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Oct 27, 2015

Eurex Clearing

Margins: Adjustment of composition and offset factors of sector-based margin groups effective 30 October 2015

Effective 30 October 2015, 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
30 October 2015 after end-of-day batch processing.