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Aug 20, 2009

Eurex Clearing

Admissible Collateral Securities: Update of Parameters as of August 27, 2009

With this circular we provide an overview of the parameters valid after the batch run on August 27, 2009.

The attachment comprises an overview of the types of admissible collateral securities including the parameters (Minimum Haircut and Yield Shift) defined per security sub-group for the calculation of the dynamic haircuts.

For more information please contact the Eurex Clearing Risk Operations Helpdesk on tel. +49-69-211- 1 24 52, fax +49-69-211-1 84 40 or e-mail to risk@eurexchange.com.

Market Status ⓘ

XEUR

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

Please find further information about incident handling in the Emergency Playbook published on the Eurex webpage under Support --> Emergencies and safeguards. Detailed information about incident communication, market re-opening procedures and best practices for order and trade reconciliation can be found in the chapters 4.2, 4.3 and 4.5, respectively. Concrete information for the respective incident will be published during the incident via newsboard message. 

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

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