Fixed Income Section

Initial Margins

  • PDF

20210315 Fixed Income – Government Bonds Margin parameters

English Version

English 16/03/2021 /sites/default/files/2021-04/4583EN%2020210315%20Parametri%20Titoli%20di%20Stato%20Italia%2C%20Spagna%2C%20Irlanda%20e%20Portogallo.pdf 20210315 Fixed Income – Government Bonds Margin parameters
  • PDF

20210422 Fixed Income – Corporate Bonds Margins Parameters

English Version

English 16/03/2021 /sites/default/files/2021-04/4584EN%2020210422%20Parametri%20Titoli%20Corporate.pdf 20210422 Fixed Income – Corporate Bonds Margins Parameters

Default Fund

  • PDF

Fixed Income - Default Fund Parameters

English Version

English 04/05/2021 /sites/default/files/2021-05/4585EN%2020210504%20Fixed%20Income%20-%20Default%20Fund%20Parameters_3.pdf Fixed Income - Default Fund Parameters

Equity & Equity Derivatives

Initial Margins

  • PDF

Equity and Equity derivatives – IDEM Margin Parameters

English Version

English 30/04/2021 /sites/default/files/2021-04/4587EN%2020210503%20-%20Initial%20Margins%20applied%20to%20IDEM%20section.pdf Equity and Equity derivatives – IDEM Margin Parameters
  • PDF

Equity – MTA, MIV and GEM Margin Parameters

English Version

English 05/05/2021 /sites/default/files/2021-05/4588EN%2020210505%20-%20Margins%20in%20force%20for%20MTA%2C%20MIV%20and%20GEM_0.pdf Equity – MTA, MIV and GEM Margin Parameters
  • PDF

Equity – ETFplus Margin Parameters

English Version

English 30/04/2021 /sites/default/files/2021-04/20210503%20-%20Margins%20in%20force%20for%20ETFplus%20as%20of%20the%203%20of%20May%20%28EN%29.pdf Equity – ETFplus Margin Parameters

Default Fund

  • PDF

20210414 Equity and Equity derivatives – Default Fund Parameters

English Version

English 16/03/2021 /sites/default/files/2021-04/4589EN%2020210414%20Equity%20Equity%20Der%20-%20Default%20Fund%20Parameters.pdf 20210414 Equity and Equity derivatives – Default Fund Parameters

Electricity Derivatives

Initial Margins

  • PDF

20210422 Energy Derivatives – IDEX Margin Parameters

English Version

English 16/03/2021 /sites/default/files/2021-04/4590EN%2020210422%20-%20Electricity%20Derivatives%20-%20Margins%20applied.pdf 20210422 Energy Derivatives – IDEX Margin Parameters

Default Fund

  • PDF

20210407 Energy Derivatives - Default Fund Parameters

English Version

English 16/03/2021 /sites/default/files/2021-04/4591EN%2020210407%20Electricity%20Der%20-%20Default%20Fund%20Parameters.pdf 20210407 Energy Derivatives - Default Fund Parameters

Agricultural Derivatives

Initial Margins

  • PDF

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

English Version

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 Version

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 Version

English 30/04/2021 /sites/default/files/2021-04/4594EN%2020210422%20Haircut%20-%20Collateral%20Parameters_0.pdf Haircut - Collateral Parameters

Collateral Eligibility

  • PDF

20210309 Collateral Eligibility Criteria

English Version

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