HELLENIC EXCHANGES S.A.: Margin Parameter Change
As of Thursday 12/02/2009 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 58% to 52%.
This change will come into effect for the open positions that will arise at the end of the trading session of 12/02/2009.