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May 08, 2013

Eurex Clearing

Eurex Clearing Prisma Release 1: Information on the production start, amendment of the Clearing Conditions

Starting 27 May 2013, Eurex Clearing will offer its new Portfolio Based Risk Management method Eurex Clearing Prisma. From this day onwards, Clearing Members will be entitled to choose Eurex Clearing Prisma as their applicable margin methodology and able to migrate their portfolios on a Liquidation Group and position account basis to the new method to benefit from the efficiencies achieved through Eurex Clearing Prisma.

In order to facilitate the individual migration process to Eurex Clearing Prisma, Eurex Clearing will provide Members with a Migration Tool, which assists in selecting each respective Liquidation Group and account.

Attached to this circular you will find the amended sections of the Clearing Conditions for Eurex Clearing AG as approved by the Executive Board of Eurex Clearing AG on 8 May 2013, which will come into effect on 27 May 2013.