***********************************************************************
                             *                                                                     *
                             *                                EUREX                                *
                             *                                                                     *
                             *                      C O N F I D E N T I A L                        *
                             *                                                                     *
                             *         D E V E L O P M E N T   O N L Y                             *
                             *          CD043  ECM: Value Based Alloc. Method                      *
                             *                                                                     *
                             *                 ABCDE BANK                                          *
                             *                                                                     *
                             *                 AS OF DATE:    16-12-09                             *
                             *                                                                     *
                             *                 RUN DATE  :    16-12-09                             *
                             *                                                                     *
                             *                        BEGINNING OF REPORT                          *
                             *                                                                     *
                             ***********************************************************************





Clearing Member Clr Currency Mrg Req Prop ECM     Mrg Req Client ECM Collateral Prop ECM Collateral Client ECM
                             + Shortfall ICM/NOCM
--------------- ------------ -------------------- ------------------ ------------------- ---------------------
     ABCDE          EUR          3,995,051,214.80   1,502,014,595.88   19,706,063,258.60      1,502,014,595.88


                                                      ***END OF REPORT***