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

MTSS

14%

17%

20%

23%

27%

30%

08.10.2021 - 12.10.2021

TATN

14%

17%

20%

23%

27%

30%

08.10.2021 - 12.10.2021

TATNP

17%

20%

23%

26%

30%

33%

08.10.2021 - 12.10.2021

Ticker

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

New value effective for

Current value

New value

LOW-RM

35%

77%

18.10.2021 - 20.10.2021

MTSS

35%

77%

08.10.2021 - 12.10.2021

TATN

35%

77%

08.10.2021 - 12.10.2021

TATNP

35%

77%

08.10.2021 - 12.10.2021

Ticker

x_pr

New value effective for

MTSS

1.66

08.10.2021 - 12.10.2021

TATN

1.68

08.10.2021 - 12.10.2021

Ticker

w

New value effective for

MTSS

0.08

08.10.2021 - 12.10.2021

TATN

0.08

08.10.2021 - 12.10.2021

Ticker

Rcl_max

Rch_max

New value effective for

LOW-RM

0.2

0.2

14.10.2021 - 18.10.2021