Annex IV 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; and
(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; and
(f) contracts concerning gold of a nature similar to (a) to (e).
3. Contracts of a nature similar to those in points 1(a) to (e) and 2(a) to (d) 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 points 1 or 2.