ANNEX - Credit Default OTC derivatives classes subject to the clearing obligation
Info
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Article 5 – Entry into force ⬅️ | ➡️ Retour au sommaire
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# Table 1 in anx_1
| 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 |