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Rates for Futures Contracts

Rates apply to portfolios included in the Risk Management Module (RM Module)

Securities on the Derivatives Market

Full Code Short Code Initial Margin Rates for Long/Short Positions KNUR
Category of Investors with a Low Risk Tolerance
Minimum Margin Rates for Long/Short Positions KNUR
Category of Investors with a Low Risk Tolerance
Initial Margin Rates for Long/Short Positions KSUR
Category of Investors with a Standard Risk Tolerance
Minimum Margin Rates for Long/Short Positions KSUR
Category of Investors with a Standard Risk Tolerance
Initial Margin Rates for Long/Short Positions KPUR
Category of Investors with a High Risk Tolerance
Minimum Margin Rates for Long/Short Positions KPUR
Category of Investors with a High Risk Tolerance
341 RUAL-3.27_FT RLH7 100% 50% 42% 21% 19% 10%
342 RUON-9.26_FT RRU6 100% 50% 1% 1% 1% 0%
343 RUONIA-12.26_FT RFZ6 100% 50% 6% 3% 3% 1%
344 RUONIA-3.27_FT RFH7 100% 50% 6% 3% 3% 2%
345 RUONIA-6.27_FT RFM7 100% 50% 7% 4% 4% 2%
346 RUONIA-9.27_FT RFU7 100% 50% 9% 4% 4% 2%
347 RVI-10.26_FT VIV6 100% 50% 97% 48% 40% 20%
348 RVI-11.26_FT VIX6 100% 50% 95% 48% 40% 20%
349 SAMSUNG-12.26_FT SKZ6 100% 50% 54% 27% 24% 12%
350 SAMSUNG-3.27_FT SKH7 100% 50% 55% 27% 24% 12%

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