Division 4.2
United Kingdom
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 | 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-DD Four-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 | |