ANNEX I
Info
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Article 5 – Entry into force and date of application ⬅️ | ➡️ Article II – Central counterparty (CCP) name
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 (K
CCP
)
Art. 50c(1)(a), Regulation (EU) 648/2012
50
Sum of pre-funded contributions (DF
CM
)
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 (DF
CCP
)
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# Table 1 in anx_I
| 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 |
Table 1 in anx_II
| Template ID | Instructions |
|---|---|
| 10 | Central counterparty (CCP) name |
| Format | Text, any number of characters |
| 20 | Default fund identifier |
| Legal references | Article 50c(1) of Regulation (EU) No 648/2012 |
| Instruction | In accordance with Article 50c(1) where the CCP has more than one default fund, it shall report the information in the first subparagraph of that Article for each default fund separately. |
| Format | Text, any number of characters |
| Calculation | None |
| 30 | Calculation date |
| Legal references | Article 1(2) of this Regulation |
| Note | Calculation date in accordance with Article 1(2) of this Regulation depending on the required frequency. |
| Format | YYYY-MM-DDFour-digit year, hyphen, two-digit month, hyphen, two-digit day |
| Calculation | None |
| 40 | Hypothetical capital (KCCP) |
| Legal references | Article 50c(1)(a) of Regulation (EU) No 648/2012 |
| Instructions | The reporting currency shall be identified using ISO 4217 currency code followed by a space and the amount. Figures can be rounded with a rounding error smaller than 1 %. |
| Format | ISO-Code amount |
| Calculation | The hypothetical capital shall be calculated as required in Article 50a(2) of Regulation (EU) No 648/2012. |
| 50 | Sum of pre-funded contributions (DFCM) |
| Legal references | Article 50c(1)(b) of Regulation (EU) No 648/2012. |
| Calculation | The pre-funded contributions shall be calculated as the sum of the pre-funded contribution of clearing member as required in Article 308(2) of Regulation (EU) No 575/2013. |
| Instructions | The reporting currency shall be identified using ISO 4217 currency code followed by a space and the amount. Figures can be rounded with a rounding error smaller than 1 %. |
| Format | ISO-Code amount |
| 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) |
| Legal references | Article 50c(1)(c) of Regulation (EU) No 648/2012 |
| Calculation | The sum of pre-funded contributions of all clearing members of the CCP shall be calculated as required in Article 308(3)(c) of Regulation (EU) No 575/2013. |
| Instructions | The reporting currency shall be identified using ISO 4217 currency code followed by a space and the amount. Figures can be rounded with a rounding error smaller than 1 %. |
| Format | ISO-Code amount |
| 70 | Total number of clearing members (N) |
| Legal references | Article 50c(1)(d) of Regulation (EU) No 648/2012 |
| Calculation | The number of the clearing members of the CCP. |
| Format | Integer number |
| 80 | Concentration factor (β) |
| Legal references | Article 50c(1)(e) of Regulation (EU) No 648/2012 |
| Calculation | The concentration factor shall be calculated as required in Article 50d(c) of Regulation (EU) No 648/2012. |
| Instructions | The reporting currency shall be identified using ISO 4217 currency code followed by a space and the amount. Figures can be rounded with a rounding error smaller than 1 %. |
| Format | ISO-Code amount |
| 90 | Total amount of initial margin |
| Legal references | Third subparagraph of Article 89(5a) of Regulation (EU) No 648/2012. |
| Calculation | The total initial margin received by the CCP from its clearing members shall be calculated as required in Articles 24 to 27 of the Delegated Regulation (EU) No 153/2013. |
| Instructions | This information shall be reported only where applicable. The reporting currency shall be identified using ISO 4217 currency code followed by a space and the amount. Figures can be rounded with a rounding error smaller than 1 %. |
| Format | ISO-Code amount |