17 C.F.R. § 240.3a67-2
Categories of security-based swaps.
Cite as 17 C.F.R. § 240.3a67-2 (2026)
For purposes of section 3(a)(67) of the Act, 15 U.S.C. 78c(a)(67), and the rules thereunder, the terms
major security-based swap category, category of security-based swaps
and any similar terms mean either of the following categories of security-based swaps:
(a)
Debt security-based swaps.
Any security-based swap that is based, in whole or in part, on one or more instruments of indebtedness (including loans), or on a credit event relating to one or more issuers or securities, including but not limited to any security-based swap that is a credit default swap, total return swap on one or more debt instruments, debt swap, debt index swap, or credit spread.
(b)
Other security-based swaps.
Any security-based swap not described in paragraph (a) of this section.
- Cross-references to the US Code
- 15:78c