Credit Default SwapClearing Products

List of Clearing Products

Index

No

Series

Effective Date

Scheduled
Termination Date

Fixed
Rate

Relevant Standard Terms Supplement

1

iTraxx Japan Serie
Number 17 Version 1

21-Mar-2012

20-Jun-2017

100bps

iTraxx Asia/Pacific Legacy Untranched Standard Terms Supplement

2

iTraxx Japan Series
Number 18 Version 1

20-Sep-2012

20-Dec-2017

3

iTraxx Japan Series
Number 19 Version 1

21-Mar-2013

20-Jun-2018

4

iTraxx Japan Series
Number 20 Version 1

20-Sep-2013

20-Dec-2018

5

iTraxx Japan Series
Number 21 Version 1

20-Mar-2014

20-Jun-2019

6

iTraxx Japan Series 22
Version 1

22-Sep-2014

20-Dec-2019

iTraxx Asia/Pacific Untranched
Standard Terms Supplement

7

iTraxx Japan Series 23
Version 1

20-Mar-2015

20-Jun-2020

8

iTraxx Japan Series 24
Version 1

24-Sep-2015

20-Dec-2020

9

iTraxx Japan Series 25
Version 1

22-Mar-2016

20-Jun-2021

10

iTraxx Japan Series 26
Version 1

20-Sep-2016

20-Dec-2021

Single Name

No

Reference Entity

Tenors

Fixed Rate

Transaction Type

1 AEON CO., LTD. 0M-5Y 100bps Standard Japan Corporate*
2 ANA HOLDINGS INC.
3 FUJITSU LIMITED
4 Hitachi, Ltd.
5 HONDA MOTOR CO., LTD.
6 ITOCHU Corporation
7 JFE Holdings, Inc.
8 Kawasaki Heavy Industries, Ltd.
9 Kawasaki Kisen Kaisha, Ltd.
10 Kintetsu Group Holdings Co., Ltd.
11 Kobe Steel, Ltd.
12 Marubeni Corporation
13 Mitsubishi Corporation
14 Mitsubishi Heavy Industries, Ltd.
15 MITSUI & CO., LTD.
16 Mitsui Chemicals, Inc.
17 Mitsui O.S.K. Lines, Ltd.
18 NEC Corporation
19 Nippon Paper Industries Co., Ltd.
20 NIPPON STEEL & SUMITOMO METAL CORPORATION
21 Nippon Yusen Kabushiki Kaisha
22 NISSAN MOTOR CO., LTD.
23 OBAYASHI CORPORATION
24 Oji Holdings Corporation
25 ORIX Corporation
26 Panasonic Corporation
27 SHIMIZU CORPORATION
28 SoftBank Group Corp.
29 SONY CORPORATION
30 Sumitomo Chemical Company, Limited
31 SUMITOMO CORPORATION
32 Sumitomo Realty & Development Co., Ltd.
33 Tokyo Electric Power Company Holdings, Incorporated
34 TOSHIBA CORPORATION
35 TOYOTA MOTOR CORPORATION

* “Standard Japan Corporate” refers to the term that is prescribed in Credit Derivatives Physical Settlement Matrix published by ISDA in September 2014.

To be eligible for Clearing, CDS transactions must meet all of the following requirements prescribed by JSCC:

  1. It shall be the CDS Transaction governed by the master agreement setting forth the basic matters concerning over-the-counter derivative transactions and the ISDA Credit Derivatives Definitions (limited to those prescribed by JSCC);
  2. Both Clearing Participants as the parties to the CDS Transaction shall have made application to JSCC pursuant to Article 48 of the Business Rules in order to have JSCC carry out Assumption of Obligation for the obligations related to such CDS Transaction;
  3. The Notional Amount of the CDS Transaction shall be denominated in Japanese Yen (JPY) and the Settlement Currency thereof shall be JPY;
  4. The Notional Amount of the CDS Transaction shall be no more than JPY 100 billion and all numbers of decimals shall be zero;
  5. The remaining period to the Scheduled Termination Date shall be not less than one day as of the date on which JSCC shall effect Assumption of Obligation;

In addition to those set forth in each Item above, it shall be the CDS Transaction which satisfies any.