EMIR clearing thresholds

Template:Anattitle-EMIR →Go uptown Template:Anatresources-EMIRTemplate:Anatnavigation-EMIR Tell me more Sign up for our newsletter — or just get in touch: for ½ a weekly 🍺 you get to consult JC. Ask about it here.

UInder EMIR there are two sub-categories of non-financial counterparties: NFC+ and NFC-. All non-financial counterparties must calculate their group’s aggregate month-end average position in derivative contracts for the previous 12 months, excluding derivative trades executed for hedging purpose.

Thresholds

• Credit: EUR1 billion
• Equity: EUR1 billion
• Interest Rates: EUR3 billion
• Foreign exchange: EUR3 billion
• Commodities and others: EUR3 billion

See also

• Hedging exemption