Calculation of Hypothetical Capital of 30/09/2024

02/10/2024

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 30/09/2024.

Central Counterparty	ATHEXClear
Default fund identifier	Default Fund Derivatives
Calculation date	2024 09 30
Hypothetical capital (KCCP)	EUR 0
Sum of pre-funded contributions (DFCM)	EUR 21 250 571
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 1 156 434
Total number of clearing members (N)	16
Concentration factor (β)	0. 500
Total amount of initial margin	EUR 189 922 891

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