Versionen auswählen:
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)
Article 1
Classes of OTC derivatives subject to the clearing obligation
Article 2
Categories of counterparties
Article 3
Dates from which the clearing obligation takes effect
Article 4
Minimum remaining maturity
Article 5
Entry into force
ANNEX
Interest rate OTC derivatives classes subject to the clearing obligation
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 |
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 |
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)
Article 1
Classes of OTC derivatives subject to the clearing obligation
Article 2
Categories of counterparties
Article 3
Dates from which the clearing obligation takes effect
Article 4
Minimum remaining maturity
Article 5
Entry into force
ANNEX
Interest rate OTC derivatives classes subject to the clearing obligation
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 |
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 |