Ticker

Minimum Initial Margin for
the Market Risk, %  (S_1_min)

Minimum Initial Margin for
the Market Risk, %  (S_2_min)

Minimum Initial Margin for
the Market Risk, %  (S_3_min)

New value effective for

Current value

New value

Current value

New value

Current value

New value

LSNGP

33%

39%

50%

56%

75%

81%

25.06.2021 - 29.06.2021

Ticker

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

New value effective for

Current value

New value

BMY-RM

35%

77%

30.06.2021 - 02.07.2021

CMCSA-RM

35%

77%

02.07.2021 - 07.07.2021

GPS-RM

35%

77%

02.07.2021 - 07.07.2021

LSNG

35%

77%

25.06.2021 - 29.06.2021

LSNG

35%

77%

25.06.2021 - 29.06.2021

LSNGP

35%

77%

25.06.2021 - 29.06.2021

Ticker

Rcl_max

Rch_max

New value effective for

BMY-RM

0.2

0.2

23.06.2021 - 30.06.2021

CMCSA-RM

0.2

0.2

25.06.2021 - 02.07.2021

GPS-RM

0.2

0.2

25.06.2021 - 02.07.2021