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Eurex Clearing
Please find attached a specification of Eurex Clearing’s Cross Currency Haircuts effective with the end-of-day batch run on 10 November2016.
The attachment comprises the Cross Currency Haircuts for international currencies accepted by Eurex Clearing.
Kindly note that the Polish Zloty currency (PLN) has been introduced on 7 November 2016.
Additionally, the New Zealand Dollar currency (NZD) is being re-published in our circular.