# 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), Annex: Interest rate OTC derivatives classes subject to the clearing obligation Extent: E+W+S+N.I. Table 1 Basis swaps classes id Type Reference Index Settlement Currency Maturity Settlement Currency Type Optionality Notional Type A.1.1 Basis Euribor EUR 28D-50Y Single currency No Constant or variable A.1.2 Basis LIBOR GBP 28D-50Y Single currency No Constant or variable A.1.3 Basis LIBOR JPY 28D-30Y Single currency No Constant or variable A.1.4 Basis LIBOR USD 28D-50Y Single currency No Constant or variable Table 2 Fixed-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 Table 3 Forward rate agreement classes id Type Reference Index Settlement Currency Maturity Settlement Currency Type Optionality Notional Type A.3.1 FRA Euribor EUR 3D-3Y Single currency No Constant or variable A.3.2 FRA LIBOR GBP 3D-3Y Single currency No Constant or variable A.3.3 FRA LIBOR USD 3D-3Y Single currency No Constant or variable Table 4 Overnight index swaps classes id Type Reference Index Settlement Currency Maturity Settlement Currency Type Optionality Notional Type A.4.1 OIS EONIA EUR 7D-3Y Single currency No Constant or variable A.4.2 OIS FedFunds USD 7D-3Y Single currency No Constant or variable A.4.3 OIS SONIA GBP 7D-3Y Single currency No Constant or variable --- Source: https://www.legislation.gov.uk/eur/2015/2205/annex (the official version) Page: https://openlegislation.uk/eu-regulation-2015-2205/annex Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.