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

CHMF

14%

18%

20%

24%

27%

31%

31.08.2021 - 02.09.2021

Ticker

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

New value effective for

Current value

New value

ANTM-RM

35%

77%

08.09.2021 - 10.09.2021

CHMF

35%

77%

31.08.2021 - 02.09.2021

CME-RM

35%

77%

08.09.2021 - 10.09.2021

MGM-RM

35%

77%

08.09.2021 - 10.09.2021

OXY-RM

35%

77%

08.09.2021 - 10.09.2021

TXT-RM

35%

77%

08.09.2021 - 10.09.2021