Market Risk Rate of the first, second and third level – S_1(2,3)_min

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

TRNFP

17%

24%

23%

30%

36%

43%

16.10.2020 - 20.10.2020

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

Ticker

Current value

New value

New value effective for

TRNFP

35%

77%

16.10.2020 - 20.10.2020

PLZL

35%

77%

16.10.2020 - 20.10.2020

VSMO

35%

77%

14.10.2020 - 16.10.2020

Ticker

x_pr

New value effective for

TRNFP

1.46

16.10.2020 - 20.10.2020

Ticker

w

New value effective for

TRNFP

0.07

16.10.2020 - 20.10.2020