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Dec 28, 2010

Eurex Clearing

Eurex Margin Parameters: Adjustment as of January 10, 2011

Attached please find the specification of the margin parameters which will become effective after the batch run on January 10, 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.