Fixed Income Section

Initial Margins

  • PDF

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
  • PDF

Fixed Income - Corporate Bond Margin in force

English Version

English 13/08/2021 Fixed Income - Corporate Bond Margin in force /sites/default/files/2021-08/20210816%20Parametri%20Titoli%20Corporate%20in%20Vigore%20dal%2016%20Agosto%202021%20%28EN%29.pdf

Default Fund

  • PDF

Fixed Income - Default Fund Parameters

English Version

English 04/08/2021 Fixed Income - Default Fund Parameters /sites/default/files/2021-08/20210803%20DEFAULT%20FUND%20BONDS%20EN.pdf

Equity & Equity Derivatives

Initial Margins

  • PDF

Margins in force for MTA, MIV and GEM

English Version

English 30/08/2021 /sites/default/files/2021-08/4588EN%2020210831%20-%20Margins%20in%20force%20for%20MTA%2C%20MIV%20and%20GEM%20%28EN%29.pdf Margins in force for MTA, MIV and GEM
  • PDF

Initial Margins applied to IDEM section

English Version

English 17/09/2021 /sites/default/files/2021-09/20210920%20-%20Initial%20Margins%20applied%20to%20IDEM%20section%20as%20of%2020%20of%20September%202021%20%28EN%29.pdf Initial Margins applied to IDEM section
  • PDF

Margin in force for ETF Plus

English Version

English 22/09/2021 /sites/default/files/2021-09/20210923%20-%20Margin%20in%20force%20for%20ETF%20Plus%20as%20of%2023th%20of%20September%20%28EN%29.pdf Margin in force for ETF Plus

Default Fund

  • PDF

Equity and Equity Derivatives - Default Fund Parameters

English Version

English 23/09/2021 /sites/default/files/2021-09/20210924%20DEFAULT%20FUND%20EQUITY%20UK_0.pdf Equity and Equity Derivatives - Default Fund Parameters

Electricity Derivatives

Initial Margins

  • PDF

Electricity Derivatives - Margin applied

English Version

English 13/08/2021 Electricity Derivatives - Margin applied /sites/default/files/2021-08/20210816%20-%20Margini%20in%20vigore%20dal%2016%20August%202021%20IDEX%20%28EN%29.pdf

Default Fund

  • PDF

Energy Derivatives - Default Fund

English Version

English 17/09/2021 /sites/default/files/2021-09/20210920%20TABELLONE%20DEFAULT%20FUND%20IDEX%20%28EN%29.pdf Energy Derivatives - Default Fund

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