Fixed Income Section

Initial Margins

  • PDF

Fixed Income – Government Bonds Margin parameters

English

English 24/03/2022 /sites/default/files/2022-03/20220215%20-%20Parametri%20Titoli%20di%20Stato%20Italia%2C%20Spagna%2C%20Irlanda%20e%20Portogallo%20in%20vigore%20dal%2015%20Febbraio%202022%20%28EN%29.pdf Fixed Income – Government Bonds Margin parameters
  • PDF

Fixed Income - Corporate Bond Margin in force

English

English 14/10/2021 /sites/default/files/2021-10/20211012%20Parametri%20Titoli%20Corporate%20in%20Vigore%20dal%2015%20Ottobre%202021%20%28EN%29.pdf Fixed Income - Corporate Bond Margin in force

Default Fund

  • PDF

Fixed Income - Default Fund Parameters

English

English 20/04/2022 /sites/default/files/2022-04/20220204%20DEFAULT%20FUND%20BONDS%20EN_0.pdf Fixed Income - Default Fund Parameters

Equity & Equity Derivatives

Initial Margins

  • PDF

Margin in force for ETFPlus

English

English 04/05/2022 /sites/default/files/2022-05/20220504%20-%20Margini%20in%20vigore%20dal%2004%20Maggio%20ETFPlus.pdf Margin in force for ETFPlus
  • PDF

Margins in force for EXM MIV and GEM

English

English 04/05/2022 /sites/default/files/2022-05/20220504%20-%20Margins%20in%20force%20for%20EXM%20MIV%20and%20GEM%20as%20of%2004th%20of%20May%20%28EN%29.pdf Margins in force for EXM MIV and GEM
  • PDF

Initial Margins applied to IDEM section

English

English 04/05/2022 /sites/default/files/2022-05/20220504%20-%20Initial%20Margins%20applied%20to%20IDEM%20section%20as%20of%2004th%20of%20May%20%28EN%29.pdf Initial Margins applied to IDEM section

Default Fund

  • PDF

Equity and Equity Derivatives - Default Fund Parameters

English

English 04/05/2022 /sites/default/files/2022-05/20220505%20-%20ENG%20EQDER%20aumento%20da%202100%20a%202300.pdf Equity and Equity Derivatives - Default Fund Parameters

Electricity Derivatives

Initial Margins

  • PDF

Margins in force for IDEX section.pdf

English

English 20/04/2022 Margins in force for IDEX section.pdf /sites/default/files/2022-04/20220420%20-%20Margini%20in%20vigore%20dal%2020%20Aprile%202022%20IDEX%20.pdf

Default Fund

  • PDF

Energy Derivatives - Default Fund

English

English 03/01/2022 Energy Derivatives - Default Fund /sites/default/files/2022-01/20220104%20TABELLONE%20DEFAULT%20FUND%20IDEX%20EN.pdf

Agricultural Derivatives

Initial Margins

  • PDF

20170823 Agricultural Derivatives – AGREX Margin Parameters / Derivati Commodities Agricole – AGREX Parametri di Marginazione

English

English 16/03/2021 /sites/default/files/2021-04/4592EN%2020170823%20Agricultural%20Derivatives%20-%20Margins%20applied.pdf 20170823 Agricultural Derivatives – AGREX Margin Parameters / Derivati Commodities Agricole – AGREX Parametri di Marginazione

Default Fund

  • PDF

20171101 Agricultural Derivatives - Default Fund Parameters

English

English 16/03/2021 /sites/default/files/2021-04/4593EN%2020171101%20Agricultural%20Derivatives%20-%20Default%20Fund%20parameters.pdf 20171101 Agricultural Derivatives - Default Fund Parameters

Collateral

Haircuts

  • PDF

Haircut - Collateral Parameters

English

English 18/03/2022 /sites/default/files/2022-03/4594EN_20210422%20Haircut%20-%20Collateral%20Parameters.pdf Haircut - Collateral Parameters

Collateral Eligibility

  • PDF

20210309 Collateral Eligibility Criteria

English

English 16/03/2021 /sites/default/files/2021-04/4595EN%2020210309%20Collateral%20Eligibility%20Criteria.pdf 20210309 Collateral Eligibility Criteria