EMIR clearing thresholds

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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