2. Derivate-Risikoberechnungs- und Meldeverordnung
Bundesgesetzblatt Teil 2, Nr. 238 aus 2005, aufgehoben durch Bundesgesetzblatt Teil 2, Nr. 169 aus 2008,
Anlage eins
10.08.2005
23.05.2008
Zum Bezugszeitraum vergleiche Paragraph 12,
Anlage 1
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Arten der Derivate Derivate
Derivate zur nicht zur
Absicherung Absicherung
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Underlying
gemäß § 20
Abs. 2
InvFG 1993
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Long put 1 2
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Short put 3 4
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Long call 5 6
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Short call 7 8
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Long
Future/Forward 9 10
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Short
Future/Forward 11 12
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Equity Swap 13 14
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Credit Default
Swap 15 16
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Long CFD
(Contract for
Difference) 17 18
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Short CFD
(Contract for
Difference) 19 20
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Underlying
Index
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Long Put 21 22
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Short Put 23 24
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Long Call 25 26
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Short Call 27 28
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Long
Future/Forward 29 30
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Short
Future/Forward 31 32
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Long Call auf
Indexfuture 33 34
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Short Call auf
Indexfuture 35 36
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Long Put auf
Indexfuture 37 38
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Short Put auf
Indexfuture 39 40
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Indexswap 41 42
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Equity Index
Swap 43 44
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Underlying
Währungen (W)
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Long Put 45 46
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Short Put 47 48
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Long Call 49 50
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Short Call 51 52
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Long
Future/Forward 53 54
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Short
Future/Forward 55 56
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Währungsswap
(CCS) 57 58
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Swaption 59 60
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Kauf Devisen-
termingeschäft 61 62
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Verkauf
Devisentermin-
geschäft 63 64
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Long Call auf
W-Future 65 66
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Short Call auf
W-Future 67 68
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Long Put auf
W-Future 69 70
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Short Put auf
W-Future 71 72
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Underlying
Zinsen
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Long
Future/Forward 73 74
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Short
Future/Forward 75 76
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Long Call auf
Future 77 78
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Short Call auf
Future 79 80
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Long Put auf
Future 81 82
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Short Put auf
Future 83 84
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Kauf und
Verkauf von
Swap Notes
(Future auf
Swap) 85 86
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Kauf FRA 87 88
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Verkauf FRA 89 90
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Underlying
Zinsen
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Kauf Cap 91 92
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Verkauf Cap 93 94
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Kauf Floor 95 96
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Verkauf Floor 97 98
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Kauf Collar 99 100
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Verkauf Collar 101 102
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Receiver Swap 103 104
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Payer Swap 105 106
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Long Receiver
Swaption 107 108
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Short Receiver
Swaption 109 110
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Long Payer
Swaption 111 112
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Short Payer
Swaption 113 114
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