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      What is the clearing threshold?

      The Clearing Threshold is an amount set by class of OTC derivative contracts. It is set by regulatory technical standards and will be reviewed on a regular basis following public consultation.

      Value of the clearing thresholds

      EUR 1 billion* Credit derivative contracts
      EUR 1 billion* Equity derivative contracts
      EUR 3 billion* Interest rate derivative contracts
      EUR 3 billion* Foreign exchange derivative contracts
      EUR 4 billion* Commodity derivative contracts and others

      * in gross notional value