{"release":{"id":"a4f2a0495fe55b47323883f82977a9b34ab66171ec9623e39925d3a7045b6c81","published":"2026-11-01T16:41:30Z","pinned":false},"limits":{"coverage":{"history":"from:2023-02-14","held_since":"2023-02-14","gaps":[],"covered":["2015/2205 — RTS — Clearing obligation [in force] L2"],"not_covered":["national guidance","court 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2024","check":{"against":"EUR-Lex","on":"2026-10-26"},"check_result":"matched","official_url":"https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:02015R2205-20240211","valid_from":"2015-12-21","valid_until":null,"content_id":"24431645cb292a72","versions":["2015-12-21"],"version_url":"https://www.headlesslaw.com/emir/level-2/rts/2015-2205-clearing-obligation/annexes/annex/versions/2023-02-14","revision_url":"https://www.headlesslaw.com/emir/level-2/rts/2015-2205-clearing-obligation/annexes/annex/versions/2023-02-14/rev/24431645cb292a72","versions_url":"https://www.headlesslaw.com/emir/level-2/rts/2015-2205-clearing-obligation/annexes/annex/versions","relations_url":"https://www.headlesslaw.com/emir/level-2/rts/2015-2205-clearing-obligation/annexes/annex/relations","act_url":"https://www.headlesslaw.com/emir/level-2/rts/2015-2205-clearing-obligation#annex","source_line":"Commission Delegated Regulation (EU) 2015/2205 · binding · OJ L 314, 1.12.2015 · dated 6 Aug 2015 [in force]","attribution":{"prepared_by":"European Commission","published_by":"Publications Office of the EU","published_in":"Official Journal of the European Union","document_type":"delegated_regulation","legal_nature":"binding_adopted","addressees":"not stated in the document","dates":{"document_date":"2015-08-06","entry_into_force":"2015-12-21","locators":{"document_date":"CELLAR 32015R2205 work_date_document","entry_into_force":"CELLAR 32015R2205 resource_legal_date_entry-into-force (earliest)"}},"adoption":null},"context":{"act":{"work_id":"spaces/emir/level-2/rts/2015-2205-clearing-obligation","path":"/emir/level-2/rts/2015-2205-clearing-obligation","name":"Commission Delegated Regulation (EU) 2015/2205","number":"2015/2205","celex":"32015R2205","title_official":"COMMISSION DELEGATED REGULATION (EU) 2015/2205 of 6 August 2015 supplementing Regulation (EU) No 648/2012 of the European Parliament and of the Council with regard to regulatory technical standards on the clearing obligation (Text with EEA relevance)","document_date":"2015-08-06"},"position":{"kind":"annex","key":"annex","index":1,"articles":5,"annexes":1},"prev":{"path":"/emir/level-2/rts/2015-2205-clearing-obligation/articles/5","key":"5","title":"Article 5 — Entry into force"},"next":null,"act_anchor":"#annex"}},"provenance":{"official_url":"https://eur-lex.europa.eu/legal-content/EN/TXT/?uri=CELEX:02015R2205-20240211","check":{"result":"matched","checked_at":"2026-10-26","against":"EUR-Lex"},"repo_path":"spaces/emir/level-2/rts/2015-2205-clearing-obligation.md","unit_text_sha256":"8e26e7b5bb884a067973569d5311bdb914ce1d0f4e6dfc320c0d52afda2bd619","note":"the unit is a byte-exact part of the act page, whose check record covers it"},"unit":{"locator":"spaces/emir/level-2/rts/2015-2205-clearing-obligation/annex","kind":"annex","key":"annex","heading":"ANNEX","text":"## ANNEX\n\n<a id=\"annex\"></a>Interest rate OTC derivatives classes subject to the clearing obligation\n\nTable 1\n\nBasis swaps classes\n\n<!-- table: t01 -->\n<!-- lint: table-cell-ok — verbatim table of the official text, rendered from its table file -->\n| id | Type | Reference Index | Settlement Currency | Maturity | Settlement Currency Type | Optionality | Notional Type |\n| --- | --- | --- | --- | --- | --- | --- | --- |\n| A.1.1 | Basis | Euribor | EUR | 28D-50Y | Single currency | No | Constant or variable |\n<!-- /table -->\n\nTable 2\n\nFixed-to-float interest rate swaps classes\n\n<!-- table: t02 -->\n<!-- lint: table-cell-ok — verbatim table of the official text, rendered from its table file -->\n| id | Type | Reference Index | Settlement Currency | Maturity | Settlement Currency Type | Optionality | Notional Type |\n| --- | --- | --- | --- | --- | --- | --- | --- |\n| A.2.1 | Fixed-to-float | Euribor | EUR | 28D-50Y | Single currency | No | Constant or variable |\n<!-- /table -->\n\nTable 3\n\nForward rate agreement classes\n\n<!-- table: t03 -->\n<!-- lint: table-cell-ok — verbatim table of the official text, rendered from its table file -->\n| id | Type | Reference Index | Settlement Currency | Maturity | Settlement Currency Type | Optionality | Notional Type |\n| --- | --- | --- | --- | --- | --- | --- | --- |\n| A.3.1 | FRA | Euribor | EUR | 3D-3Y | Single currency | No | Constant or variable |\n<!-- /table -->\n\nTable 4\n\nOvernight index swaps classes\n\n<!-- table: t04 -->\n<table>\n<tbody>\n<tr><td><strong>id</strong></td><td><strong>Type</strong></td><td><strong>Reference Index</strong></td><td><strong>Settlement Currency</strong></td><td><strong>Maturity</strong></td><td><strong>Settlement Currency Type</strong></td><td><strong>Optionality</strong></td><td><strong>Notional Type</strong></td></tr>\n<tr><td>A.4.2</td><td>OIS</td><td>FedFunds</td><td>USD</td><td>7D-3Y</td><td>Single currency</td><td>No</td><td>Constant or variable</td></tr>\n<tr><td>D.4.1</td><td>OIS</td><td>€STR</td><td>EUR</td><td>7D-3Y</td><td>Single currency</td><td>No</td><td>Constant or variable</td></tr>\n<tr><td>D.4.2</td><td>OIS</td><td>SONIA</td><td>GBP</td><td>7D-50Y</td><td>Single currency</td><td>No</td><td>Constant or variable</td></tr>\n<tr><td colspan=\"8\"></td></tr>\n<tr><td colspan=\"8\"></td></tr>\n<tr><td>E.4.1</td><td>OIS</td><td>SOFR</td><td>USD</td><td>7D-50Y</td><td>Single currency</td><td>No</td><td>Constant or variable</td></tr>\n<tr><td>E.4.2</td><td>OIS</td><td>TONA</td><td>JPY</td><td>7D-30Y</td><td>Single currency</td><td>No</td><td>Constant or variable</td></tr>\n</tbody>\n</table>\n<!-- /table -->\n\n","marks":[],"text_hash":"8e26e7b5bb884a067973569d5311bdb914ce1d0f4e6dfc320c0d52afda2bd619","revision":1}}