Foreign currency matching tolerance amounts

03.02.2020

The tolerance amounts are updated on a yearly basis. Changes will become effective on the first T2S settlement day in February each year and announced in advance. If market turbulences and significant exchange rate fluctuations occur, individual rates will be changed before the next planned update.

The table below shows the current T2S tolerance amounts valid from 3 February 2020

Currencies for which ECB fixing is available

Country

T2S tolerance amount, if the threshold is less than or equal EUR 100,000

T2S tolerance amount, if the threshold is greater than EUR 100,000

Threshold (EUR 100,000 x
ECB fixing; rounded amount)

AUD

Australian Dollar

Australia

3.00

40.00

160,000.00

CAD

Canadian Dollar

Canada

3.00

36.00

150,000.00

CHF

Swiss Franc

Switzerland

2.00

27.00

110,000.00

CNY

Chinese Renminbi

China

16.00

196.00

780,000.00

CZK

Czech Koruna

Czech Republic

51.00

635.00

2,540,000.00

DKK

Danish Krone

Denmark

15.00

187.00

750,000.00

EUR

Euro

European monetary area

2.00

25.00

100,000.00

GBP

Pound Sterling

UK

2.00

21.00

90,000.00

HKD

Hong Kong Dollar

Hong Kong

17.00

219.00

870,000.00

HUF

Hungarian Forint

Hungary

661.00

8,263.00

33,050,000.00

JPY

Japanese Yen

Japan

244

3,049

12,190,000

MXN

Mexican Peso

Mexico

42.00

531.00

2,120,000.00

NOK

Norwegian Krone

Norway

20.00

247.00

990,000.00

NZD

New Zealand Dollar

New Zealand

3.00

42.00

170,000.00

PLN

Polish Zloty

Poland

9.00

106.00

430,000.00

RUB

Russian Rouble

Russia

140.00

1,749.00

7,000,000.00

SEK

Swedish Krona

Sweden

21.00

261.00

1,040,000.00

SGD

Singapore Dollar

Singapore

3.00

38.00

150,000.00

TRY

New Turkish Lira

Turkey

13.00

167.00

670,000.00

USD

US Dollar

USA

2.00

28.00

110,000.00

ZAR

South African Rand

South Africa

32.00

394.00

1,580,000.00

CBF customers acting in DCP mode can query the matching tolerance amounts by using the "Tolerance Amount Query".