1. Admissible Collateral Securities, 2. Eurex Margin Parameters: Update effective May 7, 2010

Please find attached an overview of the parameters valid after the batch run on May 7, 2010.

Admissibe Collateral Securities
Attachment 1 comprises an overview of the types of admissible collateral securities including the parameters (Minimum Haircut and Yield Shift) defined per security sub-group for the calculation of the dynamic haircuts. Irish, Italian and Spanish bonds will be categorized in the security type “BBSL”, Portuguese bonds will be categorized in the new security type “BPOS”.
Eurex Margin Parameters
Attachment 2 contains the margin parameters of all products tradable at Eurex with the exception of stock dividend, weather, power and emissions derivatives.

Please note that on May 7, 2010, the new margin parameters will already be comprised in the intraday file "PARMINTRYYMMDD00.dat".

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