ANNEX II - Central counterparty (CCP) name
Info
🔗 Back to Summary. 🇫🇷 French Version: 2014R0484_FR.II. Back to Summary of LVL1. Link to the PDF. Direct link to EUR-LEX.
Article I – ⬅️ | ➡️ Retour au sommaire
1.
This Annex contains additional instructions for the table provided in Annex I. GENERAL INSTRUCTIONS
2.
Frequency
2.1.
Reporting of the template shall be submitted with the frequency set out in Article 1 of this Regulation.
3.
Remittance dates
3.1.
The remittance dates are set out in Article 2. TEMPLATE RELATED INSTRUCTIONS
4.
Sign convention
4.1.
All amounts shall be reported as positive figures.
4.2.
The following formats and legal references shall be taken into account for completing the templates: Template ID
Instructions
10
Central counterparty (CCP) name
Format
Text, any number of characters
20
Default fund identifier
Legal references
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-DD
Four-digit year, hyphen, two-digit month, hyphen, two-digit day
Calculation
None
40
Hypothetical capital (K
CCP
)
Legal references
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 2012.
50
Sum of pre-funded contributions (DF
CM
)
Legal references
2012.
Calculation
The pre-funded contributions shall be calculated as the sum of the pre-funded contribution of clearing member as required in 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 (DF
CCP
)
Legal references
Calculation
The sum of pre-funded contributions of all clearing members of the CCP shall be calculated as required in 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
Calculation
The number of the clearing members of the CCP.
Format
Integer number
80
Concentration factor (β)
Legal references
Calculation
The concentration factor shall be calculated as required in 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# 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 |