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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 |