Cash collateral

Pool currency

It is possible for Clearing Members to set up different pool currencies per collateral pool, i.e. one per an Omnibus Segregated Account (OSA) and/or an Individual Segregated Account (ISA). This is done via the segregation setup sheet and does not require a re-execution of the clearing agreement.

The Pool Currency is a single, predefined fiat currency assigned at the Collateral Pool level. All margin obligations within a collateral pool are converted into the designated Pool Currency, enabling Eurex Clearing to calculate and issue a single net margin requirement and issue the end of day margin call for that pool.

Eurex Clearing currently supports the following major currencies, as Pool Currencies: EUR, CHF, GBP and USD.