Parameters

Parameters

Italian

FIXED INCOME SECTION

INITIAL MARGINS

20200714 - Parameters applied to Italian, Spanish, Irish and Portuguese Government Bonds   →33kbPDF
20210215 - Parameters applied to Corporate Bonds   →115kbPDF

DEFAULT FUND

20210119 - Fixed Income Section - Default Fund Parameters   →150kbPDF

EQUITY & EQUITY DERIVATIVES

INITIAL MARGINS

20210301 - Margin table for share section - ETFplus market   →309kbPDF
20210301 - Margin Table for Share Section - MTA, MIV and GEM Markets   →140kbPDF
20210225 - Margin Table for Equity Derivatives   →100kbPDF

DEFAULT FUND

20200107 - Equity & Equity Derivatives - Default Fund Parameters   →152kbPDF

ELECTRICITY DERIVATIVES

INITIAL MARGINS

20210215 - Margin Table for Electricity Derivatives   →85kbPDF

DEFAULT FUND

20210203 - Electricity Derivatives Section - Default Fund Parameters   →151kbPDF

AGRICULTURAL DERIVATIVES

INITIAL MARGINS

20170823 - Margin Table for Agricultural Derivatives   →67kbPDF

DEFAULT FUND

20171101 - Agricultural Derivatives Section - Default Fund Parameters   →201kbPDF

COLLATERAL

HAIRCUTS

20200320 - Collateral Haircut Parameters   →76kbPDF

COLLATERAL ELIGIBILITY

20180122 - Collateral Eligibility Criteria   →182kbPDF