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Eurex Clearing
The Clearing Conditions for Eurex Clearing AG (“Clearing Conditions”) will be amended with regard to the contractual penalty rules for late delivery of EUR-/CHF-Fixed Income Futures effective November 30, 2011.
The amendment of the Clearing Conditions applies to reference interest rates in case of late delivery of CHF-Fixed Income Futures. The present marginal lending facility rate of the European Central Bank will be replaced by the liquidity-shortage financing facility rate of the Swiss National Bank.
The updated sections of the Clearing Conditions are attached to this circular.
If you have any questions or require further information, please contact the Eurex Clearing Operations Helpdesk at tel. +49-69-211-1 12 50, fax +49-69-211-1 12 51 or e-mail: clearing@eurexchange.com.