04/08/2025
Following the requirements set by regulation (EC) 575/2013 (CRR) and regulation (EC) 648/2012 (EMIR), the ATHENS EXCHANGE CLEARING HOUSE (ATHEXClear) reports the following information regarding the calculation of the hypothetical capital with reference date 31/07/2025.
Central Counterparty | ATHEXClear |
Default fund identifier | Default Fund Derivatives |
Calculation date | 2025 07 31 |
Hypothetical capital (KCCP) | EUR 0 |
Sum of pre-funded contributions (DFCM) | EUR 35 828 714 |
Amount of pre-funded financial resources that it is required to use before using the default fund contributions of the remaining clearing members (DFCCP) | EUR 1 218 049 |
Total number of clearing members (N) | 16 |
Concentration factor (β) | 0. 531 |
Total amount of initial margin | EUR 264 865 686 |