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May 10, 2011

Eurex Clearing

Margins: Adjustment of Composition and Offset Factors of Sector-Based Margin Groups

Effective May 13, 2011 after end-of-day batch processing, sector-based margin groups will be adjusted.

The attachment comprises an overview of the composition of the margin groups, the corresponding margin classes and the offset factors of the individual margin groups in the production environment effective on May 13, 2011 after end-of-day batch processing.