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Provision history · CRR

Annex II

Capital Requirements Regulation · 32013R0575 · every version of this act · on EUR-Lex

1 change recorded across 1 version, newest first.

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Version in force Modified +47 −53

Amended by Regulation (EU) 2019/2033 32019R2033 on EUR-Lex · Regulation (EU) 2019/876 32019R0876 on EUR-Lex · Regulation (EU) 2021/558 32021R0558 on EUR-Lex · Regulation (EU) 2020/873 32020R0873 on EUR-Lex

Applies from: no date changed

Explanation, written by a model and checked against the cited text

In point 1(e) and point 2(d), the phrase describing purchased interest-rate options and currency options was shortened by dropping the word "purchased", so the entries now read simply "interest-rate options" and "currency options".

Point 3 now refers to points (4) to (7), (9), (10) and (11) of Section C of Annex I, adding point (11) to the previously listed points 4 to 7, 9 and 10, and the cross-reference to Directive 2004/39/EC was replaced with a reference to Directive 2014/65/EU.

Cited: Annex II, v1 · Annex II, v2

v1 is the previous version, v2 this one.

Text from EUR-Lex, before and after

Previous version, in force 28 December 2020 02013R0575-20201228 → this version, in force 28 June 2021 02013R0575-20210629

ANNEX II 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; options; (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; options; (e) other contracts of a similar nature; (f) contracts of a nature similar to (a) to (e) concerning gold. 3. Contracts of a nature similar to those in points 1(a) to (e) and 2(a) to (d) of this Annex concerning other reference items or indices. This includes as a minimum all instruments specified in points 4 (4) to 7, 9 (7), (9), (10) and 10 (11) of Section C of Annex I to Directive 2004/39/EC 2014/65/EU not otherwise included in point 1 or 2 of this Annex.