Cross Currency Haircuts: Adjustments as of the end-of-day batch run on 9 January 2018
Release date: 05 Jan 2018 | Eurex Clearing
No. 001/18 Cross Currency Haircuts: Adjustments as of the end-of-day batch run on 9 January 2018
Please find attached a specification of Eurex Clearing’s Cross Currency Haircuts effective with the end-of-day batch run on 9 January 2018.
The attachment comprises the Cross Currency Haircuts for international currencies accepted by Eurex Clearing.
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