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

PHOR

17%

20%

23%

26%

30%

33%

16.12.2021 - 20.12.2021

Ticker

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

New value effective for

Current value

New value

PKG-RM

35%

77%

16.12.2021 - 20.12.2021

UNP-RM

35%

77%

16.12.2021 - 20.12.2021

PHOR

35%

77%

16.12.2021 - 20.12.2021

GE-RM

35%

77%

17.12.2021 - 21.12.2021

AVGO-RM

35%

77%

20.12.2021 - 22.12.2021

RL-RM

35%

77%

22.12.2021 - 24.12.2021

CERN-RM

35%

77%

23.12.2021 - 27.12.2021

Ticker

x_pr

New value effective for

PHOR

1.57

16.12.2021 - 20.12.2021

Ticker

w

New value effective for

PHOR

0.08

16.12.2021 - 20.12.2021