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

ALRS

14%

20%

20%

26%

27%

33%

30.06.2021 - 02.07.2021

OGKB

33%

38%

50%

55%

75%

80%

30.06.2021 - 02.07.2021

Ticker

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

New value effective for

Current value

New value

ALRS

35%

77%

30.06.2021 - 02.07.2021

INTU-RM

35%

77%

08.07.2021 - 12.07.2021

OGKB

35%

77%

30.06.2021 - 02.07.2021

Ticker

x_pr

New value effective for

ALRS

1.42

30.06.2021 - 02.07.2021

Ticker

w

New value effective for

ALRS

0.07

30.06.2021 - 02.07.2021

Ticker

Rcl_max

Rch_max

New value effective for

INTU-RM

0.2

0.2

30.06.2021 - 08.07.2021