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HELEX GROUP


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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