# 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), Annex: Interest rate OTC derivatives classes subject to the clearing obligation

Extent: E+W+S+N.I.

Table 1
Fixed-to-float interest rate swaps classes
id
Type
Reference Index
Settlement Currency
Maturity
Settlement Currency Type
Optionality
Notional Type
C.1.1
Fixed-to-float
NIBOR
NOK
28D-10Y
Single currency
No
Constant or variable
C.1.2
Fixed-to-float
WIBOR
PLN
28D-10Y
Single currency
No
Constant or variable
C.1.3
Fixed-to-float
STIBOR
SEK
28D-15Y
Single currency
No
Constant or variable
Table 2
Forward rate agreement classes
id
Type
Reference Index
Settlement Currency
Maturity
Settlement Currency Type
Optionality
Notional Type
C.2.1
FRA
NIBOR
NOK
3D-2Y
Single currency
No
Constant or variable
C.2.2
FRA
WIBOR
PLN
3D-2Y
Single currency
No
Constant or variable
C.2.3
FRA
STIBOR
SEK
3D-3Y
Single currency
No
Constant or variable

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Source: https://www.legislation.gov.uk/eur/2016/1178/annex (the official version)
Page: https://openlegislation.uk/eu-regulation-2016-1178/annex
Contains public sector information licensed under the Open Government Licence v3.0. Source: legislation.gov.uk, The National Archives.