ANNEX IIU.K. Types of derivatives
1.Interest-rate contracts:U.K.
(a)
single-currency interest rate swaps;
(b)
basis-swaps;
(c)
forward rate agreements;
(d)
interest-rate futures;
(e)
interest-rate options purchased;
(f)
other contracts of similar nature.
2.Foreign-exchange contracts and contracts concerning gold:U.K.
(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;
(f)
contracts of a nature similar to (a) to (e) concerning gold.