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Mar 07, 2011

Eurex Clearing

CCP 6.0 Enhancements: Important Information about Permanent Simulation: Xetra International Market: Netting Enhancements, Instrument Migration from XONTRO Frankfurt to Xetra Frankfurt 2

With this circular Eurex Clearing AG provides further information for testing of the CCP system
enhancements announced on February 7, 2011. These enhancements are available for testing in the CCP 6.0 permanent simulation environment from March 22, respectively March 28, 2011 onwards.

Netting enhancements for Xetra International Market and the instrument migration from XONTRO Frankfurt to Xetra Frankfurt 2 will be introduced into production on May 23, 2011.

The clearing model extensions for trades originating from Xetra and Xetra Frankfurt 2 will be offered in production from July 1, 2011.

Kindly forward this announcement to all involved departments in your company.