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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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