Name: | DerivativeTypeDimension |
---|---|
Label: | Derivative Type Dimension |
TREF ID: | DM547 |
Type: | Predefined |
Description: |
This dimension identifies what the derivative entitles you to do or obliges you to provide. |
Usage: |
Dimension Members
Name | Label | TREF ID | Description |
CollateralSwap | Collateral Swap | DV7247 |
A swap of two assets not involving cash. |
CreditDerivatives | Credit Derivatives | DV6154 |
A credit derivative enables the user to transfer the credit risk of an underlying asset from one party, the protection buyer, to another, the protection seller, in isolation from other risks. |
Forwards | Forwards | DV6150 |
A forward is a financial instrument and is an agreement between two counterparties to exchange a predetermined amount of an underlying item (real or financial) at a specified future date and at a predetermined price. |
Futures | Futures | DV7138 |
The information reported is in relation to the standardised agreement to exchange a predetermined amount of an underlying asset financial instrument at a specified future date and at a predetermined price. |
NotFutures | Not Futures | DV8991 |
This information relates to all derivative contract types excluding futures. |
NotOptionsForwardsSwapsFutures | Not Options Forwards Swaps Futures | DV8992 |
This information relates to any derivative contract type that is not one of the following contract types: options, forwards, swaps or futures. |
Options | Options | DV6152 |
An option is a financial instrument representing a transaction in which the buyer has a 'right' but not an 'obligation' to buy or sell a specified underlying item (real or financial) at agreed contract price (strike price) on or before a specified date if it is advantageous to them, hence asset. The writer of an option has given the buyer the right (but not obligation) to buy from/sell to them even if it causes them a loss. Hence the writer has the liability. |
OptionsCall | Options Call | DV6149 |
An option call is a financial instrument representing a transaction in which the buyer has a 'right' but not an 'obligation' to buy (call) a specified underlying item (real or financial) at agreed contract price (strike price) on or before a specified date if it is advantageous to them, hence asset. The writer of a call has given the buyer the right (but not obligation) to buy from them even if it causes them a loss. Hence the writer has the liability. |
OptionsPut | Options Put | DV6153 |
An option put is a financial instrument representing a transaction in which the buyer has a 'right' but not an 'obligation' to sell (put) a specified underlying item (real or financial) at agreed contract price (strike price) on or before a specified date if it is advantageous to them, hence asset. The writer of a put has given the buyer the right (but not obligation) to sell to them even if it causes them a loss. Hence the writer has the liability. |
Other | Other | DV7137 |
This information relates to any other derivative contract type that is not a contract that provides the holder with the right, but not the obligation, to buy or sell a specific amount of the underlying asset at an agreed price, on or before a specific future date. Represents agreements to exchange a predetermined amount of an underlying asset financial instrument at a specified future date and at a predetermined price, or exchange predetermined obligations, generally a series of cash flows on differing terms. |
SecuritisationBasisSwap | Securitisation Basis Swap | DV8182 |
The information reported represents a basis swap which is an interest rate swap aimed at limiting basis risk in a securitisation. For the purposes of securitisation, a basis swap includes a payment stream on one leg of the swap based on an observable market rate or index, and a payment stream on the other leg based on rates set by a party to the swap, typically the originating entity. |
Swaps | Swaps | DV6151 |
A swap is a financial instrument representing a transaction in which two parties agree to swap or exchange some obligation, generally a series of cash flows on differing terms. |