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Dec 28, 2010

Eurex Clearing

Eurex Spread Margin Parameters: Adjustment as of January 3, 2011

Attached please find the specification of the parameters which will become effective after the batch run on January 3, 2011.

Please note that on this day the new margin parameters will already be comprised in the intraday file "PARMINTRYYMMDD00.dat".

The attachments contain the spread margin parameters of all futures products tradable at Eurex.