{
  "url": "https://openlegislation.uk/eu-regulation-2016-1178/annex",
  "json_url": "https://openlegislation.uk/eu-regulation-2016-1178/annex.json",
  "legislation": "eur/2016/1178",
  "legislation_title": "Commission Delegated Regulation (EU) 2016/1178 of 10 June 2016 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-2016-1178",
  "path": "annex",
  "kind": "annex",
  "number": null,
  "heading": "Interest rate OTC derivatives classes subject to the clearing obligation",
  "text": "Table 1\nFixed-to-float interest rate swaps classes\nid\nType\nReference Index\nSettlement Currency\nMaturity\nSettlement Currency Type\nOptionality\nNotional Type\nC.1.1\nFixed-to-float\nNIBOR\nNOK\n28D-10Y\nSingle currency\nNo\nConstant or variable\nC.1.2\nFixed-to-float\nWIBOR\nPLN\n28D-10Y\nSingle currency\nNo\nConstant or variable\nC.1.3\nFixed-to-float\nSTIBOR\nSEK\n28D-15Y\nSingle currency\nNo\nConstant or variable\nTable 2\nForward rate agreement classes\nid\nType\nReference Index\nSettlement Currency\nMaturity\nSettlement Currency Type\nOptionality\nNotional Type\nC.2.1\nFRA\nNIBOR\nNOK\n3D-2Y\nSingle currency\nNo\nConstant or variable\nC.2.2\nFRA\nWIBOR\nPLN\n3D-2Y\nSingle currency\nNo\nConstant or variable\nC.2.3\nFRA\nSTIBOR\nSEK\n3D-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/2016/1178/annex",
    "retrieved_at": "2026-11-01T14:45:40.878860+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."
}