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May 30, 2016

Eurex Clearing

1. Deferred contract specific processing on last trading day; 2. Change in rounding rule for calculation of the invoice amount for government bond futures

1. Deferred contract specific processing for following products in the front month contract on the last trading day:
- FGBL, FGBM, FGBS, FGBX
- OEM1, OEM2, OEM3, OEM4, OEU3
- OCEF, OCEP, OCEU, OCPF, OCPU, OCUF


2. Change in rounding rule for the calculation of the invoice amount for Government bonds compared to the Eurex Clearing Classic system: Decimals truncation rule is replaced by a commercial rounding rule.