Cash collateral
Eurex Clearing accepts four currencies as cash collateral to cover intraday margin calls:
EUR, CHF, GBP and USD.
JPY can be provided as an additional cash collateral currency with T-2 pre-advice; no intraday margin calls will be issued in JPY.
Overnight margin calls take place in the Clearing Member’s nominated clearing currency (EUR, CHF or GBP) or in collateral pool currency USD.
Contribution to the Clearing Fund can be provided in EUR, CHF, GBP and USD.
Product related payments, such as variation margin, premiums etc., need to be settled in the underlying product currency.
Admitted Central and Settlement Banks
