Swap asset class
| Swap class subtype
| Currency and floating rate index
| Stated termination date range
| Clearing requirement compliance date
|
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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 | 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 | Swedish Krona (SEK) STIBOR | 28 days to 15 years | All entities April 10, 2017.
|
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 | 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 | 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) €STR | 7 days to 3 years | All entities September 23, 2022.
|
Interest Rate Swap | Overnight Index Swap | Singapore Dollar (SGD) SORA | 7 days to 10 years | All entities October 31, 2022.
|
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.
|
| | | 3 years + 1 day to 50 years | All entities September 23, 2022.
|
Interest Rate Swap | Overnight Index Swap | Swiss Franc (CHF) SARON | 7 days to 30 years | All entities September 23, 2022.
|
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 | U.S. Dollar (USD) SOFR | 7 days to 50 years | All entities October 31, 2022.
|
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.
|
Interest Rate Swap | Overnight Index Swap | Yen (JPY) TONA | 7 days to 30 years | All entities September 23, 2022. |