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derivative contract

as defined in Regulation (EU) No 648/2012 of the European Parliament and of the Council of…, Article 2, point (5) (Definitions)

a financial instrument as set out in points (4) to (10) of Section C of Annex I to Directive 2004/39/EC as implemented by Article 38 and 39 of Regulation (EC) No 1287/2006

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