ANNEXSupplementary provisions
ANNEX Interest rate OTC derivatives classes subject to the clearing obligation Table 1 Fixed-to-float interest rate swaps classes id Type Reference Index Settlement Currency Maturity Settlement Currency Type Optionality Notional Type C.1.1 Fixed-to-float NIBOR NOK 28D-10Y Single currency No Constant or variable C.1.2 Fixed-to-float WIBOR PLN 28D-10Y Single currency No Constant or variable C.1.3 Fixed-to-float STIBOR SEK 28D-15Y Single currency No Constant or variable Table 2 Forward rate agreement classes id Type Reference Index Settlement Currency Maturity Settlement Currency Type Optionality Notional Type C.2.1 FRA NIBOR NOK 3D-2Y Single currency No Constant or variable C.2.2 FRA WIBOR PLN 3D-2Y Single currency No Constant or variable C.2.3 FRA STIBOR SEK 3D-3Y Single currency No Constant or variable