HELLENIC EXCHANGES S.A.: Margin Parameter Change
As of Thursday 12/03/2009 the fixed volatility parameter that RIVA uses for the margin calculation for the derivative products on the indices FTSE/ASE-20 and FTSE/ASE Mid-40 is being adjusted from 56% to 50%.
This change will come into effect for the open positions that will arise at the end of the trading session of 12/03/2009.