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

SNGSP

14%

26%

20%

32%

27%

39%

16.07.2021 - 20.07.2021

Ticker

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

New value effective for

Current value

New value

DD-RM

35%

77%

28.07.2021 - 30.07.2021

PFE-RM

35%

77%

28.07.2021 - 30.07.2021

SNGS

35%

77%

16.07.2021 - 20.07.2021

SNGSP

35%

77%

16.07.2021 - 20.07.2021

Ticker

x_pr

New value effective for

SNGS

1.56

16.07.2021 - 20.07.2021

SNGSP

1.24

16.07.2021 - 20.07.2021

Ticker

w

New value effective for

SNGSP

0.05

16.07.2021 - 20.07.2021

Ticker

Rcl_max

Rch_max

New value effective for

DD-RM

0.2

0.2

26.07.2021 - 28.07.2021

PFE-RM

0.2

0.2

26.07.2021 - 28.07.2021