Annex I
United Kingdom
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 |