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 |