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 |