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In this act Annex I of 2
Text as of 20 Oct 2026 · Commission Implementing Regulation (EU) No 484/2014, OJ L 138, 13.5.2014 · Same wording as today’s text.Today’s text

ANNEX I

Financial servicesLevel 2ITSEMIRIn forceOfficial source

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