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May 12, 2011

Eurex Clearing

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

Please find attached the list of admitted equities for collateralisation of trades in the GC Pooling® Equity Basket, effective May 16, 2011.

At the same time these equities will be admitted as collaterals for Eurex Margining. Additionally all equities which are part of the DAX®, EURO STOXX 50® or SMI® remain eligible collaterals.

The attachment contains an overview of admissible equity collaterals, the concentration limit per ISIN for trades in the GC Pooling® Equity Basket and the initial collateral haircuts, effective May 16, 2011.