Clearing Threshold Calculator
Assess whether your OTC derivative positions exceed the EMIR or UK EMIR clearing thresholds, based on 12-month aggregate month-end positions. Generates an indicative PASS/BREACH outcome and a P9-branded PDF report.
Regulatory Regime
Which clearing threshold framework applies?
Calculation Mode
FC and NFC use different thresholds, scoping, and exemptions
Firm Details
For the PDF report header, not used in calculation
Position Data
Enter 12 month-end gross notional positions per asset class
Enter gross notional in EUR per (asset class, month-end). Leave blank for zero.
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Upload a trade-level CSV — one row per trade with TradeDate + MaturityDate. The calculator auto-expands each trade to the 12 month-end snapshots it was open at, filters ETD rows, applies NFC exemptions (cleared / intragroup / hedging) where applicable, and aggregates per asset class. Invalid rows are skipped with a warning; valid rows still process.
This calculator provides indicative guidance based on EMIR / UK EMIR clearing threshold rules. It is not a regulatory determination, legal advice, or compliance certification. No data leaves your browser. Refresh the page to clear all inputs. Always confirm with your NCA / FCA and your compliance team before acting on the results. Regulatory references: Reg. (EU) 648/2012 Art. 4, 4a, 10; Commission Delegated Reg. (EU) 149/2013 Art. 10–11 (as amended by 2022/1855); Reg. (EU) 2019/834 (Refit); Reg. (EU) 2024/2987 (EMIR 3.0); UK onshored equivalents via S.I. 2019/335; FCA PS23/2.