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Sep 27, 2012

Eurex Clearing

Futures on European Whey Powder: Margin Parameters and Maturity Factors

Eurex will extend its product offering in the asset class agricultural derivatives by further futures on dairy

products. Trading on the underlying product European whey powder will start on 28 September 2012.

The new future will be calculated by using the Margining by Contract and Maturity Methodology.

Further to Eurex circular 187/12, please find the initial margin parameters and maturity factors for the new product.

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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