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

MAGN

14%

18%

20%

24%

27%

31%

23.09.2021 - 27.09.2021

Ticker

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

New value effective for

Current value

New value

DG-RM

35%

77%

01.10.2021 - 05.10.2021

MAGN

35%

77%

23.09.2021 - 27.09.2021

USB-RM

35%

77%

28.09.2021 - 30.09.2021

Ticker

x_pr

New value effective for

MAGN

1.55

23.09.2021 - 27.09.2021

Ticker

w

New value effective for

MAGN

0.07

23.09.2021 - 27.09.2021

Ticker

Rcl_max

Rch_max

New value effective for

DG-RM

0.2

0.2

29.09.2021 - 01.10.2021

USB-RM

0.2

0.2

24.09.2021 - 28.09.2021