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

MAGN

16%

19%

22%

25%

29%

32%

11.01.2022 - 13.01.2022

GMKN

20%

25%

26%

31%

33%

38%

12.01.2022 - 14.01.2022

RASP

24%

28%

30%

34%

37%

41%

14.01.2022 - 18.01.2022

Ticker

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

New value effective for

Current value

New value

APA-RM

35%

77%

19.01.2022-21.01.2022

CLX-RM

35%

77%

24.01.2022-26.01.2022

COO-RM

35%

77%

19.01.2022-21.01.2022

CVS-RM

35%

77%

19.01.2022-21.01.2022

GMKN

35%

77%

12.01.2022-14.01.2022

MAGN

35%

77%

11.01.2022-13.01.2022

PKI-RM

35%

77%

19.01.2022-21.01.2022

PNC-RM

35%

77%

13.01.2022-18.01.2022

RASP

35%

77%

14.01.2022-18.01.2022

WST-RM

35%

77%

14.01.2022-19.01.2022

Ticker

x_pr

New value effective for

MAGN

0.08

11.01.2022 - 13.01.2022

GMKN

0.08

12.01.2022 - 14.01.2022

Ticker

w

New value effective for

MAGN

1.62

11.01.2022 - 13.01.2022

GMKN

1.51

12.01.2022 - 14.01.2022

Ticker

Rcl_max

Rch_max

New value effective for

PNC-RM

0.2

0.2

11.01.2022 – 13.01.2022

WST-RM

0.2

0.2

12.01.2022 – 14.01.2022

APA-RM

0.2

0.2

14.01.2022 – 19.01.2022

CLX-RM

0.2

0.2

20.01.2022 – 24.01.2022

COO-RM

0.2

0.2

14.01.2022 – 19.01.2022

CVS-RM

0.2

0.2

14.01.2022 – 19.01.2022

PKI-RM

0.2

0.2

14.01.2022 – 19.01.2022