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

RTKM

20%

24%

26%

30%

33%

37%

08.07.2021 - 12.07.2021

RTKMP

33%

37%

50%

54%

75%

79%

08.07.2021 - 12.07.2021

Ticker

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

New value effective for

Current value

New value

CAT-RM

35%

77%

16.07.2021 - 20.07.2021

CL-RM

35%

77%

19.07.2021 - 21.07.2021

LOW-RM

35%

77%

19.07.2021 - 21.07.2021

MTLRP

35%

77%

09.07.2021 - 13.07.2021

NMTP

35%

77%

08.07.2021 - 12.07.2021

RTKM

35%

77%

08.07.2021 - 12.07.2021

RTKMP

35%

77%

08.07.2021 - 12.07.2021

SMLT

35%

77%

07.07.2021 - 09.07.2021

Ticker

Rcl_max

Rch_max

New value effective for

CAT-RM

0.2

0.2

14.07.2021 - 16.07.2021

CL-RM

0.2

0.2

15.07.2021 - 19.07.2021

LOW-RM

0.2

0.2

15.07.2021 - 19.07.2021