Section 806.50� Documentation Requirements

An insurer shall maintain documentation and records relating to each derivative transaction, including, but not limited to:

a)�������� The purpose or purposes of the transaction;

b)�������� The assets or liabilities to which the transaction relates;

c)�������� The specific derivative instrument used in the transaction;

d)�������� For over-the-counter derivative instrument transactions, the name of the counterparty and the counterparty exposure amount; and

e)�������� For exchange traded derivative instruments, the name of the exchange and the name of the firm that handled the trade.