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Aug 26, 2010

Eurex Clearing

Acceptance of Xetra®-Gold as Collateral

Effective August 27, 2010, the Executive Board of Eurex Clearing AG decided to extend the admissible Eurex Clearing collateral to include Xetra-Gold® (ISIN: DE000A0S9GB0).

An updated overview of deliverable collateral types including weighting parameters (minimum haircut and yield shift) defined per collateral group for the calculation of dynamic haircuts will be published on the Eurex Clearing website as of August 27, 2010 under the following path:
www.eurexclearing.com > Risk Management > Risk Parameters