Covered bonds subject to specific law | Private equity funds | Catastrophe and Weather risk | Catastrophe and Weather risk | Loans to AMSB members | ||||||
8 | 8 | 8 | 8 | 8 | 8 | ||||||
Government bonds not denominated in the domestic currency | Subordinated bonds | Infrastructure funds | Mortality risk | Mortality risk | Loans to other natural persons | ||||||
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 |