ANNEXInterest rate OTC derivatives classes subject to the clearing obligation
Table 2Fixed-to-float interest rate swaps classes
id | Type | Reference Index | Settlement Currency | Maturity | Settlement Currency Type | Optionality | Notional Type |
|---|---|---|---|---|---|---|---|
A.2.1 | Fixed-to-float | Euribor | EUR | 28D-50Y | Single currency | No | Constant or variable |
A.2.2 | Fixed-to-float | LIBOR | GBP | 28D-50Y | Single currency | No | Constant or variable |
A.2.3 | Fixed-to-float | LIBOR | JPY | 28D-30Y | Single currency | No | Constant or variable |
A.2.4 | Fixed-to-float | LIBOR | USD | 28D-50Y | Single currency | No | Constant or variable |