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 |