Annex 1

(Art. 6 para. 1)

Clearing of Derivatives Categories via a Central Counterparty

I. OTC interest rate derivatives

Type	Reference interest rate	Settlement currency	Term	Type of settlement currency	Option	Type of nominal value
1. Basis-Swap	EURIBOR	EUR	28D–50Y	same currency	no	constant or variable
2. Fixed-to-Float	EURIBOR	EUR	28D–50Y	same currency	no	constant or variable
3. Forward Rate Agreement	EURIBOR	EUR	3D–3Y	same currency	no	constant or variable
4. Overnight Index Swap	FedFunds	USD	7D–3Y	same currency	no	constant or variable
5. Overnight Index Swap	€STR	EUR	7D–3Y	same currency	no	constant or variable
6. Overnight Index Swap	SONIA	GBP	7D–50Y	same currency	no	constant or variable
7. Overnight Index Swap	SOFR	USD	7D–3Y	same currency	no	constant or variable
8. Overnight Index Swap	TONA	JPY	7D–30Y	same currency	no	constant or variable

II. OTC credit derivatives

Type	Subtype	Region	Reference index	Settlement currency	Series	Term
1. Index CDS	Index, not tranched	Europe	iTraxx Europe Main	EUR	From 17	5Y
2. Index CDS	Index, not tranched	Europe	iTraxx Europe Crossover	EUR	From 17	5Y