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Sep 01, 2014

Eurex Clearing

Cross Currency Haircuts: Adjustments as of the end-of-day batch run on 5 September 2014

Please find attached the list of Eurex Clearing’s Cross Currency Haircuts effective with the end-of-day batch run on 5 September 2014.

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