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03 July 2025

The following risk parameters will be changed:

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 20% 32% 26% 38% 39% 51% 04.07.2025 - 07.07.2025
MRKU 33% 39% 50% 56% 75% 81% 04.07.2025 - 07.07.2025
SIBN 17% 21% 23% 27% 30% 34% 07.07.2025 - 08.07.2025
MSRS 33% 40% 50% 57% 75% 82% 07.07.2025 - 08.07.2025
X5 50% 59% 75% 84% 95% 100% 08.07.2025 - 09.07.2025
MRKV 33% 38% 50% 55% 75% 80% 08.07.2025 - 09.07.2025

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
ABRD 35% 77% 04.07.2025 - 07.07.2025
AQUA 35% 77% 04.07.2025 - 07.07.2025
MGKL 35% 77% 04.07.2025 - 07.07.2025
MTSS 35% 77% 04.07.2025 - 07.07.2025
MRKU 35% 77% 04.07.2025 - 07.07.2025
DIAS 35% 77% 07.07.2025 - 08.07.2025
SIBN 35% 77% 07.07.2025 - 08.07.2025
MSRS 35% 77% 07.07.2025 - 08.07.2025
SVCB 35% 77% 07.07.2025 - 08.07.2025
X5 35% 77% 08.07.2025 - 09.07.2025
MRKV 35% 77% 08.07.2025 - 09.07.2025

 

Ticker x_prNew value effective for
MTSS1.3004.07.2025 - 07.07.2025
SIBN1.5607.07.2025 - 08.07.2025
X51.36 08.07.2025 - 09.07.2025

 

Ticker wNew value effective for
MTSS0.0504.07.2025 - 07.07.2025
SIBN0.0807.07.2025 - 08.07.2025
X50.07 08.07.2025 - 09.07.2025