HELLENIC EXCHANGES S.A.: Margin Parameter Change
As of Tuesday 13/01/2009 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 40% to 46%.
This change will come into effect for the open positions that will arise at the end of the trading session of 13/01/2009.