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

MGNT

14%

19%

20%

25%

27%

32%

28.12.2021

17%

22%

23%

28%

30%

35%

29.12.2021 – 30.12.2021

Ticker

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

New value effective for

Current value

New value

MGNT

35%

77%

28.12.2021 - 30.12.2021

MRVL-RM

35%

77%

05.01.2022 - 07.01.2022

T-RM

35%

77%

06.01.2022 - 10.01.2022

DRI-RM

35%

77%

06.01.2022 - 10.01.2022

GIS-RM

35%

77%

06.01.2022 - 10.01.2022

INTU-RM

35%

77%

06.01.2022 - 10.01.2022

LNC-RM

35%

77%

06.01.2022 - 10.01.2022

ROP-RM

35%

77%

06.01.2022 - 10.01.2022

VZ-RM

35%

77%

06.01.2022 - 10.01.2022

Ticker

x_pr

New value effective for

MGNT

1.54

28.12.2021

1.47

29.12.2021 – 30.12.2021

Ticker

w

New value effective for

MGNT

0.07

28.12.2021

0.09

29.12.2021 – 30.12.2021