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Attached please find the specification of the parameters which will become effective after the end-of-day batch run on June 15, 2011.
The new Margin Parameters will already be comprised in the Intraday File “PARMINTRYYMMDD00.dat“.
The new Maturity Factors will already be comprised in the Intraday File “PARAYYMMDD00.dat”.
The attachments contain the new Maturity Factors and Margin Parameters of all products with Margining by Contract and Maturity (Single Stock Dividend Futures and Agricultural Futures).