PIB A4.6.19
For OTC
Type of contract | Residual maturity of contract | |||
<1 Year | 1–5 Years | >5 Years | ||
Single currency interest rate basis swaps | 0.0% | 0.0% | 0.0% | |
Interest rate |
Single currency interest rate swaps other than basis swaps Multiple currency basis swaps Forward-rate agreements Interest rate futures Interest rate Other contracts of a similar nature to those in this box. |
0.0% | 0.5% | 1.5% |
Foreign exchange (including gold) except as referred to in A4.6.20 |
Cross-currency interest-rate swaps. Forward foreign exchange contracts. Currency futures. Currency Other contracts of a similar nature to those in this box, including gold. |
1.0% | 5.0% | 7.5% |
Equities |
Cash settled forward contracts Contracts of a nature similar to those in the interest rate and foreign exchange boxes. |
6.0% | 8.0% | 10.0% |
Precious metals (except gold) | Contracts of a nature similar to those in the interest rate and foreign exchange boxes concerning precious metals, except gold. | 7.0% | 7.0% | 8.0% |
Commodities (except precious metals) and any other contracts | Contracts of a nature similar to those in the interest rate or foreign exchange boxes concerning commodities other than precious metals. | 10.0% | 12.0% | 15.0% |
Derived from RM111/2012 (Made 15th October 2012). [VER20/12-12]