| ADV |
Average Daily Notional Value of trades cleared |
| AVT |
Average daily volume of trades cleared (Total) |
| BDE |
Number of business days on which estimated largest payment obligation exceeded qualifying liquid resources |
| C00 |
Non-debt ISIN codes |
| C01 |
Non-debt ISIN codes o/w no price is available |
| CAR |
Cash ratio |
| CCC |
Client Clearing Concentration |
| CDF |
Default Fund Concentration |
| CIM |
Initial Margin Concentration |
| COL |
Collateralisation |
| CRP |
Cash Reinvestment Policies |
| D00 |
Total participants - central bank |
| D01 |
Total participants - central counterparty (CCP) |
| D02 |
Total participants - central securirties depository (CSD) |
| D03 |
Total participants - credit institution |
| D04 |
Total participants - other |
| D0T |
Total participants |
| D10 |
Domestic participants - central bank |
| D11 |
Domestic participants - central counterparty (CCP) |
| D12 |
Domestic participants - central securirties depository (CSD) |
| D13 |
Domestic participants - credit institution |
| D14 |
Domestic participants - other |
| D1T |
Domestic participants |
| D20 |
Non-domestic participants - central bank |
| D21 |
Non-domestic participants - central counterparty (CCP) |
| D22 |
Non-domestic participants - central securities depository (CSD) |
| D23 |
Non-domestic participants - credit institution |
| D24 |
Non-domestic participants - other |
| D2T |
Non-domestic participants |
| D30 |
Non-domestic EU participants - central bank |
| D31 |
Non-domestic EU participants - central counterparty (CCP) |
| D33 |
Non-domestic EU participants - credit institution |
| D34 |
Non-domestic EU participants - other |
| D3T |
Non-domestic EU participants |
| D40 |
Non-domestic non-EU participants - central bank |
| D41 |
Non-domestic non-EU participants - central counterparty (CCP) |
| D43 |
Non-domestic non-EU participants - credit institution |
| D44 |
Non-domestic non-EU participants - other |
| D4T |
Non-domestic non-EU participants |
| D50 |
Domestic participants - branches of entities registered abroad, central bank |
| D51 |
Domestic participants - branches of entities registered abroad, central counterparty (CCP) |
| D53 |
Domestic participants - branches of entities registered abroad, credit institution |
| D54 |
Domestic participants - branches of entities registered abroad, other |
| D5T |
Domestic participants - branches of entities registered abroad |
| EXL |
Executed trades - Electronic order book transactions |
| EXN |
Executed trades - Negotiated deals |
| EXT |
Executed trades |
| GNV |
Gross notional outstanding/total settlement value of novated but not-yet settled securities transactions |
| HAN |
Herfindahl-Hirschman Index daily average notional |
| HGN |
Herfindahl-Hirschman Index gross notional |
| HIM |
Herfindahl-Hirschman Index initial margin |
| HNC |
Haircut on non-cash initial margin |
| IM1 |
Total Initial Margin Required |
| IM2 |
Total Initial Margin Held Post-Haircut |
| IM3 |
Prefunded default resources and initial margin |
| IOA |
Share of initial margin provided for interoperability arrangements in total initial margin |
| LNK |
Transactions through a clearing link |
| LP1 |
Estimated largest payment obligation in total that would be caused by the default of any single participant and its affiliates in extreme but plausible market conditions |
| LP2 |
Amount by which estimated largest payment obligation exceeded qualifying liquid resources |
| LSD |
Listed securities (listed companies in case of equity) - domestic |
| LSN |
Listed securities (listed companies in case of equity) - non-domestic |
| LST |
Listed securities (listed companies in case of equity) |
| MKP |
Market capitalisation of listed companies (domestic equities and exclusive foreign listings) |
| NTC |
Non-OTC transactions |
| OCL |
Overcollaterlization |
| ODF |
Ratio of own capital alongside and after to default fund |
| OTC |
OTC transactions |
| OUT |
Outright |
| PC0 |
Prefunded Own Capital |
| PC1 |
Prefunded Own Capital, Before |
| PC2 |
Prefunded Own Capital, Alongside |
| PC3 |
Prefunded Own Capital, After |
| PC4 |
Prefunded Aggregate Participant Contributions Required |
| PC5 |
Prefunded Aggregate Participant Contributions Posted Post-Haircut |
| PR1 |
Percentage of Own Capital in prefunded default resources and initial margin |
| PR2 |
Percentage of Prefunded Aggregate Participant Contributions in prefunded default resources and initial margin |
| PR3 |
Percentage of Total Initial Margin in prefunded default resources and initial margin |
| QL1 |
Value of qualifying liquid resources |
| QL2 |
Ratio of qualifying liquid resources to prefunded default resources and initial margin |
| QL3 |
Ratio of qualifying liquid resources to the estimated largest same-day payment obligation |
| QLP |
Percentage within qualifying liquid resources |
| R00 |
Issues and redemptions |
| R01 |
Issues |
| R02 |
Redemptions |
| REP |
Repo |
| S00 |
Securities held in acounts (total) |
| S01 |
Securities held in accounts by source, reporting CSD |
| S02 |
Securities held in accounts by source, other than reporting CSD |
| S03 |
Securities held in accounts by source, other than reporting CSD, another CSD |
| S04 |
Securities held in accounts by source, other than reporting CSD, custodian bank |
| S11 |
Securities held in accounts by use, another CSD |
| S12 |
Securities held in accounts by use, other participants |
| SCC |
Share of Client Clearing |
| SDF |
Ratio of skin-in-the-game to default fund |
| ST0 |
Securities transfers from CSD account to another CSD account |
| ST1 |
Securities transfers from CCP to/from clearing member |
| ST2 |
Securities transfers from clearing member to clearing member |
| TC1 |
Total cash received from participants, initial margin |
| TC2 |
Total cash received from participants, default fund contributions |
| TC3 |
Total cash received from participants |
| TCP |
Percentage within total participant cash |
| WDR |
Wind-down ratio |
| Y00 |
Delivery instructions processed (total) |
| Y01 |
Delivery instructions processed, internal transfer (no link) |
| Y02 |
Delivery instructions processed, internal transfer (one link) |
| Y03 |
Delivery instructions processed, placing securities in another CSD |
| Y10 |
Delivery instructions processed on an account of a Central Counterparty (CCP) with the CSD |
| Y11 |
Delivery instructions processed on an account of a Central Counterparty (CCP) with the CSD, internal transfer (no link) |
| Y12 |
Delivery instructions processed on an account of a Central Counterparty (CCP) with the CSD, internal transfer (one link) |
| Y13 |
Delivery instructions processed on an account of a Central Counterparty (CCP) with the CSD, placing securities in another CSD |
| YA0 |
Delivery instructions processed, average value of transactions (total) |