2013R0149_EN.11

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2012) ⬅️ | ➡️ 2012)

Références LVL1 <=> LVL2

Level 1 reference(s): 2012R0648_EN.10 > 4#b

Article 11 - (Article 10(4)(b) of Regulation (EU) No 648/2012)

Clearing thresholds

The clearing thresholds values for the purpose of the clearing obligation shall be:

(a)

EUR 1 billion in gross notional value for OTC credit derivative contracts;

(b)

EUR 1 billion in gross notional value for OTC equity derivative contracts;

(c)

EUR 3 billion in gross notional value for OTC interest rate derivative contracts;

(d)

EUR 3 billion in gross notional value for OTC foreign exchange derivative contracts;

(e)

EUR 4 billion in gross notional value for OTC commodity derivative contracts and other OTC derivative contracts not provided for under points (a) to (d).