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Feb 22, 2011

Eurex Clearing

Eurex Margin Parameters: Adjustment as of February 24, 2011

Attached please find the specification of the margin parameters which will become effective after the batch run on February 24, 2011.

Please note that on this day the new margin parameters will already be comprised in the intraday file

“PARMINTRYYMMDD00.dat”.

The attachment contains the margin parameters of all products tradable at Eurex. Weather, power and emission derivatives are not included.