Swap Execution Facility Products

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Organization Product Name Type Status Date Category Subcategory Remarks Documents
TPSEF Basis Swaps - USD-Federal Funds-SOFR Swap Certified 12/10/2020 Financial Instrument Interest Rate 1
DWSEF Basis Swaps - USD 3-Month BSBY vs. 1-Month BSBY; Basis Swaps - USD SOFR vs. 3-Month BSBY; and Basis Swaps - USD SOFR vs. 1-Month BSBY Swap Certified 02/04/2022 Financial Instrument Interest Rate 2
CBOESEF Fix-to-Floating IRS (U.S. Dollar) (IMM Starting) (5-Year) Swap Certified 09/26/2013 Financial Instrument Interest Rate Subject to request for MAT determination. Comment period closes December 2, 2013. http://comments.cftc.gov/PublicComments/CommentList.aspx?id=1409 5
TRAD Markit iBoxx TRS - GBP Corporates Swap Certified 04/29/2014 Financial Instrument Credit Index 1
TPSEF CDS Index Contract -- North America High Yield Swaps Swap Certified 12/16/2015 Financial Instrument Credit Event 1
TDERIV Forward Rate Agreement (FRA)-CZK Swap Certified 01/16/2017 Financial Instrument Interest Rate 2
TPSEF Equity Index Swaps - S&P 500 Financials Sector Total Return Index Swap Certified 01/24/2020 Financial Instrument Equity Index 1
TPSEF Deliverable Foreign Exchange Options - JPY/CNH Swap (Option on a Commodity) Certified 03/05/2020 Financial Instrument Currency 1
CBOESEF Fix-to-Floating IRS (U.S. Dollar) (IMM Starting) (7-Year) Swap Certified 09/26/2013 Financial Instrument Interest Rate Subject to request for MAT determination. Comment period closes December 2, 2013. http://comments.cftc.gov/PublicComments/CommentList.aspx?id=1409 5
BSEF Commodities - Date Spread Mont Belvieu LDH Propane Contract Swap Certified 01/20/2015 Natural Resource Liquified Petroleum Gases/NGLs 1
TPSEF CDS Index Contracts - ITRXAEJ.IG (iTraxxr Asia ex-Japan Investment Grade) Swap Certified 08/19/2015 Financial Instrument Credit Event 1
TPSEF CDS Index Contract -- North America High Yield Swaptions Swap (Option on a Swap) Certified 12/16/2015 Financial Instrument Credit Event 1
TDERIV Forward Rate Agreement (FRA)-HKD Swap Certified 01/16/2017 Financial Instrument Interest Rate 2
TPSEF Equity Index Swaps - S&P 500 Health Care Sector Total Return Index Swap Certified 01/24/2020 Financial Instrument Equity Index 1
TPSEF Deliverable Foreign Exchange Options - JPY/HKD Swap (Option on a Commodity) Certified 03/05/2020 Financial Instrument Currency 1
CBOESEF Fix-to-Floating IRS (U.S. Dollar) (IMM Starting) (10-Year) Swap Certified 09/26/2013 Financial Instrument Interest Rate Subject to request for MAT determination. Comment period closes December 2, 2013. http://comments.cftc.gov/PublicComments/CommentList.aspx?id=1409 5
BSEF Commodities - Fixed Floating Strip Mont Belvieu LDH Propane Contract Swap Certified 01/20/2015 Natural Resource Liquified Petroleum Gases/NGLs 1
TDERIV Forward Rate Agreement (FRA)-HUF Swap Certified 01/16/2017 Financial Instrument Interest Rate 2
TPSEF Equity Index Swaps - S&P 500 Industrials Sector Total Return Index Swap Certified 01/24/2020 Financial Instrument Equity Index 1
TPSEF Deliverable Foreign Exchange Options - JPY/SGD Swap (Option on a Commodity) Certified 03/05/2020 Financial Instrument Currency 1
CBOESEF Fix-to-Floating IRS (U.S. Dollar) (IMM Starting) (12-Year) Swap Certified 09/26/2013 Financial Instrument Interest Rate Subject to request for MAT determination. Comment period closes December 2, 2013. http://comments.cftc.gov/PublicComments/CommentList.aspx?id=1409 5
BSEF Commodities Option Strip Aluminum Alloy Contract Swap Certified 11/24/2014 Natural Resource Metal 1
BSEF Commodities - Fixed Floating Swap/Cash Settled Forward Mont Belvieu LDH Propane Contract Swap Certified 01/20/2015 Natural Resource Liquified Petroleum Gases/NGLs 1
TDERIV Forward Rate Agreement (FRA)-PLN Swap Certified 01/16/2017 Financial Instrument Interest Rate 2
TPSEF Equity Index Swaps - S&P 500 Materials Sector Total Return Index Swap Certified 01/24/2020 Financial Instrument Equity Index 1
TPSEF Deliverable Foreign Exchange Options - JPY/THB Swap (Option on a Commodity) Certified 03/05/2020 Financial Instrument Currency 1
BSEF CDS Index Contract - iTraxx MSCI ESG Screened Europe Index Contract Swap Certified 03/18/2020 Financial Instrument Credit Event 1
CBOESEF Fix-to-Floating IRS (U.S. Dollar) (IMM Starting) (15-Year) Swap Certified 09/26/2013 Financial Instrument Interest Rate Subject to request for MAT determination. Comment period closes December 2, 2013. http://comments.cftc.gov/PublicComments/CommentList.aspx?id=1409 5
BSEF Commodities Option Strip Aluminum Contract Swap Certified 11/24/2014 Natural Resource Metal 1
BSEF Commodities - Option Mont Belvieu LDH Propane Contract Swap Certified 01/20/2015 Natural Resource Liquified Petroleum Gases/NGLs 1
TDERIV Forward Rate Agreement (FRA)-SGD Swap Certified 01/16/2017 Financial Instrument Interest Rate 2
TPSEF Equity Index Swaps - S&P 500 Real Estate Sector Total Return Index Swap Certified 01/24/2020 Financial Instrument Equity Index 1
TPSEF Deliverable Foreign Exchange Options - MXN/JPY Swap (Option on a Commodity) Certified 03/05/2020 Financial Instrument Currency 1
BSEF CDS Index Contract - CDX North American Investment Grade (BBB-rated) Index Contract Swap Certified 03/18/2020 Financial Instrument Credit Event 1
BSEF CDS Index Contract - CDX Emerging Markets HY Index Swap Certified 09/28/2023 Financial Instrument Credit Event 1
CBOESEF Fix-to-Floating IRS (U.S. Dollar) (IMM Starting) (20-Year) Swap Certified 09/26/2013 Financial Instrument Interest Rate Subject to request for MAT determination. Comment period closes December 2, 2013. http://comments.cftc.gov/PublicComments/CommentList.aspx?id=1409 5
BSEF Commodities Option Strip Corn Contract Swap Certified 11/24/2014 Agriculture Grain/Grain Product 1
BSEF CDS Index Contract - MCDX Swap Certified 08/04/2016 Financial Instrument Credit Event 1
LATAM Mexican TIIE Fixed/Floating Interest Rate Swaption ("MXN TIIE Swaption") Swap Certified 07/17/2017 Financial Instrument Interest Rate 1
TPSEF Equity Index Swaps - S&P 500 Utilities Sector Total Return Index Swap Certified 01/24/2020 Financial Instrument Equity Index 1
TPSEF Deliverable Foreign Exchange Options - NOK/JPY Swap (Option on a Commodity) Certified 03/05/2020 Financial Instrument Currency 1
BSEF CDS Index Contract - CDX North American High Yield (Ex-BB) Contract Swap Certified 03/18/2020 Financial Instrument Credit Event 1
BSEF Interest Rate EUR Euribor Fixed-to-Floating Contract (2-Year) (CME) Swap Certified 11/01/2013 Financial Instrument Interest Rate 1
CBOESEF Fix-to-Floating IRS (U.S. Dollar) (IMM Starting) (30-Year) Swap Certified 09/26/2013 Financial Instrument Interest Rate Subject to request for MAT determination. Comment period closes December 2, 2013. http://comments.cftc.gov/PublicComments/CommentList.aspx?id=1409 5
BSEF Commodities Option Strip Henry Hub Natural Gas Contract Swap Certified 11/24/2014 Natural Resource Natural Gas 1
BSEF CDS Index Contract - LCDX Swap Certified 08/04/2016 Financial Instrument Credit Event 1
CMSEF CMSEF Fixed to Floating Swaps (USD LIBOR) Swap Certified 09/13/2016 Financial Instrument Interest Rate 1
TPSEF Commodity Index Swaps - BCOM Brent Crude Capped ER Swap Certified 06/27/2019 Financial Instrument Nonequity Index 1
TPSEF Equity Index Swaps - S&P 500 Value Total Return Index Swap Certified 01/24/2020 Financial Instrument Equity Index 1
TPSEF Deliverable Foreign Exchange Options - NOK/SEK Swap (Option on a Commodity) Certified 03/05/2020 Financial Instrument Currency 1