Clearing Circular 9/2022 | EUA Haircut Parameter Update

    As result of a regular parameter review, ECC adjusts the haircut parameter for EUA
    Emission Allowance as collateral as of 21 March 2022 as follows:

    ParameterCurrentNew
    Haircut EUA Emission Allowances0.300.35

    All other parameters remain unchanged.

    The corresponding parameters in ECC’s risk parameter file on the ECC website will be updated on 21 March 2022.

    For assistance, please contact clearing@ecc.de. Clearing Members are reminded to check whether deposited collaterals are set sufficiently to cover margin requirements.

     

    Contact
    European Commodity Clearing AG
    Clearing & Settlement
    Phone: +49 341 24680-444
    E-mail: clearing@ecc.de