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Sep 16, 2010

Eurex Clearing

Eurex Spread Margin Parameters: Adjustment as of September 21, 2010

Attached please find the specification of the parameters which will become effective after the batch run on September 21, 2010.

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.