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

RASP

25%

30%

31%

36%

38%

43%

30.09.2021 - 04.10.2021

Ticker

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

New value effective for

Current value

New value

BELU

35%

77%

30.09.2021 - 04.10.2021

ORCL-RM

35%

77%

07.10.2021 - 12.10.2021

RASP

35%

77%

30.09.2021 - 04.10.2021

Ticker

Rcl_max

Rch_max

New value effective for

ORCL-RM

0.2

0.2

05.10.2021 - 07.10.2021