Fixed Income Section

Initial Margins

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Fixed Income – Government Bonds Margin parameters

English Version

English 10/05/2021 /sites/default/files/2021-05/4583EN%2020210416%20Parametri%20Titoli%20di%20Stato%20Italia%2C%20Spagna%2C%20Irlanda%20e%20Portogallo.pdf Fixed Income – Government Bonds Margin parameters
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Fixed Income – Corporate Bonds Margins Parameters

English Version

English 10/05/2021 /sites/default/files/2021-05/4584EN%2020210422%20Parametri%20Titoli%20Corporate.pdf Fixed Income – Corporate Bonds Margins Parameters

Default Fund

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Fixed Income - Default Fund Parameters

English Version

English 14/05/2021 /sites/default/files/2021-05/4585EN%2020210517%20Fixed%20Income%20-%20Default%20Fund%20Parameters.pdf Fixed Income - Default Fund Parameters

Equity & Equity Derivatives

Initial Margins

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Margins in force for ETFplus

English Version

English 14/05/2021 /sites/default/files/2021-05/4586EN%2020210517%20-%20Margins%20in%20force%20for%20ETFplus.pdf Margins in force for ETFplus
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Initial Margins applied to IDEM section

English Version

English 14/05/2021 /sites/default/files/2021-05/4587EN%2020210517%20-%20Initial%20Margins%20applied%20to%20IDEM%20section.pdf Initial Margins applied to IDEM section
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Margins in force for MTA, MIV and GEM

English Version

English 14/05/2021 /sites/default/files/2021-05/4588EN%2020210517%20-%20Margins%20in%20force%20for%20MTA%2C%20MIV%20and%20GEM.pdf Margins in force for MTA, MIV and GEM

Default Fund

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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

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Electricity Derivatives - Margins applied

English Version

English 12/05/2021 /sites/default/files/2021-05/4590EN%2020210422%20-%20Electricity%20Derivatives%20-%20Margins%20applied.pdf Electricity Derivatives - Margins applied

Default Fund

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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

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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

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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

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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

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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