Risk parameters

Haircut and adjusted exchange rates

This file contains the currency haircut parameters and the adjusted exchange rates used for margining and collateral evaluation. For more detailed information and a sample file please see the overview of all available files.

22 Feb 2024

Haircut and adjusted exchange rate - end of day

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21 Feb 2024

Haircut and adjusted exchange rate - end of day

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20 Feb 2024

Haircut and adjusted exchange rate - end of day

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19 Feb 2024

Haircut and adjusted exchange rate - end of day

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16 Feb 2024

Haircut and adjusted exchange rate - end of day

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15 Feb 2024

Haircut and adjusted exchange rate - end of day

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14 Feb 2024

Haircut and adjusted exchange rate - end of day

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13 Feb 2024

Haircut and adjusted exchange rate - end of day

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12 Feb 2024

Haircut and adjusted exchange rate - end of day

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09 Feb 2024

Haircut and adjusted exchange rate - end of day

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08 Feb 2024

Haircut and adjusted exchange rate - end of day

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07 Feb 2024

Haircut and adjusted exchange rate - end of day

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06 Feb 2024

Haircut and adjusted exchange rate - end of day

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05 Feb 2024

Haircut and adjusted exchange rate - end of day

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02 Feb 2024

Haircut and adjusted exchange rate - end of day

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01 Feb 2024

Haircut and adjusted exchange rate - end of day

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31 Jan 2024

Haircut and adjusted exchange rate - end of day

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30 Jan 2024

Haircut and adjusted exchange rate - end of day

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29 Jan 2024

Haircut and adjusted exchange rate - end of day

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26 Jan 2024

Haircut and adjusted exchange rate - end of day

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