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Mar 08, 2011

Eurex Clearing

Composition of GC Pooling Equity Basket and Acceptance of Equity Collaterals for Eurex Margining

Please find attached the specification of the admissible equities for collateralization of trades in the GC Pooling Equity Basket, effective as of March 14, 2011.

At the same time these equities will become eligible collateral securities for Eurex margining. Additionally all equities, which are constituents of DAXÒ, EURO STOXX 50Ò or SMI remain eligible collateral securities.

The attachment contains the list of admissible equity collateral securities, the concentration limit per ISIN for GC Pooling trades and the initial collateral haircuts.