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

NKNCP

33%

38%

50%

55%

75%

80%

16.09.2021 - 20.09.2021

Ticker

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

New value effective for

Current value

New value

LRCX-RM

35%

77%

24.09.2021 - 28.09.2021

NKNCP

35%

77%

16.09.2021 - 20.09.2021

Ticker

Rcl_max

Rch_max

New value effective for

LRCX-RM

0.2

0.2

22.09.2021 - 24.09.2021