Trade
Eurex Listed
EurexOTC Clear
About EurexOTC Clear Service Offering for PSAs EMIR 3.0 - active account CCP Switch On-boarding Compression Service Product Scope Interest Rate Swaps Inflation Swaps Settlement Prices
Eurex NDF Clearing
On-boarding
Eurex Repo
Eurex/KRX Link
Deutsche Börse Cash Market
Xetra and Börse Frankfurt
Clearing volumes

Focus Day (replay)

EMIR 3.0 active account requirement
Membership Types
Clearing Member ISA Direct Member ISA Direct Light Licence Holder Clearing Agent Client Jurisdictions Multiple Clearing Relationships Segregation Set up
ISA Direct
Partnership Programs
OTC IRD Repo STIR
LSOC
Admission criteria and scope Infrastructure and collateral LSOC model Porting under LSOC
Clearing contacts
ESG Visibility Hub

Focus Day (replay)

EMIR 3.0 active account requirement
Initiatives & Releases
Cross-Project-Calendar Readiness for projects C7 Releases C7 SCS Releases C7 CAS Releases EurexOTC Clear Releases Prisma Releases Member Section Releases Simulation calendar Archive
Onboarding
Technology
C7 EurexOTC Clear C7 SCS Prisma Common Report Engine ISV & Service Provider Connectivity
Clearing Activity
User ID Maintenance Clearing Hours Clearing Reports Product Specifications Clearing on behalf Delivery Management Transaction Management Collateral Management
Risk
Collateral Transparency Enabler Files Segregation Models Reports Default Fund Intraday Margin Calls OTC Clear Procedures OTC Clear Tutorials Cross Margining Support Supplementary Margins
Regulation
Compliance
Information Channels
Service Status Implementation news Circulars & Newsflashes

Focus Day (replay)

EMIR 3.0 active account requirement
Risk management
Default Waterfall Model Validation Stress testing Default Management Process Client Asset Protection under EMIR Client Asset Protection under LSOC Credit, concentration & wrong way risk System-based risk controls Pioneering CCP Transparency
Risk parameters
Haircut and adjusted exchange rates Securities margin groups and classes Prices Rolling Spot Future File services Bond Clusters
Transaction management
Listed derivatives OTC derivatives Listed securities Cash management Delivery management CCP eligible instruments
Funding
Collateral management
Cash collateral Securities collateral Margin settlement Collateral valuation
Margining
Eurex Clearing Prisma Cross-product margining Margining process
Margin Calculators
Eurex Clearing Prisma Margin Calculators RBM Calculator
ESG Clearing Compass
Volume statistics

Focus Day (replay)

EMIR 3.0 active account requirement
Eurex Clearing Rules & Regulations
Regulations
CFTC DCO Filings U.S. Taxation Legal opinions
EMIR 3.0 - active account
SA-CCR
IBOR Reform
Uncleared Margin Rules

Focus Day (replay)

EMIR 3.0 active account requirement
Eurex Newsletter Subscription
Circulars & Newsflashes Subscription
Corporate Action Information Subscription
Circulars & Readiness Newsflashes
News
Videos
Webcasts on demand
Publications
Forms
Events
Eurex Clearing Contacts
Hotlines Contact for whistleblowers
FAQs
Corporate governance
Corporate structure Executive Board Supervisory Board Eurex Clearing Committees Annual reports
About us
Company profile Regulatory standards Remuneration Pillar 3 Disclosure Report Licensing & supervision Compliance standards Business continuity planning
Production Newsboard

Focus Day (replay)

EMIR 3.0 active account requirement

Trade

Focus Day (replay)

EMIR 3.0 active account requirement

Clear

Eurex Listed

Eurex Repo

Eurex/KRX Link

Clearing volumes

Focus Day (replay)

EMIR 3.0 active account requirement

EurexOTC Clear

About EurexOTC Clear

Service Offering for PSAs

EMIR 3.0 - active account

CCP Switch

On-boarding

Compression Service

Product Scope

Interest Rate Swaps

Inflation Swaps

Settlement Prices

Focus Day (replay)

EMIR 3.0 active account requirement

Eurex NDF Clearing

On-boarding

Focus Day (replay)

EMIR 3.0 active account requirement

Deutsche Börse Cash Market

Xetra and Börse Frankfurt

Focus Day (replay)

EMIR 3.0 active account requirement

Join

ISA Direct

Focus Day (replay)

EMIR 3.0 active account requirement

Membership Types

Clearing Member

ISA Direct Member

ISA Direct Light Licence Holder

Clearing Agent

Client

Jurisdictions

Multiple Clearing Relationships

Segregation Set up

Focus Day (replay)

EMIR 3.0 active account requirement

Partnership Programs

OTC IRD

Repo

STIR

Focus Day (replay)

EMIR 3.0 active account requirement

LSOC

Admission criteria and scope

Infrastructure and collateral

LSOC model

Porting under LSOC

Focus Day (replay)

EMIR 3.0 active account requirement

Clearing contacts

ESG Visibility Hub

Focus Day (replay)

EMIR 3.0 active account requirement

Support

Onboarding

Regulation

Compliance

Focus Day (replay)

EMIR 3.0 active account requirement

Initiatives & Releases

Cross-Project-Calendar

Readiness for projects

C7 Releases

C7 SCS Releases

C7 CAS Releases

EurexOTC Clear Releases

Prisma Releases

Member Section Releases

Simulation calendar

Archive

Focus Day (replay)

EMIR 3.0 active account requirement

Technology

C7

EurexOTC Clear

C7 SCS

Prisma

Common Report Engine

ISV & Service Provider

Connectivity

Focus Day (replay)

EMIR 3.0 active account requirement

Clearing Activity

User ID Maintenance

Clearing Hours

Clearing Reports

Product Specifications

Clearing on behalf

Delivery Management

Transaction Management

Collateral Management

Focus Day (replay)

EMIR 3.0 active account requirement

Risk

Collateral

Transparency Enabler Files

Segregation Models

Reports

Default Fund

Intraday Margin Calls

OTC Clear Procedures

OTC Clear Tutorials

Cross Margining Support

Supplementary Margins

Focus Day (replay)

EMIR 3.0 active account requirement

Information Channels

Service Status

Implementation news

Circulars & Newsflashes

Focus Day (replay)

EMIR 3.0 active account requirement

Services

Funding

ESG Clearing Compass

Volume statistics

Focus Day (replay)

EMIR 3.0 active account requirement

Risk management

Default Waterfall

Model Validation

Stress testing

Default Management Process

Client Asset Protection under EMIR

Client Asset Protection under LSOC

Credit, concentration & wrong way risk

System-based risk controls

Pioneering CCP Transparency

Focus Day (replay)

EMIR 3.0 active account requirement

Risk parameters

Haircut and adjusted exchange rates

Securities margin groups and classes

Prices Rolling Spot Future

File services

Bond Clusters

Focus Day (replay)

EMIR 3.0 active account requirement

Transaction management

Listed derivatives

OTC derivatives

Listed securities

Cash management

Delivery management

CCP eligible instruments

Focus Day (replay)

EMIR 3.0 active account requirement

Collateral management

Cash collateral

Securities collateral

Margin settlement

Collateral valuation

Focus Day (replay)

EMIR 3.0 active account requirement

Margining

Eurex Clearing Prisma

Cross-product margining

Margining process

Focus Day (replay)

EMIR 3.0 active account requirement

Margin Calculators

Eurex Clearing Prisma Margin Calculators

RBM Calculator

Focus Day (replay)

EMIR 3.0 active account requirement

Rules & Regs

Eurex Clearing Rules & Regulations

EMIR 3.0 - active account

SA-CCR

IBOR Reform

Uncleared Margin Rules

Focus Day (replay)

EMIR 3.0 active account requirement

Regulations

CFTC DCO Filings

U.S. Taxation

Legal opinions

Focus Day (replay)

EMIR 3.0 active account requirement

Find

Eurex Newsletter Subscription

Circulars & Newsflashes Subscription

Corporate Action Information Subscription

Circulars & Readiness Newsflashes

News

Videos

Webcasts on demand

Publications

Forms

Events

FAQs

Production Newsboard

Focus Day (replay)

EMIR 3.0 active account requirement

Eurex Clearing Contacts

Hotlines

Contact for whistleblowers

Focus Day (replay)

EMIR 3.0 active account requirement

Corporate governance

Corporate structure

Executive Board

Supervisory Board

Eurex Clearing Committees

Annual reports

Focus Day (replay)

EMIR 3.0 active account requirement

About us

Company profile

Regulatory standards

Remuneration

Pillar 3 Disclosure Report

Licensing & supervision

Compliance standards

Business continuity planning

Focus Day (replay)

EMIR 3.0 active account requirement
Risk parameters
Haircut and adjusted exchange rates Securities margin groups and classes Prices Rolling Spot Future File services Bond Clusters

Haircut and adjusted exchange rates

This file contains the currency haircut parameters and the adjusted exchange rates used for margining and collateral evaluation.

For more detailed information and a sample file please see the overview of all available files.

40 Results

all

20 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

17 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

16 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

15 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

14 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

13 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

10 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

09 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

08 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

07 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

06 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

03 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

02 Jan 2025

Haircut and adjusted exchange rate - end of day

Download

31 Dec 2024

Haircut and adjusted exchange rate - end of day

Download

30 Dec 2024

Haircut and adjusted exchange rate - end of day

Download

27 Dec 2024

Haircut and adjusted exchange rate - end of day

Download

24 Dec 2024

Haircut and adjusted exchange rate - end of day

Download

23 Dec 2024

Haircut and adjusted exchange rate - end of day

Download

20 Dec 2024

Haircut and adjusted exchange rate - end of day

Download

19 Dec 2024

Haircut and adjusted exchange rate - end of day

Download


Eurex Clearing AG
CCP Risk Management / Risk Exposure Management

Service times from 01:00 – 22:30 CET
(no service on Saturday and Sunday)

T +49-69-211-1 24 52
F +49-69-211-1 84 40

risk@eurex.com

STIR partnership program

Market-led solution to create an alternative liquidity pool for € short-term interest rate derivatives

About us

Contacts

Follow us

News Services

Eurex Eurex Clearing Eurex Repo Market EEX 360T Xetra Börse Frankfurt Clearstream STOXX SimCorp ISS STOXX
Disclaimer Privacy notice Imprint Eurex Clearing Rules & Regulations Sitemap