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Investment Bank

Investment Bank

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Agency Derivatives Services Clearing Member Disclosures

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CFTC Disclosures

A paper copy will be provided upon request. Please contact CFTCDisclosures@barclays.com. Additional information regarding how Barclays Captial Inc invests and holds customer funds can be found on the NFA website. Financial information on all futures commission merchants is available from the CFTC.
 

CFTC Prescribed Risk Statement (PDF 17KB)CFTC Prescribed Risk Statement (PDF 17KB new window) Barclays Bespoke Disclosure (PDF 100KB)Barclays Bespoke Disclosure (PDF new window)

Daily Seg, Secured, Cleared Swap Statements

Daily statementsDaily statements

Month-end Capital Summary

Barclays Capital Inc Capital Summary (June 2017 – May 2018) (XLS, 11KB)Barclays Capital Inc Capital Summary (June 2017 – May 2018)

Month-end Seg, Secured, and Cleared Swap Focus Statements

Month-End Seg, Secured, Cleared Swap FOCUS Statements (June 2017 – May 2018) (PDF, 2.6MB)Month-End Seg, Secured, Cleared Swap FOCUS Statements (June 2017 – May 2018)

Year-end Certified Financial Statement, Seg, Secured, and Cleared Swap Statement 

Financial documentsDaily statements Additional schedules for segregated and secured statements (PDF 300KB)Additional schedules for segregated and secured statements (PDF 2MB new window)

EMIR and MiFID II Disclosures

Overview

European Market Infrastructure Regulation (“EMIR”)

EMIR came into force on 16 August 2012. As part of the regulation, the two principal concerns that regulators sought to address in respect to the protection of clients’ positions and collateral at an EEA central counterparty that has been authorised under EMIR (“EU CCP”) are:

  • to ensure that clients can successfully transfer positions away from a defaulting clearing member to a non-defaulting clearing member
  • to ensure that in effecting any such transfer, any collateral associated with such positions is transferred to such non-defaulting clearing member alongside such positions, with the aim of mitigating the risk that clients:
    • i. have to double collateralise their positions during the transfer period
    • ii. may suffer a loss in respect of the collateral that they had posted to their defaulting clearing member.

EMIR requires that EU CCPs and their clearing members:

  • Offer clients the choice between omnibus client segregation and individual client segregation under Article 39;
  • Publicly disclose the levels of protection and costs associated with different levels of segregation; and
  • Disclose the prices and fees associated with the clearing services they provide

The Markets in Financial Instruments Regulation (”MiFIR”) and Markets in Financial Instruments Directive (“MiFID”) (together, “MiFID II”)

MiFID II places additional obligations on Clearing Members and their clients (“Direct Clients”) with respect to the indirect clearing of Exchange Traded Derivatives (“ETDs”) activity cleared at EU CCPs.

An indirect clearing arrangement arises when there are more than three participants in the transactional chain, for example: CCP, Clearing Member, Direct Client and Indirect Client.

When providing indirect clearing services, Clearing Members and Direct Clients must do so on reasonable commercial terms and publicly disclose the general terms and conditions under which it provides those services.

Disclosures

Please see:

Fees & Charges

Please click on the links below for details of the client clearing fees and charges that apply where we are providing clearing services at EU CCPs:

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