HELLENIC EXCHANGES S.A.: Margin Parameter Change

As of Thursday 1/3/2007, the fixed volatility parameter that RIVA uses for the margin calculation for the options on the indices FTSE/ATHEX-20 and FTSE/ATHEX Mid-40 is being adjusted from 22% to 24%.
This change will come into effect for the open positions that will arise at the end of the trading session of 1/3/2007.