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Aug 15, 2017

Eurex Clearing

Single Stock Dividend Futures: Modification of the pricing model

Effective 1 September 2017, the following measures of Eurex Clearing AG (Eurex Clearing) for Single Stock Dividend Futures will come into effect:

  1. Pricing model modification for Single Stock Dividend Futures by reducing the amount of dividend tiers from five to three, as stated in attachment 1.
  2. Fee classification for each individual Single Stock Dividend Future for the period from 1 September 2017 until 31 August 2018 (see attachment 2).

This circular contains all information on the modification of the pricing model and the updated sections of the relevant Rules and Regulations of Eurex Clearing.