Margin Parameters
Cash
| Margin parameters for the Cash securities | English version | Notice 2023 - 004 | January 12, 2023 |
| Margin parameters for the Cash securities | English version | Notice 2023- 027 | September 22, 2023 |
Bonds & Repos
| Margin parameters for Transaction on Debt securities executed on Trading and Matching Platforms | English Version | Notice 2022 - 037 | June 17, 2022 |
Margin call principle
Cash
| Margin Calls principles related to Margins requirements and payment obligations on Cash and Derivatives Markets. | English Version | Notice 2024 - 021 | September 9, 2024 |
Variation Margin Methodology
Bonds & Repos
| Variation Margin Methodology for Transaction on Debt securities executed on Trading and Matching Platforms |
English version |
Notice 2024-001 | May 16, 2024 |
Collateral Margin
Eligible Collateral and Applicable Haircut
| Cash and Fixed Income | Notice 2024-22 | October 30, 2024 | |
| CDSClear | English version | Notice 2024-23 | October 30, 2024 |
Default fund
The Cash Default Fund
| The Cash Default Fund | English version | Notice 2024-025 | November 28, 2024 |
Instructions
| The Cash Default Fund for Securities product Groups (excepted MTS Italy Regulated Market) | IV.3-1 |
Fixed Income Default Fund
| The Fixed Income Default Fund | English version | Notice 2023 - 019 | June 30, 2023 |
Own Resources
| Dedicated own resources allocated to the Fixed Income Default Fund | English version | Notice 2013-057 | July 29, 2013 |
Instructions
| The Fixed Income Default Fund for trading and Matching Platforms and the MTS Italy Regulated Market | IV.3-2 |