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

ALRS

14%

19%

20%

25%

27%

32%

15.10.2021 - 19.10.2021

Ticker

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

New value effective for

Current value

New value

ALRS

35%

77%

15.10.2021 - 19.10.2021

CBOM

35%

77%

13.10.2021 - 15.10.2021

CLX-RM

35%

77%

25.10.2021 - 27.10.2021

CVS-RM

35%

77%

20.10.2021 - 22.10.2021

Ticker

x_pr

New value effective for

ALRS

1.42

15.10.2021 - 19.10.2021

Ticker

w

New value effective for

ALRS

0.07

15.10.2021 - 19.10.2021

Ticker

Rcl_max

Rch_max

New value effective for

CLX-RM

0.2

0.2

21.10.2021 - 25.10.2021

CVS-RM

0.2

0.2

18.10.2021 - 20.10.2021