1. (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)Swap asset class Swap class subtype Currency and floating rate index Stated termination date range Clearing requirement compliance date Interest Rate SwapFixed-to-FloatingEuro (EUR) EURIBOR28 days to 50 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapFixed-to-FloatingSterling (GBP) LIBOR28 days to 50 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapFixed-to-FloatingU.S. Dollar (USD) LIBOR28 days to 50 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapFixed-to-FloatingYen (JPY) LIBOR28 days to 50 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapFixed-to-FloatingAustralian Dollar (AUD) BBSW28 days to 30 yearsAll entities December 13, 2016. Interest Rate SwapFixed-to-FloatingCanadian Dollar (CAD) CDOR28 days to 30 yearsAll entities July 10, 2017. Interest Rate SwapFixed-to-FloatingHong Kong Dollar (HKD) HIBOR28 days to 10 yearsAll entities August 30, 2017. Interest Rate SwapFixed-to-FloatingMexican Peso (MXN) TIIE-BANXICO28 days to 21 yearsAll entities December 13, 2016. Interest Rate SwapFixed-to-FloatingNorwegian Krone (NOK) NIBOR28 days to 10 yearsAll entities April 10, 2017. Interest Rate SwapFixed-to-FloatingPolish Zloty (PLN) WIBOR28 days to 10 yearsAll entities April 10, 2017. Interest Rate SwapFixed-to-FloatingSingapore Dollar (SGD) SOR-VWAP28 days to 10 yearsAll entities October 15, 2018. Interest Rate SwapFixed-to-FloatingSwedish Krona (SEK) STIBOR28 days to 15 yearsAll entities April 10, 2017. Interest Rate SwapFixed-to-FloatingSwiss Franc (CHF) LIBOR28 days to 30 yearsAll entities October 15, 2018. Interest Rate SwapBasisEuro (EUR) EURIBOR28 days to 50 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapBasisSterling (GBP) LIBOR28 days to 50 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapBasisU.S. Dollar (USD) LIBOR28 days to 50 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapBasisYen (JPY) LIBOR28 days to 30 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapBasisAustralian Dollar (AUD) BBSW28 days to 30 yearsAll entities December 13, 2016. Interest Rate SwapForward Rate AgreementEuro (EUR) EURIBOR3 days to 3 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapForward Rate AgreementSterling (GBP) LIBOR3 days to 3 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapForward Rate AgreementU.S. Dollar (USD) LIBOR3 days to 3 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapForward Rate AgreementYen (JPY) LIBOR3 days to 3 yearsCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Interest Rate SwapForward Rate AgreementPolish Zloty (PLN) WIBOR3 days to 2 yearsAll entities April 10, 2017. Interest Rate SwapForward Rate AgreementNorwegian Krone (NOK) NIBOR3 days to 2 yearsAll entities April 10, 2017. Interest Rate SwapForward Rate AgreementSwedish Krona (SEK) STIBOR3 days to 3 yearsAll entities April 10, 2017. Interest Rate SwapOvernight Index SwapEuro (EUR) EONIA7 days to 2 yearsCategory 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 yearsAll entities December 13, 2016. Interest Rate SwapOvernight Index SwapSterling (GBP) SONIA7 days to 2 yearsCategory 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 yearsAll entities December 13, 2016. Interest Rate SwapOvernight Index SwapU.S. Dollar (USD) FedFunds7 days to 2 yearsCategory 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 yearsAll entities December 13, 2016. Interest Rate SwapOvernight Index SwapAustralian Dollar (AUD) AONIA-OIS7 days to 2 yearsAll entities December 13, 2016. Interest Rate SwapOvernight Index SwapCanadian Dollar (CAD) CORRA-OIS7 days to 2 yearsAll entities July 10, 2017.

2. (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)Swap asset class Swap class subtype Indices Tenor Clearing requirement compliance date Credit Default SwapNorth American untranched CDS indicesCDX.NA.IG3Y, 5Y, 7Y, 10YCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Credit Default SwapNorth American untranched CDS indicesCDX.NA.HY5YCategory 1 entities March 11, 2013. All non-Category 2 entities June 10, 2013. Category 2 entities September 9, 2013. Credit Default SwapEuropean untranched CSD indicesiTraxx Europe5Y, 10YCategory 1 entities April 26, 2013. Category 2 entities July 25, 2013. All non-Category 2 entities October 23, 2013. Credit Default SwapEuropean untranched CSD indicesiTraxx Europe Crossover5YCategory 1 entities April 26, 2013. Category 2 entities July 25, 2013. All non-Category 2 entities October 23, 2013. Credit Default SwapEuropean untranched CSD indicesiTraxx Europe HiVol5YCategory 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]