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Eurex Clearing
With this circular we provide an overview of the parameters which will come into effect after the batch run on 2 May 2013.
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.
For more information please contact the Eurex Clearing Risk Operations Helpdesk via tel. +49-69-211-1 24 52, fax +49-69-211-1 84 40 or risk@eurexclearing.com.