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

MTSS

14%

21%

20%

27%

27%

34%

06.07.2021 - 08.07.2021

Ticker

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

New value effective for

Current value

New value

MOMO-RM

35%

77%

01.07.2021 - 02.07.2021

MTSS

35%

77%

06.07.2021 - 08.07.2021

Ticker

x_pr

New value effective for

MTSS

1.42

06.07.2021 - 08.07.2021

Ticker

w

New value effective for

MTSS

0.06

06.07.2021 - 08.07.2021