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 |