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Feb 16, 2009

Eurex Clearing

Eurex-EEX Cooperation: Update of Margin Parameters

Margin parameters for Eurex–EEX Emission Cooperation products will be modified as follows effective the batch run on February 19, 2009:

Additional Margin Parameter:

F2PE: 1,3 absolute (decreases from 2,0 absolute)
FCER: 1,5 absolute (remains constant)

Spread Margin Parameter per contract:

F2PE: EUR 400 (remains constant)
FCER: EUR 500 (increases from EUR 400)

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

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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