{
  "url": "https://openlegislation.uk/eu-regulation-2015-2205/annex",
  "json_url": "https://openlegislation.uk/eu-regulation-2015-2205/annex.json",
  "legislation": "eur/2015/2205",
  "legislation_title": "Commission Delegated Regulation (EU) 2015/2205 of 6 August 2015 supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council with regard to regulatory technical standards on the clearing obligation (Text with EEA relevance)",
  "legislation_url": "https://openlegislation.uk/eu-regulation-2015-2205",
  "path": "annex",
  "kind": "annex",
  "number": null,
  "heading": "Interest rate OTC derivatives classes subject to the clearing obligation",
  "text": "Table 1\nBasis swaps classes\nid\nType\nReference Index\nSettlement Currency\nMaturity\nSettlement Currency Type\nOptionality\nNotional Type\nA.1.1\nBasis\nEuribor\nEUR\n28D-50Y\nSingle currency\nNo\nConstant or variable\nA.1.2\nBasis\nLIBOR\nGBP\n28D-50Y\nSingle currency\nNo\nConstant or variable\nA.1.3\nBasis\nLIBOR\nJPY\n28D-30Y\nSingle currency\nNo\nConstant or variable\nA.1.4\nBasis\nLIBOR\nUSD\n28D-50Y\nSingle currency\nNo\nConstant or variable\nTable 2\nFixed-to-float interest rate swaps classes\nid\nType\nReference Index\nSettlement Currency\nMaturity\nSettlement Currency Type\nOptionality\nNotional Type\nA.2.1\nFixed-to-float\nEuribor\nEUR\n28D-50Y\nSingle currency\nNo\nConstant or variable\nA.2.2\nFixed-to-float\nLIBOR\nGBP\n28D-50Y\nSingle currency\nNo\nConstant or variable\nA.2.3\nFixed-to-float\nLIBOR\nJPY\n28D-30Y\nSingle currency\nNo\nConstant or variable\nA.2.4\nFixed-to-float\nLIBOR\nUSD\n28D-50Y\nSingle currency\nNo\nConstant or variable\nTable 3\nForward rate agreement classes\nid\nType\nReference Index\nSettlement Currency\nMaturity\nSettlement Currency Type\nOptionality\nNotional Type\nA.3.1\nFRA\nEuribor\nEUR\n3D-3Y\nSingle currency\nNo\nConstant or variable\nA.3.2\nFRA\nLIBOR\nGBP\n3D-3Y\nSingle currency\nNo\nConstant or variable\nA.3.3\nFRA\nLIBOR\nUSD\n3D-3Y\nSingle currency\nNo\nConstant or variable\nTable 4\nOvernight index swaps classes\nid\nType\nReference Index\nSettlement Currency\nMaturity\nSettlement Currency Type\nOptionality\nNotional Type\nA.4.1\nOIS\nEONIA\nEUR\n7D-3Y\nSingle currency\nNo\nConstant or variable\nA.4.2\nOIS\nFedFunds\nUSD\n7D-3Y\nSingle currency\nNo\nConstant or variable\nA.4.3\nOIS\nSONIA\nGBP\n7D-3Y\nSingle currency\nNo\nConstant or variable",
  "extent": "E+W+S+N.I.",
  "status": null,
  "version": "current",
  "annotations": [],
  "outstanding_effects": [],
  "provenance": {
    "source": "legislation.gov.uk",
    "source_url": "https://www.legislation.gov.uk/eur/2015/2205/annex",
    "retrieved_at": "2026-11-01T14:46:16.891232+00:00"
  },
  "licence": "Open Government Licence v3.0",
  "licence_url": "https://www.nationalarchives.gov.uk/doc/open-government-licence/version/3/",
  "attribution": "Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives."
}