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Oct 12, 2016

Eurex Clearing

Cross Currency Haircuts: Adjustments as of the end-of-day batch run on 14 October 2016

Please find attached a specification of Eurex Clearing’s Cross Currency Haircuts effective with the end-of-day batch run on 14 October 2016.

The attachment comprises the Cross Currency Haircuts for international currencies accepted by
Eurex Clearing.