VOLUME 24 – BULLETIN #065
TO:
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ALL CLEARING PARTICIPANTS
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FROM:
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CLIENT SERVICES AND SUPPORT
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DATE:
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November 24, 2004
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SUBJECT:
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Eurex Margin Rate Change
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The following margin intervals are effective with the mid-day calculation on Friday, November 26, 2004:
Euro Link Margin Rates
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Margin Rate From
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Margin Rate To
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DAX
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€9000
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€7700
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Dow Jones Euro STOXX 50
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€2500
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€2200
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Dow Jones STOXX 50
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€1900
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€2100
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Dow Jones Euro STOXX –Banks
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€1250
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€1100
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Dow Jones STOXX 600-Banks
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€1250
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€1300
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Euro-Buxl
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€4000
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€3200
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Euro-Bund
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€1600
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€1400
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Euro-Bobl
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€1200
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€900
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Euro-Schatz
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€500
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€450
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Three-Month Euribor
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€700
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€625
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Should you have any questions, please call or e-mail one of the following Client Services and Support Representatives:
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