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Annex 1

Annex 1

ANNEX

In the Annex to Delegated Regulation (EU) 2015/2205, Table 4 is amended as follows:

(1)

the row for entry D.4.3 is deleted;

(2)

the following rows for entries E.4.1 and E.4.2 are added:

‘E.4.1

OIS

SOFR

USD

7D-50Y

Single currency

No

Constant or variable

E.4.2

OIS

TONA

JPY

7D-30Y

Single currency

No

Constant or variable’

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