CTHRepealedLegislation
Financial Sector (Collection of Data) (reporting standard) determination No. 21 of 2007 - LRS 210.0 Derivatives, Commitments and Off-Balance Sheet Items
Column 1-2: Interest rate contractsColumn 1-2: Interest rate contracts
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Column 1-2: Interest rate contracts
All instruments that have the objective of managing interest rate risk. Do not include contracts which manage both interest rate risk and foreign exchange risk.
Include:
- single currency interest rate swaps;
- basis swaps;
- forward rate agreements;
- interest rate futures; and
- interest rate options purchased.