CFR /  Title 17  /  Part 50  /  Sec. 50.4 Classes of swaps required to be cleared.

(a) Interest rate swaps. Swaps that have the following specifications are required to be cleared under section 2(h)(1) of the Act, and shall be cleared pursuant to the rules of any derivatives clearing organization eligible to clear such swaps under Sec. 39.5(a) of this chapter. ----------------------------------------------------------------------------------------------------------------

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Specification Fixed-to-floating swap class----------------------------------------------------------------------------------------------------------------Currency........................ U.S. dollar (USD). Euro (EUR)........ Sterling (GBP).... Yen (JPY).Floating Rate Indexes........... LIBOR............. EURIBOR........... LIBOR............. LIBOR.Stated Termination Date Range... 28 days to 50 28 days to 50 28 days to 50 28 days to 30

years. years. years. years.Optionality..................... No................ No................ No................ No.Dual Currencies................. No................ No................ No................ No.Conditional Notional Amounts.... No................ No................ No................ No.----------------------------------------------------------------------------------------------------------------

Specification Basis swap class----------------------------------------------------------------------------------------------------------------Currency........................ U.S. dollar (USD). Euro (EUR)........ Sterling (GBP).... Yen (JPY).Floating Rate Indexes........... LIBOR............. EURIBOR........... LIBOR............. LIBOR.Stated Termination Date Range... 28 days to 50 28 days to 50 28 days to 50 28 days to 30

years. years. years. years.Optionality..................... No................ No................ No................ No.Dual Currencies................. No................ No................ No................ No.Conditional Notional Amounts.... No................ No................ No................ No.----------------------------------------------------------------------------------------------------------------

Specification Forward rate agreement class----------------------------------------------------------------------------------------------------------------Currency........................ U.S. dollar (USD). Euro (EUR)........ Sterling (GBP).... Yen (JPY).Floating Rate Indexes........... LIBOR............. EURIBOR........... LIBOR............. LIBOR.Stated Termination Date Range... 3 days to 3 years. 3 days to 3 years. 3 days to 3 years. 3 days to 3 years.Optionality..................... No................ No................ No................ No.Dual Currencies................. No................ No................ No................ No.

6. Conditional Notional Amounts. No................ No................ No................ No.----------------------------------------------------------------------------------------------------------------

Specification Overnight index swap class----------------------------------------------------------------------------------------------------------------Currency........................ U.S. dollar (USD). Euro (EUR)........ Sterling (GBP).Floating Rate Indexes........... FedFunds.......... EONIA............. SONIA.Stated Termination Date Range... 7 days to 2 years. 7 days to 2 years. 7 days to 2 years.Optionality..................... No................ No................ No.Dual Currencies................. No................ No................ No.Conditional Notional Amounts.... No................ No................ No.----------------------------------------------------------------------------------------------------------------

(b) Credit default swaps. Swaps that have the following specifications are required to be cleared under section 2(h)(1) of the Act, and shall be cleared pursuant to the rules of any derivatives clearing organization eligible to clear such swaps under Sec. 39.5(a) of this chapter. ----------------------------------------------------------------------------------------------------------------

Specification North American untranched CDS indices class----------------------------------------------------------------------------------------------------------------Reference Entities............................................... Corporate.Region........................................................... North America.Indices.......................................................... CDX.NA.IG; CDX.NA.HY.Tenor............................................................ CDX.NA.IG: 3Y, 5Y, 7Y, 10Y; CDX.NA.HY: 5Y.Applicable Series................................................ CDX.NA.IG 3Y: Series 15 and all subsequent

Series, up to and including the current

Series.

CDX.NA.IG 5Y: Series 11 and all subsequent

Series, up to and including the current

Series.

CDX.NA.IG 7Y: Series 8 and all subsequent

Series, up to and including the current

Series.

CDX.NA.IG 10Y: Series 8 and all subsequent

Series, up to and including the current

Series.

CDX.NA.HY 5Y: Series 11 and all subsequent

Series, up to and including the current

Series.Tranched......................................................... No.----------------------------------------------------------------------------------------------------------------

Specification European untranched CDS indices class----------------------------------------------------------------------------------------------------------------Reference Entities............................................... Corporate.Region........................................................... Europe.Indices.......................................................... iTraxx Europe.

iTraxx Europe Crossover.

iTraxx Europe HiVol.Tenor............................................................ iTraxx Europe: 5Y, 10Y.

iTraxx Europe Crossover: 5Y.

iTraxx Europe HiVol: 5Y.Applicable Series................................................ iTraxx Europe 5Y: Series 10 and all

subsequent Series, up to and including the

current Series.

iTraxx Europe 10Y: Series 7 and all

subsequent Series, up to and including the

current Series.

iTraxx Europe Crossover 5Y: Series 10 and all

subsequent Series, up to and including the

current Series.

iTraxx Europe HiVol 5Y: Series 10 and all

subsequent Series, up to and including the

current Series.Tranched......................................................... No.----------------------------------------------------------------------------------------------------------------