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

SGZH

28%

31%

31%

34%

38%

41%

04.01.2022 - 06.01.2022

Ticker

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

New value effective for

Current value

New value

SGZH

35%

77%

04.01.2022 - 06.01.2022

LOW-RM

35%

77%

14.01.2022 -19.01.2022

DGX-RM

35%

77%

14.01.2022 -19.01.2022

Ticker

Rcl_max

Rch_max

New value effective for

LOW-RM

0.2

0.2

12.01.2022 – 14.01.2022

DGX-RM

0.2

0.2

12.01.2022 – 14.01.2022