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Aug 11, 2014

Eurex Clearing

Margins: Adjustment of composition and offset factors of sector-based margin groups

Effective 15 August 2014 after end-of-day batch processing, sector-based margin groups will be adjusted.

The attachment contains 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
15 August 2014 after end-of-day batch processing.