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

CHMF

17%

20%

23%

26%

36%

39%

04.12.2020 - 08.12.2020

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

Ticker

Current value

New value

New value effective for

CHMF

35%

77%

04.12.2020 - 08.12.2020

FDX-RM

35%

77%

10.12.2020 - 14.12.2020

HPQ-RM

35%

77%

07.12.2020 - 09.12.2020

MVID

35%

77%

02.12.2020 - 04.12.2020

NEM-RM

35%

77%

09.12.2020 - 11.12.2020

WMT-RM

35%

77%

09.12.2020 - 11.12.2020

Ticker

Rcl_max

Rch_max

New value effective for

FDX-RM

0.2

0.2

07.12.2020 - 14.12.2020

HPQ-RM

0.2

0.2

02.12.2020 - 09.12.2020

NEM-RM

0.2

0.2

04.12.2020 - 11.12.2020

WMT-RM

0.2

0.2

04.12.2020 - 11.12.2020