The following is the data taxonomy required for FCA Derivative Use reports for different derivative types, plus a summary of how this is automatically classified within the Funds-Axis application.
| Name | Code |
|---|---|
| Forward - Commodity Forward | COMFWD |
| Forward - Equity Forward | EQFWD |
| Forward - Fixed Income Forward | FIXFWD |
| Forward - FX Forward | FXFWD |
| Forward - Index Forward | INFWD |
| Forward - Interest Rate Forward | INTFWD |
| Future - Commodity Future | COMFUT |
| Future - Equity Future | EQFUT |
| Future - Fixed Income Future | FIXFUT |
| Future - FX Future | FXFUT |
| Future - Index Future | INDFUT |
| Future - Interest Rate Future | INTFUT |
| Option - Commodity Option | COMOPT |
| Option - Equity Option | EQUOPT |
| Option - Fixed Income Option | FIXOPT |
| Option - FX Option | FXOPT |
| Option - Index Option | INDOPT |
| Option - Interest Rate Option | INTOPT |
| Swap - Commodity Swap | COMSWP |
| Swap - Equity Swap | EQUSWP |
| Swap - Fixed Income Swap | FIXSWP |
| Swap - FX Swap | FXSWP |
| Swap - Index Swap | INDSWP |
| Swap - Interest Rate Swap | INTSWP |
| Warrant - Equity Warrant | EQUWAR |
| Other | OTHER |
| Other assets | OTHERAS |