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Mar 02, 2017

Eurex Clearing

Cross Currency Haircuts: Adjustments as of the end-of-day batch run on 8 March 2017

Please find attached a specification of Eurex Clearing’s Cross Currency Haircuts effective with the end-of-day batch run on 8 March 2017.

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