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Aug 01, 2014

Eurex Clearing

Admissible Eurex Clearing collateral securities: Update of parameters effective 6 August 2014

With this circular we provide an overview of the parameters which will come into effect after the batch run on 6 August 2014.

Attached is an overview of the types of admissible collateral securities including the parameters (minimum haircut and yield shift) defined per security sub-group for calculation of the dynamic haircuts.