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Commission Delegated Regulation (EU) 2016/592 of 1 March 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)RecitalsArticle 1 Classes of OTC derivatives subject to the clearing obligationArticle 2 Categories of counterpartiesArticle 3 Dates from which the clearing obligation takes effectArticle 4 Minimum remaining maturityArticle 5 Entry into forceAnnex - Credit Default OTC derivatives classes subject to the clearing obligationDone at
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Version status: Entered into force | Document consolidation status: Updated to reflect all known changes
Version date: 9 May 2016 - onwards
Version 2 of 2

Annex - Credit Default OTC derivatives classes subject to the clearing obligation

 

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
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