Column number

Description

1

Prefunded default fund contribution

This column shall reflect the relevant aggregate amount related to any prefunded default fund contribution by a clearing member that will be applied upon such clearing member’s default, either along with or immediately following such member’s initial margin, to reduce any central counterparty loss.

2

Unfunded default fund contribution

This column shall reflect the relevant aggregate amount related to unfunded default fund contributions, which contributions—

(a)

are liable to be paid by a clearing member when required by the relevant central counterparty;

(b)

will be applied upon such clearing member’s default, either along with or immediately following such member’s initial margin, to reduce any central counterparty loss.

4

Risk weighted exposure

This column shall reflect the relevant aggregate risk weighted exposure amount equivalent to a deduction against capital and reserve funds.