Document ID: chunk:federal_register_of_legislation:F2024C01135:reg:1
Version: federal_register_of_legislation:F2024C01135
Segment Type: reg
Provision Reference: reg 1
Character Range: 13386–14182

1                                                     euro      Euro Interbank Offered Rate (EURIBOR)  3 days to 3 years

(4) A Derivative that is an Overnight Index Swap meets the IRD Class Specifications if a row of the following table contains:
(a)        the Currency in which the notional principal amount and payments under the Derivative are denominated; and
(b)       the Floating Rate Index on which the floating rate for the Derivative is based; and
(c)        a Termination Date Range that includes the period from entry into the Derivative until the termination date for the Derivative.

IRD Class Specifications for Overnight Index Swaps
Item                                                Currency           Floating Rate Index                                Termination Date Range