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Jul 08, 2009

Eurex Clearing

EUREX-EEX Cooperation: Update of Margin Parameters as of July 10, 2009

Margin Parameters for the Eurex-EEX Emission Cooperation products will be modified as follows effective the batch run on July 10, 2009:

Additional Margin Parameter:

F2PE: 1,7 absolute (decreased from 2,2)
FCER: 1,6 absolute (remains constant)

Spread Margin Parameter per contract:

F2PE: EUR 400 (remains constant)
FCER: EUR 400 (remains constant)

The offset factor for margin group EMFO remains constant at 25 percent.

Market Status ⓘ

XEUR

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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. 

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