HELLENIC EXCHANGES S.A.: Margin Parameter Change
As of Friday 16/01/2009 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 46% to 52%.
This change will come into effect for the open positions that will arise at the end of the trading session of 16/01/2009.