ANNEX I
Informationrelated to hypothetical capital
|
ID |
Item |
Legal references |
Amount |
|
10 |
Central Counterparty |
— |
|
|
20 |
Default fund identifier |
Art. 50c(1), Regulation (EU) 648/2012 |
|
|
30 |
Calculation date |
Art. 1(2), Commission Implementing Regulation (EU) No 484/2014 |
|
|
40 |
Hypothetical capital (KCCP) |
Art. 50c(1)(a), Regulation (EU) 648/2012 |
|
|
50 |
Sum of pre-funded contributions (DFCM) |
Art. 50c(1)(b), Regulation (EU) 648/2012 |
|
|
60 |
Amount of pre-funded financial resources that it is required to use before using the default fund contributions of the remaining clearing members (DFCCP) |
Art. 50c(1)(c), Regulation (EU) 648/2012 |
|
|
70 |
Total number of clearing members (N) |
Art. 50c(1)(d), Regulation (EU) 648/2012 |
|
|
80 |
Concentration factor (β) |
Art. 50c(1)(e), Regulation (EU) 648/2012 |
|
|
90 |
Total amount of initial margin |
Art. 89(5a) third subparagraph, Regulation (EU) 648/2012 |
|