Annex Credit Default OTC derivatives classes subject to the clearing obligation
United Kingdom
European untranched Index CDS Classes
| id | Type | Sub-type | Geographical Zone | Reference Index | Settlement Currency | Series | Tenor |
|---|---|---|---|---|---|---|---|
| B.1.1 | Index CDS | Untranched Index | Europe | iTraxx Europe Main | EUR | 17 onwards | 5Y |
| B.1.2 | Index CDS | Untranched Index | Europe | iTraxx Europe Crossover | EUR | 17 onwards | 5Y |