
Article 1 
The derivatives set out in the Annex shall be subject to the trading obligation referred to in Article 28 of Regulation (EU) No 600/2014.
A derivative referred to in Table 1, Table 2 and Table 3 of the Annex shall be deemed to have a tenor of 2, 3, 4, 5, 6, 7, 8, 9, 10, 12, 15, 20 or 30 years where the period of time between the date at which the obligations under that contract come into effect and the termination date of that contract equals one of those periods of time, plus or minus 5 days.
Article 2 
The trading obligation referred to in Article 28 of Regulation (EU) No 600/2014 shall, for each category of counterparties referred to in Article 3 of Delegated Regulation (EU) 2015/2205 and Article 3 of Delegated Regulation (EU) 2016/592, take effect from the later of the following dates:

((a)) 3 January 2018;
((b)) the date referred to in Article 3 of Delegated Regulation (EU) 2015/2205 or Article 3 of Delegated Regulation (EU) 2016/592 for that category of counterparties.
Article 3 
This Regulation shall enter into force on the day following that of its publication in the Official Journal of the European Union.
This Regulation shall be binding in its entirety and directly applicable in all Member States.Done at Brussels, 17 November 2017.
For the Commission
The President
Jean-Claude JUNCKER
ANNEX
Fixed-to-Float single currency interest rate swaps – EUR EURIBOR 3 and 6M
Settlement currency EUR EUR
Trade start type Spot (T+2) Spot (T+2)
Optionality No No
Tenor 2,3,4,5,6,7,8,9,10,12,15,20,30Y 2,3,4,5,6,7,10,15,20,30Y
Notional type Constant Notional Constant Notional
Fixed leg
Payment frequency Annual or semi-annual Annual or semi-annual
Day count convention 30/360 or Actual/360 30/360 or Actual/360
Floating leg
Reference index EURIBOR 6M EURIBOR 3M
Reset frequency Semi-annual or quarterly Quarterly
Day count convention Actual/360 Actual/360
Fixed-to-Float single currency interest rate swaps – USD LIBOR 3M
Settlement currency USD USD
Trade start type Spot (T+2) IMM (next two IMM dates)
Optionality No No
Tenor 2,3,4,5, 6,7,10,12,15,20,30Y 2,3,4,5,6,7,10,12,15,20,30Y
Notional type Constant Notional Constant Notional
Fixed leg
Payment frequency Annual or semi-annual Annual or semi-annual
Day count convention 30/360 or Actual/360 30/360 or Actual/360
Floating leg
Reference index USD LIBOR 3M USD LIBOR 3M
Reset frequency Quarterly Quarterly
Day count convention Actual/360 Actual/360Fixed-to-Float single currency interest rate swaps – USD LIBOR 6M
Settlement currency USD USD
Trade start type Spot (T+2) IMM (next two IMM dates)
Optionality No No
Tenor 2,3,4,5, 6,7,10,12,15,20,30Y 2,3,4,5,6,7,10,12,15,20,30Y
Notional type Constant Notional Constant Notional
Fixed leg
Payment frequency Annual or semi-annual Annual or semi-annual
Day count convention 30/360 or Actual/360 30/360 or Actual/360
Floating leg
Reference index USD LIBOR 6M USD LIBOR 6M
Reset frequency Quarterly or semi-annual Quarterly or semi-annual
Day count convention Actual/360 Actual/360
Fixed-to-Float single currency interest rate swaps – GBP LIBOR 3 and 6M
Settlement currency GBP GBP
Trade start type Spot (T+0) Spot (T+0)
Optionality No No
Tenor 2,3,4,5,6,7,10,15,20,30Y 2,3,4,5,6,7,10,15,20,30Y
Notional type Constant Notional Constant Notional
Fixed leg
Payment frequency Quarterly or semi-annual Quarterly or semi-annual
Day count convention Actual/365F Actual/365F
Floating leg
Reference index GBP LIBOR 6M GBP LIBOR 3M
Reset frequency Semi-annual or quarterly Quarterly
Day count convention Actual/365F Actual/365F
Type Sub-type Geographical zone Reference index Settlement Currency Series Tenor
Index CDS Untranched index Europe iTraxx Europe Main EUR on-the-run seriesfirst off-the-run series 5y
Index CDS Untranched index Europe iTraxx Europe Crossover EUR on-the-run seriesfirst off-the-run series 5y