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Anlage 1
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Name der Kapitalanlagegesellschaft Bankleitzahl
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Name des Kapitalanlagefonds ISIN
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Zusätzliche Anwendung des
VaR-Approach: *) Ja: Nein:
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Relativer VaR: *) Absoluter VaR: *)
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Besonderen Anlagegrenzen laut Fondsbestimmungen:
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Arten der Derivate *) Derivate *)
Derivate zur nicht zur
Absicherung Absicherung
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Underlying
gemäß § 20
Abs. 2
InvFG 1993
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Long put
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Short put
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Long call
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Short call
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Long
Future/Forward
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Short
Future/Forward
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Equity Swap
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Credit
Default Swap
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Long CFD
(Contract for
Difference)
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Short CFD
(Contract for
Difference)
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Underlying
Index
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Long Put
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Short Put
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Long Call
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Short Call
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Long
Future/Forward
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Short
Future/Forward
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Long Call auf
Indexfuture
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Short Call auf
Indexfuture
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Long Put auf
Indexfuture
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Short Put auf
Indexfuture
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Indexswap
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Equity Index
Swap
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Underlying
Währungen (W)
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Long Put
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Short Put
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Long Call
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Short Call
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Long
Future/Forward
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Short
Future/Forward
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Währungsswap
(CCS)
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Swaption
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Kauf Devisen-
termingeschäft
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Verkauf
Devisentermin-
geschäft
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Long Call auf
W-Future
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Short Call auf
W-Future
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Long Put auf
W-Future
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Short Put auf
W-Future
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Underlying
Zinsen
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Receiver Swap
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Payer Swap
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Long
Future/Forward
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Short
Future/Forward
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Long Receiver
Swaption
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Short Receiver
Swaption
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Long Payer
Swaption
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Short Payer
Swaption
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Long Call auf
Future
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Short Call auf
Future
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Long Put auf
Future
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Short Put auf
Future
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Kauf und
Verkauf von
Swap Notes
(Future auf
Swap)
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Kauf FRA
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Verkauf FRA
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Kauf Cap
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Verkauf Cap
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Kauf Floor
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Verkauf Floor
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Kauf Collar
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Verkauf Collar
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*) Zutreffendes ankreuzen