Foreign currency matching tolerance amounts valid from 1 February 2024
The tolerance amounts are updated on a yearly basis. Changes will become effective on the first T2S settlement day in February each year and are 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 T2S tolerance amounts valid from 1 February 2024. Changes are highlighted.
Currencies for which ECB fixing is available | Country | T2S tolerance amount, if the threshold is less than or equal to EUR 100,000 | T2S tolerance amount, if the threshold is greater than EUR 100,000 | Threshold (EUR 100,000 x | |
AUD | Australian Dollar | Australia | 3.00 | 41.00 | 160,000.00 |
CAD | Canadian Dollar | Canada | 3.00 | 37.00 | 150,000.00 |
CHF | Swiss Franc | Switzerland | 2.00 | 23.00 | 90,000.00 |
CNY | Chinese Renminbi | China | 16.00 | 196.00 | 790,000.00 |
CZK | Czech Koruna | Czech Republic | 49.00 | 618.00 | 2,470,000.00 |
DKK | Danish Krone | Denmark | 15.00 | 186.00 | 750,000.00 |
EUR | Euro | European monetary area | 2.00 | 25.00 | 100,000.00 |
GBP | Pound Sterling | UK | 2.00 | 22.00 | 90,000.00 |
HKD | Hong Kong Dollar | Hong Kong | 17.00 | 216.00 | 860,000.00 |
HUF | Hungarian Forint | Hungary | 766.00 | 9,570.00 | 38,280,000.00 |
JPY | Japanese Yen | Japan | 313,00 | 3,908,00 | 15,630,000.00 |
MXN | Mexican Peso | Mexico | 37.00 | 468.00 | 1,870,000.00 |
NOK | Norwegian Krone | Norway | 22.00 | 281.00 | 1,120,000.00 |
NZD | New Zealand Dollar | New Zealand | 4.00 | 44.00 | 180,000.00 |
PLN | Polish Zloty | Poland | 9.00 | 108.00 | 430,000.00 |
RUB | Russian Rouble | Russia | a | a | a |
SEK | Swedish Krona | Sweden | 22.00 | 277.00 | 1,110,000.00 |
SGD | Singapore Dollar | Singapore | 3.00 | 36.00 | 150,000.00 |
TRY | New Turkish Lira | Turkey | 65.00 | 816.00 | 3,270,000.00 |
USD | US Dollar | USA | 2.00 | 28.00 | 110,000.00 |
ZAR | South African Rand | South Africa | 41.00 | 509.00 | 2,030,000.00 |
a. No reference rate currently provided.
CBF clients acting in DCP mode can query the matching tolerance amounts by using the "Tolerance Amount Query".