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

ROSN

14%

17%

20%

23%

27%

30%

07.10.2021 - 11.10.2021

Ticker

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

New value effective for

Current value

New value

AKRN

35%

77%

07.10.2021 - 11.10.2021

EOG-RM

35%

77%

13.10.2021 - 15.10.2021

GIS-RM

35%

77%

06.10.2021 - 08.10.2021

LEN-RM

35%

77%

12.10.2021 - 14.10.2021

NVTK

35%

77%

07.10.2021 - 11.10.2021

PLZL

35%

77%

07.10.2021 - 11.10.2021

ROSN

35%

77%

07.10.2021 - 11.10.2021

Ticker

x_pr

New value effective for

NVTK

1.66

07.10.2021 - 11.10.2021

PLZL

1.52

07.10.2021 - 11.10.2021

ROSN

1.71

07.10.2021 - 11.10.2021

Ticker

w

New value effective for

ROSN

0.08

07.10.2021 - 11.10.2021

Ticker

Rcl_max

Rch_max

New value effective for

EOG-RM

0.2

0.2

08.10.2021 - 13.10.2021

GIS-RM

0.2

0.2

04.10.2021 - 06.10.2021

LEN-RM

0.2

0.2

07.10.2021 - 12.10.2021