(a) Compliance dates for interest rate swap classes. The compliance dates for swaps that are required to be cleared under §50.4(a) are specified in the following table.

Table 1 to Paragraph (a)

Open Table
Swap asset class Swap class subtype Currency and floating rate index Stated termination date range Clearing requirement compliance date
Interest Rate Swap Fixed-to-Floating Euro (EUR) EURIBOR 28 days to 50 years Category 1 entities March 11, 2013.
    All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Fixed-to-Floating Sterling (GBP) LIBOR 28 days to 50 years Category 1 entities March 11, 2013.
    All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Fixed-to-Floating U.S. Dollar (USD) LIBOR 28 days to 50 years Category 1 entities March 11, 2013.
All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Fixed-to-Floating Yen (JPY) LIBOR 28 days to 50 years Category 1 entities March 11, 2013.
    All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Fixed-to-Floating Australian Dollar (AUD) BBSW 28 days to 30 years All entities December 13, 2016.
Interest Rate Swap Fixed-to-Floating Canadian Dollar (CAD) CDOR 28 days to 30 years All entities July 10, 2017.
Interest Rate Swap Fixed-to-Floating Hong Kong Dollar (HKD) HIBOR 28 days to 10 years All entities August 30, 2017.
Interest Rate Swap Fixed-to-Floating Mexican Peso (MXN) TIIE-BANXICO 28 days to 21 years All entities December 13, 2016.
Interest Rate Swap Fixed-to-Floating Norwegian Krone (NOK) NIBOR 28 days to 10 years All entities April 10, 2017.
Interest Rate Swap Fixed-to-Floating Polish Zloty (PLN) WIBOR 28 days to 10 years All entities April 10, 2017.
Interest Rate Swap Fixed-to-Floating Singapore Dollar (SGD) SOR-VWAP 28 days to 10 years All entities October 15, 2018.
Interest Rate Swap Fixed-to-Floating Swedish Krona (SEK) STIBOR 28 days to 15 years All entities April 10, 2017.
Interest Rate Swap Fixed-to-Floating Swiss Franc (CHF) LIBOR 28 days to 30 years All entities October 15, 2018.
Interest Rate Swap Basis Euro (EUR) EURIBOR 28 days to 50 years Category 1 entities March 11, 2013.
    All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Basis Sterling (GBP) LIBOR 28 days to 50 years Category 1 entities March 11, 2013.
    All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Basis U.S. Dollar (USD) LIBOR 28 days to 50 years Category 1 entities March 11, 2013.
All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Basis Yen (JPY) LIBOR 28 days to 30 years Category 1 entities March 11, 2013.
    All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Basis Australian Dollar (AUD) BBSW 28 days to 30 years All entities December 13, 2016.
Interest Rate Swap Forward Rate Agreement Euro (EUR) EURIBOR 3 days to 3 years Category 1 entities March 11, 2013.
All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Forward Rate Agreement Sterling (GBP) LIBOR 3 days to 3 years Category 1 entities March 11, 2013.
All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Forward Rate Agreement U.S. Dollar (USD) LIBOR 3 days to 3 years Category 1 entities March 11, 2013.
All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Forward Rate Agreement Yen (JPY) LIBOR 3 days to 3 years Category 1 entities March 11, 2013.
All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
Interest Rate Swap Forward Rate Agreement Polish Zloty (PLN) WIBOR 3 days to 2 years All entities April 10, 2017.
Interest Rate Swap Forward Rate Agreement Norwegian Krone (NOK) NIBOR 3 days to 2 years All entities April 10, 2017.
Interest Rate Swap Forward Rate Agreement Swedish Krona (SEK) STIBOR 3 days to 3 years All entities April 10, 2017.
Interest Rate Swap Overnight Index Swap Euro (EUR) EONIA 7 days to 2 years Category 1 entities March 11, 2013.
All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
    2 years + 1 day to 3 years All entities December 13, 2016.
Interest Rate Swap Overnight Index Swap Sterling (GBP) SONIA 7 days to 2 years Category 1 entities March 11, 2013.
    All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
    2 years + 1 day to 3 years All entities December 13, 2016.
Interest Rate Swap Overnight Index Swap U.S. Dollar (USD) FedFunds 7 days to 2 years Category 1 entities March 11, 2013.
All non-Category 2 entities June 10, 2013.
    Category 2 entities September 9, 2013.
    2 years + 1 day to 3 years All entities December 13, 2016.
Interest Rate Swap Overnight Index Swap Australian Dollar (AUD) AONIA-OIS 7 days to 2 years All entities December 13, 2016.
Interest Rate Swap Overnight Index Swap Canadian Dollar (CAD) CORRA-OIS 7 days to 2 years All entities July 10, 2017.

(b) Compliance dates for credit default swap classes. The compliance dates for swaps that are required to be cleared under §50.4(b) are specified in the following table.

Table 2 to Paragraph (b)

Open Table
Swap asset class Swap class subtype Indices Tenor Clearing requirement compliance date
Credit Default Swap North American untranched CDS indices CDX.NA.IG 3Y, 5Y, 7Y, 10Y Category 1 entities March 11, 2013.
All non-Category 2 entities June 10, 2013.
Category 2 entities September 9, 2013.
Credit Default Swap North American untranched CDS indices CDX.NA.HY 5Y Category 1 entities March 11, 2013.
All non-Category 2 entities June 10, 2013.
Category 2 entities September 9, 2013.
Credit Default Swap European untranched CSD indices iTraxx Europe 5Y, 10Y Category 1 entities April 26, 2013.
Category 2 entities July 25, 2013.
    All non-Category 2 entities October 23, 2013.
Credit Default Swap European untranched CSD indices iTraxx Europe Crossover 5Y Category 1 entities April 26, 2013.
Category 2 entities July 25, 2013.
All non-Category 2 entities October 23, 2013.
Credit Default Swap European untranched CSD indices iTraxx Europe HiVol 5Y Category 1 entities April 26, 2013.
Category 2 entities July 25, 2013.
All non-Category 2 entities October 23, 2013.

[85 FR 76446, Nov. 30, 2020]


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