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KID Retrieval
This is a central repository for Key Information Documents (KIDs) for PRIIPs.
- done Retrieve related metadata (target market, costs, etc.)
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| ISIN | KID |
|---|
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| PRIIP variations |
|---|
| Interest rate swap (payer swap; client pays fixed) |
| Interest rate swap (payer swap; client pays fixed, negative fixed rate) |
| Interest rate swap (payer swap; client pays fixed, upfront payment) |
| PRIIP variations |
|---|
| Interest rate swap (payer swap; client pays fixed, floor at 0%) |
| Interest rate swap (payer swap; client pays fixed, negative floor) |
| Interest rate swap (payer swap; client pays fixed, positive floor) |
| Interest rate swap (payer swap; client pays fixed, floor at 0%, upfront payment) |
| Interest rate swap (payer swap; client pays fixed, negative floor, upfront payment) |
| Interest rate swap (payer swap; client pays fixed, positive floor, upfront payment) |
| Interest rate swap (payer swap; client pays fixed, negative floor, negative fixed rate) |
| PRIIP variations |
|---|
| Interest rate swap with single client termination right (client pays fixed) |
| Interest rate swap with multiple client termination right (client pays fixed) |
| PRIIP variations |
|---|
| Interest rate swap with single manufacturer termination right (client pays fixed) |
| Interest rate swap with multiple manufacturer termination right (client pays fixed) |
| PRIIP variations |
|---|
| Interest rate swap with single client termination right (client pays fixed, floor at 0%) |
| Interest rate swap with single client termination right (client pays fixed, negative floor) |
| Interest rate swap with multiple client termination right (client pays fixed, floor at 0%) |
| Interest rate swap with multiple client termination right (client pays fixed, negative floor) |
| PRIIP variations |
|---|
| Interest rate swap with single manufacturer termination right (client pays fixed, floor at 0%) |
| Interest rate swap with single manufacturer termination right (client pays fixed, negative floor) |
| Interest rate swap with multiple manufacturer termination right (client pays fixed, floor at 0%) |
| Interest rate swap with multiple manufacturer termination right (client pays fixed, negative floor) |
| PRIIP variations |
|---|
| Interest rate swap with early termination (payer swap; client pays fixed, floor at 0%) |
| Interest rate swap with early termination (payer swap; client pays fixed, negative floor) |
| PRIIP variations |
|---|
| Interest rate swap (receiver swap; client receives fixed, floor at 0%) |
| Interest rate swap (receiver swap; client receives fixed, negative floor) |
| Interest rate swap (receiver swap; client receives fixed, positive floor) |
| PRIIP variations |
|---|
| Interest rate swap (receiver swap with collar, client receives fixed, floor at 0%, cap) |
| Interest rate swap (receiver swap with collar, client receives fixed, negative floor, cap) |
| Interest rate swap (receiver swap with collar, client receives fixed, positive floor, cap) |
| PRIIP variations |
|---|
| Butterfly swap (floor at 0%) |
| Butterfly swap (negative floor) |
| PRIIP variations |
|---|
| Flexi swap |
| Flexi swap (negative cap) |
| PRIIP variations |
|---|
| Flexi swap (floor at 0%) |
| Flexi swap (negative floor) |
| Flexi swap (negative floor, negative cap) |
| PRIIP variations |
|---|
| Lock-in swap |
| Lock-in swap (negative initial fixed rate) |
| PRIIP variations |
|---|
| Lock-in swap (floor at 0%) |
| Lock-in swap (negative floor) |
| Lock-in swap (negative floor, negative initial fixed rate) |
| PRIIP variations |
|---|
| Cross-currency swap (client receives floating, client pays fixed, initial and final exchange of notionals) |
| Cross-currency swap (client receives floating with floor at 0%, client pays fixed, initial and final exchange of notionals) |
| Cross-currency swap (client receives floating with negative floor, client pays fixed, initial and final exchange of notionals) |
| Cross-currency swap (client receives floating with positive floor, client pays fixed, Initial and final exchange of notionals) |
| PRIIP variations |
|---|
| Cross-currency swap (client receives floating, client pays fixed, amortizing, initial and periodic exchange of notionals) |
| Cross-currency swap (client receives floating with floor at 0%, client pays fixed, amortizing, initial and periodic exchange of notionals) |
| Cross-currency swap (client receives floating with negative floor, client pays fixed, amortizing, initial and periodic exchange of notionals) |
| Cross-currency swap (client receives floating with positive floor, client pays fixed, amortizing, initial and periodic exchange of notionals) |
| PRIIP variations |
|---|
| Cross-currency swap (client receives floating, client pays fixed, only final exchange of notionals) |
| Cross-currency swap (client receives floating with floor at 0%, client pays fixed, only final exchange of notionals) |
| Cross-currency swap (client receives floating with negative floor, client pays fixed, only final exchange of notionals) |
| Cross-currency swap (client receives floating with positive floor, client pays fixed, only final exchange of notionals) |
| PRIIP variations |
|---|
| Cross-currency swap (client receives floating, client pays fixed, amortizing, only periodic exchange of notionals) |
| Cross-currency swap (client receives floating with floor at 0%, client pays fixed, amortizing, only periodic exchange of notionals) |
| Cross-currency swap (client receives floating with negative floor, client pays fixed, amortizing, only periodic exchange of notionals) |
| Cross-currency swap (client receives floating with positive floor, client pays fixed, amortizing, only periodic exchange of notionals) |
| PRIIP variations |
|---|
| Cross-currency swap (client receives floating, client pays floating, initial and final exchange of notionals) |
| Cross-currency swap (client receives floating with floor at 0%, client pays floating, initial and final exchange of notionals) |
| Cross-currency swap (client receives floating with negative floor, client pays floating, initial and final exchange of notionals) |
| Cross-currency swap (client receives floating with positive floor, client pays floating, initial and final exchange of notionals) |
| PRIIP variations |
|---|
| Cross-currency swap (client receives floating, client pays floating, amortizing, initial and periodic exchange of notionals) |
| Cross-currency swap (client receives floating with floor at 0%, client pays floating, amortizing, initial and periodic exchange of notionals) |
| Cross-currency swap (client receives floating with negative floor, client pays floating, amortizing, initial and periodic exchange of notionals) |
| Cross-currency swap (client receives floating with positive floor, client pays floating, amortizing, initial and periodic exchange of notionals) |
| PRIIP variations |
|---|
| Cross-currency swap (client receives floating, client pays floating, only final exchange of notionals) |
| Cross-currency swap (client receives floating with floor at 0%, client pays floating, only final exchange of notionals) |
| Cross-currency swap (client receives floating with negative floor, client pays floating, only final exchange of notionals) |
| Cross-currency swap; client receives floating with positive floor, client pays floating, only final exchange of notionals) |
| PRIIP variations |
|---|
| Cross-currency swap (client receives floating, client pays floating, amortizing, only periodic exchange of notionals) |
| Cross-currency swap (client receives floating with floor at 0%, client pays floating, amortizing, only periodic exchange of notionals) |
| Cross-currency swap (client receives floating, client pays floating with negative floor, amortizing, only periodic exchange of notionals) |
| Cross-currency swap (client receives floating, client pays floating with positive floor, amortizing, only periodic exchange of notionals) |
| PRIIP variations |
|---|
| Cap swap combination (floor at 0% in swap) |
| Cap swap combination (negative floor in swap) |
| PRIIP variations |
|---|
| Swaption (payer swaption; client buys option on payer swap: client pays fixed, floor at 0%) |
| Swaption (payer swaption; client buys option on payer swap: client pays fixed, negative floor) |
| Swaption (payer swaption; client buys option on payer swap: client pays fixed, positive floor) |
| PRIIP variations |
|---|
| Swaption (payer swaption; client buys option on payer swap: client pays fixed, floor at 0%, periodic premium payments) |
| Swaption (payer swaption; client buys option on payer swap: client pays fixed, negative floor, periodic premium payments) |
| Swaption (payer swaption; client buys option on payer swap: client pays fixed, positive floor, periodic premium payments) |
| PRIIP variations |
|---|
| Swaption (receiver swaption; client sells option on receiver swap: client pays fixed, floor at 0%) |
| Swaption (receiver swaption; client sells option on receiver swap: client pays fixed, negative floor) |
| Swaption (receiver swaption; client sells option on receiver swap: client pays fixed, positive floor) |
| PRIIP variations |
|---|
| Swaption (receiver swaption; client sells option on receiver swap: client pays fixed, floor at 0%, periodic premium payments) |
| Swaption (receiver swaption; client sells option on receiver swap: client pays fixed, negative floor, periodic premium payments) |
| Swaption (receiver swaption; client sells option on receiver swap: client pays fixed, positive floor, periodic premium payments) |
| PRIIP variations |
|---|
| Call_base currency (European, client buys option) |
| Put_base currency (European, client sells option) |
| Call_base currency (American, client buys option) |
| Call_base currency (European, non-deliverable, client buys option) |
| Put_base currency (European, non-deliverable, client sells option) |
| Asian call_base currency (non-deliverable, client buys option) |
| Asian put_base currency (non-deliverable, client sells option) |
| Basket call, client buys option |
| Geometric basket call, client buys option |
| Best of call_base currency, client buys option |
| Worst of call_base currency, client buys option |
| PRIIP variations |
|---|
| Call_base currency, KO(a) in the money, client buys option |
| Call_base currency, KO(a) out of the money, client buys option |
| Put_base currency, KO(a) out of the money, client sells option |
| Put_base currency, KI(a) out of the money, client sells option |
| Call_base currency, KI(a) out of the money, client buys option |
| Call_base currency, KI(a) in the money, client buys option |
| Put_base currency, KI(a) in the money, client sells option |
| Call_base currency, 2KO(a), client buys option |
| Call_base currency, 2KI(a), client buys option |
| Put_base currency, 2KI(a), client sells option |
| Call_base currency, KO(e), client buys option |
| Call_base currency, KI(e), client buys option |
| Put_base currency, KI(e), client sells option |
| Call_base currency, KI(a) in the money, KO(a) out of the money, client buys option |
| Put_base currency, KI(a) in the money, KO(a) out of the money, client sells option |
| Call_base currency, KO(e), KO(a) out of the money, client buys option |
| Call_base currency, KI(e), KO(a) out of the money, client buys option |
| Put_base currency, KI(e), KO(a) out of the money, client sells option |
| Call_base currency, KO(a) out of the money, windowed, client buys option |
| Put_base currency, KO(a) out of the money, windowed, client sells option |
| Call_base currency, KI(a) out of the money, windowed, client buys option |
| Put_base currency, KI(a) out of the money, windowed, client sells option |
| Call_base currency, KO(a) in the money, windowed, client buys option |
| Call_base currency, KI(a) in the money, windowed, client buys option |
| Put_base currency, KI(a) in the money, windowed, client sells option |
| Call_base currency, 2KO(a), windowed, client buys option |
| Call_base currency, 2KI(a), windowed, client buys option |
| Put_base currency, 2KI(a), windowed, client sells option |
| Call_base currency, accruing notional, extinguishing, client buys option |
| Put_base currency, accruing notional, extinguishing, client sells option |
| PRIIP variations |
|---|
| Contingent forward with risk reversal, client sells foreign currency |
| Contingent forward (a), client sells foreign currency |
| Contingent forward (a), windowed, client sells foreign currency |
| Contingent forward (e), client sells foreign currency |
| Contingent forward (a), KO (a), client sells foreign currency |
| Contingent forward (a), leveraged, client sells foreign currency |
| Contingent forward (e), leveraged, client sells foreign currency |
| Leveraged strip of contingent forwards, European contingency level, European knock-out, leveraged, client sells foreign currency |
| Contingent forward (a), 2 contingency levels, client sells foreign currency |
| Contingent forward (a), 2 strike prices, client sells foreign currency |
| Contingent forward (e), 2 strike prices, client sells foreign currency |
| Strip of contigent forwards, unleveraged, client sells foreign currency |
| PRIIP variations |
|---|
| Participation forward, participation opportunity for a declining exchange rate, client sells foreign currency |
| Participation forward, participation opportunity for a rising exchange rate, client sells foreign currency |
| Participation forward (a), participation opportunity for a rising exchange rate, client sells foreign currency |
| Participation forward (a), participation opportunity for a declining exchange rate, client sells foreign currency |
| Participation forward (a), participation opportunity for declining exchange rates, 2 strike prices, client sells foreign currency |
| Participation forward (a), participation opportunity for rising exchange rates, 2 strike prices, client sells foreign currency |
| Participation forward (e), Participation opportunity for a declining exchange rate, client sells foreign currency |
| Participation forward (e), participation opportunity for a rising exchange rate, client sells foreign currency |
| Double participation forward (a), participation opportunity in both directions, client sells foreign currency |
| Double participation forward (e), participation opportunity in both directions, client sells foreign currency |
| PRIIP variations |
|---|
| Deposit plus, client deposits foreign currency |
| Dual currency deposit, client deposits foreign currency |
| Bonus deposit |
| Bonus deposit plus, client deposits foreign currency |
| PRIIP variations |
|---|
| Forward, leveraged, client sells foreign currency |
| Double currency pair forward, client sells foreign currency |
| Forward with observation period (PTF), client sells foreign currency |
| Forward with range(a), client sells foreign currency |
| Forward, KO(a), client sells foreign currency |
| Leveraged strip of forwards, KO(e), client sells foreign currency |
| Forward, accruing, no leverage, client sells foreign currency |
| RELF, client sells foreign currency |
| RELF, minimum notional amount, client sells foreign currency |
| Extendable Forward, client sells foreign currency |
| Leveraged Extinguishing Fader Forward, client sells foreign currency |
| Extendable Leveraged Resurrecting Fader Forward, client sells foreign currency |
| Forward, KO(e), client sells foreign currency |
| Forward, KI(a), KO(a), client sells foreign currency |
| Forward, KI(a), KO(a), leveraged, client sells foreign currency |
| Forward, KO(a), leveraged, client sells foreign currency |
| Forward, KO(e), leveraged, client sells foreign currency |
| Leveraged strip of forwards, KO(a), client sells foreign currency |
| PRIIP variations |
|---|
| Flexible forward, client sells foreign currency |
| Non-deliverable forward, client sells foreign currency |
| FX swap, client sells foreign currency at maturity |
| FX swap based on historic rate, client sells foreign currency at maturity |
| PRIIP variations |
|---|
| Put_base currency (European, client buys option) |
| Call_base currency (European, client sells option) |
| Put_base currency (American, client buys option) |
| Put_base currency (European, non-deliverable, client buys option) |
| Call_base currency (European, non-deliverable, client sells option) |
| Asian put_base currency (non-deliverable, client buys option) |
| Asian call_base currency (non-deliverable, client sells option) |
| PRIIP variations |
|---|
| Put_base currency, KO(a) in the money, client buys option |
| Call_base currency, KO(a) out of the money, client sells option |
| Put_base currency, KO(a) out of the money, client buys option |
| Call_base currency, KI(a) out of the money, client sells option |
| Put_base currency, KI(a) out of the money, client buys option |
| Put_base currency, KI(a) in the money, client buys option |
| Call_base currency, KI(a) in the money, client sells option |
| Put_base currency, 2KO(a), client buys option |
| Call_base currency, 2KI(a), client sells option |
| Put_base currency, 2KI(a), client buys option |
| Put_base currency, KO(e), client buys option |
| Call_base currency, KI(e), client sells option |
| Put_base currency, KI(e), client buys option |
| Call_base currency, KI(a) in the money, KO(a) out of the money, client sells option |
| Put_base currency, KI(a) in the money, KO(a) out of the money, client buys option |
| Put_base currency, KO(e), KO(a) out of the money, client buys option |
| Call_base currency, KI(e), KO(a) out of the money, client sells option |
| Put_base currency, KI(e), KO(a) out of the money, client buys option |
| Call_base currency, KO(a) out of the money, windowed, client sells option |
| Put_base currency, KO(a) out of the money, windowed, client buys option |
| Call_base currency, KI(a) out of the money, windowed, client sells option |
| Put_base currency, KI(a) out of the money, windowed, client buys option |
| Put_base currency, KO(a) in the money, windowed, client buys option |
| Call_base currency, KI(a) in the money, windowed, client sells option |
| Put_base currency, KI(a) in the money, windowed, client buys option |
| Put_base currency, 2KO(a), windowed, client buys option |
| Call_base currency, 2KI(a), windowed, client sells option |
| Put_base currency, 2KI(a), windowed, client buys option |
| Put_base currency, accruing notional, extinguishing, client buys option |
| Call_base currency, accruing notional, extinguishing, client sells option |
| PRIIP variations |
|---|
| Contingent forward with risk reversal, client buys foreign currency |
| Contingent forward (a), client buys foreign currency |
| Contingent forward (a), windowed, client buys foreign currency |
| Contingent forward (e), client buys foreign currency |
| Contingent forward (a), KO (a), client buys foreign currency |
| Contingent forward (a), leveraged, client buys foreign currency |
| Contingent forward (e), leveraged, client buys foreign currency |
| Leveraged strip of contingent forwards, European contingency level, European knock-out, leveraged, client buys foreign currency |
| Contingent forward (a), 2 contingency levels, client buys foreign currency |
| Contingent forward (a), 2 strike prices, client buys foreign currency |
| Contingent forward (e), 2 strike prices, client buys foreign currency |
| PRIIP variations |
|---|
| Participation forward, participation opportunity for a declining exchange rate, client buys foreign currency |
| Participation forward, participation opportunity for a rising exchange rate, client buys foreign currency |
| Participation forward (a), participation opportunity for a rising exchange rate, client buys foreign currency |
| Participation forward (a), participation opportunity for a declining exchange rate, client buys foreign currency |
| Participation forward (a), participation opportunity for declining exchange rates, 2 strike prices, client buys foreign currency |
| Participation forward (a), participation opportunity for rising exchange rates, 2 strike prices, client buys foreign currency |
| Participation forward (e), participation opportunity for a declining exchange rate, client buys foreign currency |
| Participation forward (e), participation opportunity for a rising exchange rate, client buys foreign currency |
| Double participation forward (a), participation opportunity in both directions, client buys foreign currency |
| Double participation forward (e), participation opportunity in both directions, client buys foreign currency |
| PRIIP variations |
|---|
| Deposit plus, client deposits base currency |
| Dual currency deposit, client deposits base currency |
| Bonus deposit |
| Bonus deposit plus, client deposits base currency |
| PRIIP variations |
|---|
| Forward, leveraged, client buys foreign currency |
| Double currency pair forward, client buys foreign currency |
| Forward with observation period (PTF), client buys foreign currency |
| Forward with range(a), client buys foreign currency |
| Forward, KO(a), client buys foreign currency |
| Leveraged strip of forwards, KO(e), client buys foreign currency |
| Forward, accruing, no leverage, client buys foreign currency |
| RELF, client buys foreign currency |
| RELF, minimum notional amount, client buys foreign currency |
| Extendable Forward, client buys foreign currency |
| Leveraged Extinguishing Fader Forward, client buys foreign currency |
| Extendable Leveraged Resurrecting Fader Forward, client buys foreign currency |
| Forward, KO(e), client buys foreign currency |
| Forward, KI(a), KO(a), client buys foreign currency |
| Forward, KI(a), KO(a), leveraged, client buys foreign currency |
| Forward, KO(a), leveraged, client buys foreign currency |
| Forward, KO(e), leveraged, client buys foreign currency |
| Leveraged strip of forwards, KO(a), client buys foreign currency |
| PRIIP variations |
|---|
| Flexible forward, client buys foreign currency |
| Non-deliverable forward, client buys foreign currency |
| FX swap, client buys foreign currency at maturity |
| FX swap based on historic rate, client buys foreign currency at maturity |
* Deutsche Bank AG is of the view that the PRIIPs Regulation [Regulation (EU) No 1286/2014 of the European Parliament and of the Council of 26 November 2014 on key information documents for packaged retail and insurance-based investment products (PRIIPs)] does not require a key information document in relation to deliverable forward foreign exchange contracts. Nevertheless, in line with current market practice in the Netherlands, Deutsche Bank AG provides such a key information document to retail investors in the Netherlands.
