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Attached please find the specification of the parameters which will become effective as of the end-of-day batch run on 5 January 2016.
The new Maturity Factors will already be comprised in the Intraday File “PARAYYMMDD00.dat”.
The new Margin Parameters will already be comprised in the Intraday File “PARMINTRYYMMDD00.dat”.
The attachment contains the new Maturity Factors and Margin Parameters for all products with Margining by Contract and Maturity (Single Stock Dividend Futures and Sector Index Dividend Futures).