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

FEES

17%

23%

23%

29%

30%

36%

14.07.2021 - 16.07.2021

TRNFP

20%

24%

26%

30%

33%

37%

15.07.2021 - 19.07.2021

Ticker

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

New value effective for

Current value

New value

CVS-RM

35%

77%

21.07.2021 - 23.07.2021

FEES

35%

77%

14.07.2021 - 16.07.2021

MGNT

35%

77%

15.07.2021 - 19.07.2021

RSTI

35%

77%

14.07.2021 - 16.07.2021

RUAL

35%

77%

15.07.2021 - 19.07.2021

SMLT

35%

77%

15.07.2021 - 19.07.2021

TRNFP

35%

77%

15.07.2021 - 19.07.2021

Ticker

x_pr

New value effective for

FEES

1.48

14.07.2021 - 16.07.2021

TRNFP

1.56

15.07.2021 - 19.07.2021

Ticker

w

New value effective for

FEES

0.07

14.07.2021 - 16.07.2021

TRNFP

0.08

15.07.2021 - 19.07.2021

Ticker

Rcl_max

Rch_max

New value effective for

CVS-RM

0.2

0.2

19.07.2021 - 21.07.2021