Parameters
Parameters
Initial Margins
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Fixed Income - Corporate Bond Margin in force
English Version
English 13/05/2022 /sites/default/files/2023-02/20230217%20Fixed%20Income%20Corporate%20Bond%20Margin%20in%20force.pdf Fixed Income - Corporate Bond Margin in force
Default Fund
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Fixed Income - Default Fund Parameters
English Version
English 11/01/2023 /sites/default/files/2023-01/20230112_fixed_income_default_fund_en_0.pdf Fixed Income - Default Fund Parameters
Equity & Equity Derivatives
Initial Margins
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Initial Margins applied to IDEM section
English Version
English 16/11/2022 /sites/default/files/2023-02/20230228%20-%20Initial%20Margins%20applied%20to%20IDEM%20section%20as%20of%2028%20February%202023%20%28EN%29.pdf Initial Margins applied to IDEM section
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Margins in force for ETFs plus
English Version
English 14/11/2022 Margins in force for ETFs plus /sites/default/files/2023-03/20230330%20-%20Margin%20in%20force%20for%20ETFplus%20as%20of%2030%20March%202023%20%28EN%29.pdf
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Margins in force for EXM MIV and GEM
English Version
English 16/11/2022 /sites/default/files/2023-02/20230228%20-%20Margins%20in%20force%20for%20EXM%20MIV%20and%20GEM%20as%20of%2028th%20February%20%28EN%29_0.pdf Margins in force for EXM MIV and GEM
Default Fund
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Equity & Equity Derivatives - Default Fund Parameters
English Version
English 12/08/2022 Equity & Equity Derivatives - Default Fund Parameters /sites/default/files/2023-02/20230220%20DEFAULT%20FUND%20EQUITY%20UK_0.pdf
Electricity Derivatives
Initial Margins
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Margins in force for IDEX section.pdf
English Version
English 20/04/2022 Margins in force for IDEX section.pdf /sites/default/files/2022-11/20220915%20-%20Margins%20in%20force%20for%20IDEX%20as%20of%2015th%20September%20%28EN%29_0.pdf
Default Fund
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Energy Derivatives - Default Fund Parameters.pdf
English Version
English 11/01/2023 /sites/default/files/2023-01/20230103_energy_derivatives_-_default_fund_parameters.pdf Energy Derivatives - Default Fund Parameters.pdf
Agricultural Derivatives
Initial Margins
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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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Agricultural Commodities Derivatives Section - Default Fund Parameters
English Version
English 11/01/2023 /sites/default/files/2023-01/20220927_agricultural_commodities_derivatives_section_-_default_fund_parameters.pdf Agricultural Commodities Derivatives Section - Default Fund Parameters
Collateral
Haircuts
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Haircut - Collateral Parameters
English Version
English 18/03/2022 /sites/default/files/2023-02/20230217%20-%20Haircut%20-%20Collateral%20Parameters.pdf Haircut - Collateral Parameters
Collateral Eligibility
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Collateral Eligibility Criteria
English Version
English 16/03/2021 /sites/default/files/2022-10/4595EN%2020221010%20Collateral%20Eligibility%20Criteria.pdf Collateral Eligibility Criteria