natgillin/translations-raw huggingface dataset:
Forwardkontrakter (med levering) (DF)
On the settlement date, one party will owe the other party the net difference between (i) the exchange rate set at the trade date; and (ii) the exchange rate on the valuation date, based upon the notional amount, with such net amount payable in the settlement currency stipulated in the contract.
er en forwardkontrakt, der kun involverer vekslingen af to forskellige valutaer på en bestemt aftalt afregningsdag i fremtiden til en fastsat kurs, der er aftalt ved indgåelsen af den kontrakt, der omfatter vekseltransaktionen.
a non-deliverable FX forward sub-class is defined by the following segmentation criteria:
en underklasse for valutaforwardkontrakter (med levering) defineres ved følgende segmenteringskriterier:
Segmentation criterion 1 — underlying currency pair defined as combination of the two currencies underlying the derivative contract
Valutaoptioner (uden levering) (NDO)
Segmentation criterion 2 — time to maturity bucket of the forward defined as follows:
Valutaoptioner (uden levering) (NDO)
Maturity bucket 1: 0 < time to maturity ≤ 1 week
en underklasse for en valutaoption (uden levering)(NDO) defineres ved følgende segmenteringskriterier:
Maturity bucket 2: 1 week < time to maturity ≤ 3 months
Valutaoptioner (uden levering) (NDO'er) anses for ikke at have et likvidt marked
Maturity bucket 3: 3 months < time to maturity ≤ 1 year
Valutaoptioner (med levering) (DO)
Maturity bucket 4: 1 year < time to maturity ≤ 2 years
er en option, der kun involverer vekslingen af to forskellige valutaer på en bestemt aftalt afregningsdag i fremtiden til en fastsat kurs, der er aftalt ved indgåelsen af den kontrakt, der omfatter vekseltransaktionen.
Maturity bucket 5: 2 years < time to maturity ≤ 3 years
en underklasse for valutaoptioner (med levering) defineres ved følgende segmenteringskriterier:
Non-deliverable forward (NDF) are considered not to have a liquid market
Valutaswapaftaler (uden levering) (NDS)
means a forward that solely involves the exchange of two different currencies on a specific future contracted settlement date at a fixed rate agreed upon on the inception of the contract covering the exchange.
en underklasse for en valutaswapaftale (uden levering) defineres ved følgende segmenteringskriterier:
a deliverable FX forward sub-class is defined by the following segmentation criteria:
Valutaswapaftaler (uden levering) (NDS), anses for ikke at have et likvidt marked
Deliverable forward (DF) are considered not to have a liquid market
Valutaswapaftaler (med levering) (DS)
Non-Deliverable FX options (NDO)
er en swap, der kun involverer vekslingen af to forskellige valutaer på en bestemt aftalt afregningsdag i fremtiden til en fastsat kurs, der er aftalt ved indgåelsen af den kontrakt, der omfatter vekseltransaktionen.
means an option that, by its terms, is cash-settled between its counterparties, where the settlement amount is determined by the difference in the exchange rate of two currencies as between the trade date and the valuation date.
en underklasse for en valutaswapaftale (med levering) defineres ved følgende segmenteringskriterier:
a non-deliverable FX option sub-class is defined by the following segmentation criteria:
Valutaswapaftaler (med levering) (DS), anses for ikke at have et likvidt marked
Non-Deliverable FX options (NDO) are considered not to have a liquid market
en underklasse for valutafutures defineres ved følgende segmenteringskriterier:
means an option that solely involves the exchange of two different currencies on a specific future contracted settlement date at a fixed rate agreed upon on the inception of the contract covering the exchange.
Segmenteringskriterium 2 — future-aftalens løbetidskurv defineret som følger:
a deliverable FX option sub-class is defined by the following segmentation criteria:
Valutafutures anses for ikke at have et likvidt marked
Deliverable FX options (DO) are considered not to have a liquid market
Andre valutaderivater
Non-Deliverable FX swaps (NDS)
et valutaderivat, som ikke tilhører én af de ovennævnte underaktivklasser
means a swap that, by its terms, is cash-settled between its counterparties, where the settlement amount is determined by the difference in the exchange rate of two currencies as between the trade date and the valuation date.
ethvert andet valutaderivat anses for ikke at have et likvidt marked
a non-deliverable FX swap sub-class is defined by the following segmentation criteria:
Tabel 8.2
Non-Deliverable FX swaps (NDS) are considered not to have a liquid market
Valutaderivater — tærskelværdier for SSTI og LIS (før- og efterhandel) for underklasser, der anses for ikke at have et likvidt marked
Deliverable FX swaps (DS)
Tabel 9.1
means a swap that solely involves the exchange of two different currencies on a specific future contracted settlement date at a fixed rate agreed upon on the inception of the contract covering the exchange.
Kreditderivater — klasser, for hvilke der ikke findes et likvidt marked
a deliverable FX swap sub-class is defined by the following segmentation criteria:
Aktivklasse — kreditderivater
Deliverable FX swaps (DS) are considered not to have a liquid market
»On-the-run status« for indekset
FX futures
[Supplerende kriterium om kvantitativ likviditet]
an FX future sub-class is defined by the following segmentation criteria:
Indeksbaseret credit default swap (CDS)
Segmentation criterion 2 — time to maturity bucket of the future defined as follows:
en swap, hvor udvekslingen af betalingsstrømme er knyttet til kreditværdigheden for en række udstedere af finansielle instrumenter, der er samlet i et indeks, og til visse kreditbegivenheders indtræden
FX futures are considered not to have a liquid market
en underklasse for indeksbaserede CDS'er defineres ved følgende segmenteringskriterier:
Other Foreign Exchange Derivatives
Segmenteringskriterium 1 — det underliggende indeks
an FX derivative that does not belong to any of the above sub-asset classes
Segmenteringskriterium 2 — den notionelle valuta defineret som den valuta, i hvilken den notionelle værdi af derivatet er denomineret
any other FX derivative is considered not to have a liquid market
Segmenteringskriterium 3 — CDS-aftalens løbetidskurv defineret som følger:
Table 8.2
200000000 EUR
Foreign exchange derivatives — pre-trade and post-trade SSTI and LIS thresholds for sub-classes determined not to have a liquid market
i hele den periode, hvor det har »on-the-run status«
Credit derivatives — classes not having a liquid market
i de første 30 arbejdsdage af dens »1x off-the-run status«
Asset class — Credit Derivatives
et »on-the-run« indeks er den nyeste version (serie) af indekset, der er sammensat på den dato, fra hvilken sammensætningen af indekset er gældende og ophører dagen før den dag, fra hvilken sammensætningen af den næste version (serie) af indekset er gældende.
Each sub-class shall be determined not to have a liquid market as per Articles 6 and 8(1)(b) if it does not meet one or all of the following thresholds of the quantitative liquidity criteria.
en swap, hvor udvekslingen af betalingsstrømme er knyttet til kreditværdigheden for en udsteder af finansielle instrumenter og til en række kreditbegivenheders indtræden
For sub-classes determined to have a liquid market the additional qualitative liquidity criterion, where applicable, shall be applied
en underklasse for en single name credit default swap defineres ved følgende segmenteringskriterier:
On-the-run status of the index
Segmenteringskriterium 1 — den underliggende referenceenhed
[Additional qualitative liquidity criterion]
Segmenteringskriterium 2 — den underliggende referenceenhedstype defineret som følger:
Index credit default swap (CDS)
»Statslig eller offentlig udsteder« betyder en udstedende enhed, der enten er
a swap whose exchange of cash flows is linked to the creditworthiness of several issuers of financial instruments composing an index and the occurrence of credit events
en statslig enhed, der ikke er opført under litra a) og b)
an index credit default swap sub-class is defined by the following segmentation criteria:
en offentlig enhed, som ikke er statslig udsteder som specificeret i litra a)-c).
Segmentation criterion 1 — underlying index
»Erhvervsmæssig udsteder« betyder en udstedende enhed, der ikke er en statslig eller offentlig udsteder
Segmentation criterion 2 — notional currency defined as the currency in which the notional amount of the derivative is denominated
Segmenteringskriterium 3 — den notionelle valuta defineret som den valuta, i hvilken den notionelle værdi af derivatet er denomineret
Segmentation criterion 3 — time maturity bucket of the CDS defined as follows:
Segmenteringskriterium 4 — CDS-aftalens løbetidskurv defineret som følger:
EUR 200000000
en underklasse for en option på en indeksbaseret CDS defineres ved følgende segmenteringskriterier:
‘on-the-run’ index means the rolling most recent version (series) of the index created on the date on which the composition of the index is effective and ending one day prior to the date on which the composition of the next version (series) of the index is effective.
Segmenteringskriterium 1 — underklasse for indeksbaserede CDS'er som specificeret for underaktivklassen for indeksbaserede CDS'er
off-the-run status’ means the version (series) of the index which is immediately prior to the current ‘on-the-run’ version (series) at a certain point in time.
Segmenteringskriterium 2 — optionens løbetidskurv defineret som følger:
A version (series) ceases being ‘on-the-run’ and acquires its ‘1x off-the-run’ status when the latest version (series) of the index is created.
en option på en indeksbaseret CDS, hvis underliggende indeksbaserede CDS er en underklasse, der anses for at have et likvidt marked, og hvis løbetidskurv er 0-6 måneder, anses for at have et likvidt marked,
Single name credit default swap (CDS)
en option på en indeksbaseret CDS, hvis underliggende indeksbaserede CDS er en underklasse, der anses for at have et likvidt marked, og hvis løbetidskurv ikke er 0-6 måneder, anses for ikke at have et likvidt marked,
a swap whose exchange of cash flows is linked to the creditworthiness of one issuer of financial instruments and the occurrence of credit events
en option på en indeksbaseret CDS, hvis underliggende indeksbaserede CDS er en underklasse, der anses for ikke at have et likvidt marked, anses for ikke at have et likvidt marked for en hvilken som helst løbetidskurv
a single name credit default swap sub-class is defined by the following segmentation criteria:
Single name CDS-optioner
Segmentation criterion 1 — underlying reference entity
en option, hvis underliggende aktiv er en single name CDS
Segmentation criterion 2 — underlying reference entity type defined as follows:
en underklasse for en option på en single name CDS defineres ved følgende segmenteringskriterier:
‘Issuer of sovereign and public type’ means an issuer entity which is either:
Segmenteringskriterium 1 — underklasse af single name CDS som specificeret for underaktivklassen af single name CDS
a sovereign entity which is not listed under points (a) and (b);
en option på en single name CDS, hvis underliggende single name CDS er en underklasse, der anses for at have et likvidt marked, og hvis løbetidskurv er 0-6 måneder, anses for at have et likvidt marked,
a public entity which is not a sovereign issuer as specified in the points (a) to (c).
en option på en single name CDS, hvis underliggende single name CDS er en underklasse, der anses for at have et likvidt marked, og hvis løbetidskurv ikke er 0-6 måneder, anses for ikke at have et likvidt marked,
‘Issuer of corporate type’ means an issuer entity which is not an issuer of sovereign and public type.
en option på en single name CDS, hvis underliggende single name CDS er en underklasse, der anses for ikke at have et likvidt marked, anses for ikke at have et likvidt marked for en hvilken som helst løbetidskurv
Segmentation criterion 3 — notional currency defined as the currency in which the notional amount of the derivative is denominated
Ved fastlæggelsen af de klasser af finansielle instrumenter, der anses for ikke at have et likvidt marked, jf. artikel 6 og artikel 8,1, litra b), anvendes følgende metodologi
Segmentation criterion 4 — time maturity bucket of the CDS defined as follows:
Andre kreditderivater
Each sub-class shall be determined not to have a liquid market as per Articles 6 and 8(1)(b) if it does not meet the following qualitative liquidity criterion
et kreditderivat, der ikke tilhører én af ovennævnte underaktivklasser
CDS index options
ethvert andet kreditderivat anses for ikke at have et likvidt marked
an option whose underlying is a CDS index
Tabel 9.2
a CDS index option sub-class is defined by the following segmentation criteria:
Kreditderivater — tærskelværdier for SSTI og LIS (før- og efterhandel) for underklasser, der anses for at have et likvidt marked
Segmentation criterion 1 — CDS index sub-class as specified for the sub-asset class of index credit default swap (CDS)
7500000 EUR
Segmentation criterion 2 — time maturity bucket of the option defined as follows:
Individuelt tilpasset kurv af credit default swap (CDS)
a CDS index option whose underlying CDS index is a sub-class determined to have a liquid market and whose time to maturity bucket is 0-6 months is considered to have a liquid market
Tabel 9.3
a CDS index option whose underlying CDS index is a sub-class determined to have a liquid market and whose time to maturity bucket is not 0-6 months is not considered to have a liquid market
Kreditderivater — tærskelværdier for SSTI og LIS (før- og efterhandel) for underklasser, der anses for ikke at have et likvidt marked
a CDS index option whose underlying CDS index is a sub-class determined not to have a liquid market is not considered to have a liquid market for any given time to maturity bucket
Tabel 10.1
Single name CDS options
C10-derivater — klasser, for hvilke der ikke findes et likvidt marked
an option whose underlying is a single name CDS
Aktivklasse — C10-derivater
a single name CDS option sub-class is defined by the following segmentation criteria:
Fragtderivater
Segmentation criterion 1 — single name CDS sub-class as specified for the sub-asset class of single name CDS
et finansielt instrument i forbindelse med fragtrater som omhandlet i afsnit C, punkt 10, i bilag I til direktiv 2014/65/EU
a single name CDS option whose underlying single name CDS is a sub-class determined to have a liquid market and whose time to maturity bucket is 0-6 months is considered to have a liquid market
en underklasse for et fragtderivat defineres ved følgende segmenteringskriterier:
a single name CDS option whose underlying single name CDS is a sub-class determined to have a liquid market and whose time to maturity bucket is not 0-6 months is not considered to have a liquid market
Segmenteringskriterium 1 — kontrakttype: Forward Freight Agreements (FFA'er) eller optioner
a single name CDS option whose underlying single name CDS is a sub-class determined not to have a liquid market is not considered to have a liquid market for any given time to maturity bucket
Segmenteringskriterium 2 — fragttype: våd fragt, tør fragt
For the purpose of the determination of the classes of financial instruments considered not to have a liquid market as per Articles 6 and 8(1)(b) the following methodology shall apply
Segmenteringskriterium 3 — fragtundertype: bulkskibe, tankskibe, containerskibe
Other credit derivatives
Segmenteringskriterium 4 — specificering af den størrelse, der er knyttet til fragtundertypen:
a credit derivative that does not belong to any of the above sub-asset classes
Segmenteringskriterium 5 — bestemt rute eller tidsbefragtning (gennemsnit)
any other credit derivatives is considered not to have a liquid market
Segmenteringskriterium 6 — derivatets løbetidskurv defineret som følger:
Table 9.2
Løbetidskurv 2: 1 måned < løbetid ≤ 3 måneder
Credit derivatives — pre-trade and post-trade SSTI and LIS thresholds for sub-classes determined to have a liquid market
Løbetidskurv 4: 6 måneder < løbetid ≤ 9 måneder
EUR 7500000
Løbetidskurv 5: 9 måneder < løbetid ≤ 1 år
Bespoke basket credit default swap (CDS)
Løbetidskurv 6: 1 år < løbetid ≤ 2 år
Table 9.3
Løbetidskurv 7: 2 år < løbetid ≤ 3 år
Credit derivatives — pre-trade and post-trade SSTI and LIS thresholds for sub-classes determined not to have a liquid market
Andre C10-derivater
Table 10.1
et finansielt instrument som defineret i afsnit C, punkt 10, i bilag I, i direktiv 2014/65/EU, som ikke er et fragtderivat, enhver af underaktivklasserne for et af de følgende rentederivater: Inflationsindeksbaserede swapaftaler med flere valutaer eller valutaswapaftaler, futures-/forwardkontrakter på inflationsindeksbaserede swapaftaler med flere valutaer eller valutaswapaftaler, inflationsindeksbaserede swapaftaler med én valuta, futures-/forwardkontrakter på inflationsindeksbaserede swapaftaler med én valuta og enhver af de følgende underaktivklasser for aktiederivater: »Optioner på volatilitetsindeks«, futures-/forwardkontrakter på volatilitetsindeks, swapaftaler med parameter for afkastvarians, swapaftaler med parameter for afkastvolatilitet, porteføljeswapaftaler med parameter for afkastvarians, porteføljeswapaftaler med parameter for afkastvolatilitet
C10 derivatives — classes not having a liquid market
ethvert andet C10-derivat anses for ikke at have et likvidt marked
Asset class — C10 Derivatives
Tabel 10.2
Freight derivatives
C10-derivater — tærskelværdier for SSTI og LIS (før- og efterhandel) for underklasser, der anses for at have et likvidt marked
a financial instrument relating to freight rates as defined in Section C(10) of Annex I of Directive 2014/65/EU
75000 EUR
a freight derivative sub-class is defined by the following segmentation criteria:
Tabel 10.3
Segmentation criterion 1 — contract type: Forward Freight Agreements (FFAs) or options
C10-derivater — tærskelværdier for SSTI og LIS (før- og efterhandel) for underklasser, der anses for ikke at have et likvidt marked
Segmentation criterion 2 — freight type: wet freight, dry freight
Finansielle differencekontrakter (CFD'er)
Segmentation criterion 3 — freight sub-type: dry bulk carriers, tanker, containership
Tabel 11.1
Segmentation criterion 4 — specification of the size related to the freight sub-type
CFD'er — klasser, for hvilke der ikke findes et likvidt marked
Segmentation criterion 5 — specific route or time charter average
Aktivklasse — finansielle differencekontrakter (CFD'er)
Segmentation criterion 6 — time maturity bucket of the derivative defined as follows:
en derivatkontrakt, der giver indehaveren en eksponering, som kan være lang eller kort, over for differencen mellem prisen på det underliggende aktiv ved kontraktens start og prisen ved kontraktens afslutning
Maturity bucket 2: 1 month < time to maturity ≤ 3 months
Den enkelte underklasse anses for ikke at have et likvidt marked, jf. artikel 6 og artikel 8,1, litra b), hvis den ikke opfylder én eller alle af følgende tærskelværdier for kriteriet for kvantitativ likviditet, eller i givet fald, hvis den ikke opfylder kriteriet om kvalitativ likviditet som defineret nedenfor.
Maturity bucket 4: 6 months < time to maturity ≤ 9 months
Kriteriet om kvalitativ likviditet
Maturity bucket 5: 9 months < time to maturity ≤ 1 year
Valuta-CFD'er
Maturity bucket 6: 1 year < time to maturity ≤ 2 years
en underklasse for en valuta-CFD defineres ved det underliggende valutapar defineret som en kombination af de to valutaer, som CDF-/spread betting-kontrakten er baseret på
Maturity bucket 7: 2 years < time to maturity ≤ 3 years
Råvare-CFD'er
Other C10 derivatives
en underklasse for råvare-CFD'er defineres ved den underliggende råvare i CDF-/spread betting-kontrakten
a financial instrument as defined in Section C(10) of Annex I of Directive 2014/65/EU which is not a ‘Freight derivative’, any of the following interest rate derivatives sub-asset classes: ‘Inflation multi-currency swap or cross-currency swap’, a ‘Future/forward on inflation multi-currency swaps or cross-currency swaps’, an ‘Inflation single currency swap’, a ‘Future/forward on inflation single currency swap’ and any of the following equity derivatives sub-asset classes: a ‘Volatility index option’, a ‘Volatility index future/forward’, a swap with parameter return variance, a swap with parameter return volatility, a portfolio swap with parameter return variance, a portfolio swap with parameter return volatility
Aktie-CFD'er
any other C10 derivatives is considered not to have a liquid market
en underklasse for aktie-CFD'er defineres ved den underliggende aktie i CDF-/spread betting-kontrakten
Table 10.2
en underklasse for aktie-CFD'er anses for at have et likvidt marked, hvis det underliggende aktiv er en aktie, for hvilken der findes et likvidt marked som fastsat i henhold til artikel 2,1, nr. 17, litra b), i forordning (EU) nr. 600/2014
C10 derivatives — pre-trade and post-trade SSTI and LIS thresholds for sub-classes determined to have a liquid market
CFD'er på obligationer
EUR 75000
en underklasse for CFD'er på obligationer defineres ved den underliggende obligation eller obligationsbaserede future i CDF-/spread betting-kontrakten
Table 10.3
en underklasse for CFD'er på obligationer anses for at have et likvidt marked, hvis det underliggende aktiv er en obligation eller en obligationsbaseret future, for hvilken der findes et likvidt marked som fastsat i henhold til artikel 6 og artikel 8,1, litra b).
C10 derivatives — pre-trade and post-trade SSTI and LIS thresholds for sub-classes determined not to have a liquid market
CFD'er på aktiebaserede future-/forwardkontrakter
Financial contracts for differences (CFDs)
en underklasse for CFD'er på aktiebaserede futures-/forwardkontrakter defineres ved den underliggende aktiebaserede futures-/forwardkontrakt i CDF-/spread betting-kontrakten
Table 11.1
en underklasse for CFD'er i aktiebaserede futures-/forwardkontrakter anses for at have et likvidt marked, hvis det underliggende aktiv er en aktiebaseret futures-/forwardkontrakt, for hvilken der findes et likvidt marked som fastsat i henhold til artikel 6 og artikel 8,1, litra b).
CFDs — classes not having a liquid market
CFD'er på en aktieoption
Asset class — Financial contracts for differences (CFDs)
en underklasse for CFD'er på aktieoptioner defineres ved den underliggende option på en aktie i CDF-/spread betting-kontrakten
a derivative contract that gives the holder an exposure, which can be long or short, to the difference between the price of an underlying asset at the start of the contract and the price when the contract is closed
en underklasse for CFD'er på en aktieoption anses for at have et likvidt marked, hvis det underliggende aktiv er en aktieoption, for hvilken der findes et likvidt marked som fastsat i henhold til artikel 6 og artikel 8,1, litra b).
Each sub-class shall be determined not to have a liquid market as per Articles 6 and 8(1)(b) if it does not meet one or all of the following thresholds of the quantitative liquidity criteria or, where applicable, if it does not meet the qualitative liquidity criterion as defined below
Andre CFD'er
Qualitative liquidity criterion
en CFD-/spread betting-kontrakt, som ikke tilhører én af de ovennævnte underaktivklasser
Currency CFDs
enhver anden CFD-/spread betting-kontrakt anses for ikke at have et likvidt marked
a currency CFD sub-class is defined by the underlying currency pair defined as combination of the two currencies underlying the CFD/spread betting contract
Tabel 11.2
Commodity CFDs
CFD'er — tærskelværdier for SSTI og LIS (før- og efterhandel) for underklasser, der anses for at have et likvidt marked
a commodity CFD sub-class is defined by the underlying commodity of the CFD/spread betting contract
transaktioner, der er gennemført i valuta-CFD'er, der anses for at have et likvidt marked, jf. artikel 6 og artikel 8,1, litra b)
Equity CFDs
transaktioner, der er gennemført i råvare-CFD'er, der anses for at have et likvidt marked, jf. artikel 6 og artikel 8,1, litra b)
an equity CFD sub-class is defined by the underlying equity security of the CFD/spread betting contract