Cassa di Compensazione e Garanzia spa Initial Margins applied to Equity Derivatives Section as of 23/05/2017. Page 1 of 8

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Alessandro Leo
4 anni fa
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1 Minimum FTMIB Fut Futures (C) FTMIB % === FTMIB Mini Fut Futures (C) MINI % === FTMIB Opt Options FTMIB % === % A2A Fut (F)/Opt A2A % % ACEA Fut (F)/Opt ACE % % AMPLIFON Options AMP % === 30 20% ANIMA Holding Fut (F)/Opt ANIM % % ANSALDO STS Fut (F)/Opt STS % === ATLANTIA Fut (F)/Opt ATL % % AUTOGRILL Fut (F)/Opt AGL % % AZIMUT HOLDING Fut (F)/Opt AZM % === Banca Generali Options BGN % === 21 20% BANCA MEDIOLANUM Fut (F)/Opt BMED % % BANCA MONTE PASCHI SIENA Fut (F)/Opt BMPS % % BANCA POPOLARE EMILIA ROMAGNA Fut (F)/Opt BPE % % BANCA POPOLARE SONDRIO Options BPSO % === 8 20% BANCO BPM Fut (F)/Opt BAMI % % BANCO SANTANDER Futures (C) SANT % 40 === === BBVA Futures (C) BBVA % 40 === === BNP PARIBAS Futures (C) BNP % 120 === === Brembo Options BRE % === 36 20% BRUNELLO CUCINELLI Options BC % === 12 === BUZZI UNICEM Fut (F)/Opt BZU % % CAMPARI Fut (F)/Opt CPR % === CATTOLICA ASSICURAZIONI Futures (F) CASS % 20 === === Page 1 of 8

2 Minimum CIR Fut (F)/Opt CIR % % CNH INDUSTRIAL Fut (F)/Opt CNHI % % CREDITO VALTELLINESE Options CVAL % === 3 20% Danieli Options DAN % === 13 20% De Longhi Options DLG % === 75 20% DEUTSCHE BANK Futures (C) DBK % 60 === === DIASORIN Options DIA % === 32 20% ENEL Fut (F)/Opt ENEL % % ENI Fut (F)/Opt ENI % % ERG Fut (F)/Opt ERG % % EXOR Fut (F)/Opt EXO % % FERRARI N.V. Fut (F/C)/Opt RACE % % FIAT CHRYSLER AUTOMOBILES Fut (F)/Opt FCA % % FINECOBANK Fut (F)/Opt FBK % % FTMIB Dividend Futures (F) FDIV % 250 === === GENERALI Fut (F)/Opt G % % GEOX Fut (F)/Opt GEO % % HERA Fut (F)/Opt HER % === IBERDROLA Futures (C) IBES % 40 === === INTESA SAN PAOLO Fut (F)/Opt ISP % % INTESA SAN PAOLO RNC Fut (F)/Opt ISPR % % Iren Options IRE % === 10 20% ITALGAS Options IG % === 32 20% LEONARDO FINMECCANICA Fut (F)/Opt LDO % % LUXOTTICA GROUP Fut (F)/Opt LUX % % Page 2 of 8

3 Minimum MEDIASET Fut (F)/Opt MS % % MEDIOBANCA Fut (F)/Opt MB % % MONCLER Options MONC % === 53 === MONDADORI Options MN % === 10 20% PARMALAT Fut (F)/Opt PLT % % PIAGGIO Options PIA % === 10 20% POSTE ITALIANE Options PST % === PRYSMIAN Fut (F)/Opt PRY % % RECORDATI Options REC % === 14 20% REPSOL Futures (C) ESRE % 50 === === SAFILO GROUP Options SFL % === 5 === SAIPEM Fut (F)/Opt SPM % % SALVATORE FERRAGAMO Options SFER % === 95 20% SARAS Fut (F)/Opt SRS % % Sias Options SIS % === 18 20% SNAM Fut (F)/Opt SRG % % SOCIETE GENERALE Futures (C) GLE % 100 === === STMICROELECTRONICS Fut (F)/Opt STM % % TELECOM ITALIA Fut (F)/Opt TIT % % TELECOM ITALIA RNC Fut (F)/Opt TITR % % TELEFONICA Futures (C) TEF % 50 === === TENARIS Fut (F)/Opt TEN % % TERNA Fut (F)/Opt TRN % % TODS Fut (F)/Opt TOD % === UBI BANCA Fut (F)/Opt UBI % % Page 3 of 8

4 Minimum UNICREDIT Fut (F)/Opt UCG % % UNIPOL Fut (F)/Opt UNI % % UnipolSai Fut (F)/Opt US % % YOOX NET-A-PORTER GROUP Options YNAP % === 20 === Arcelormittal SSDF Exp 1 FutExp 1MT % === === === Assicurazioni Generali SSDF Exp 1 FutExp 1G % 150 === === Assicurazioni Generali SSDF Exp 2 FutExp 1G % 150 === === Assicurazioni Generali SSDF Exp 3 FutExp 1G % 150 === === Assicurazioni Generali SSDF Exp 4 FutExp 1G % 150 === === Assicurazioni Generali SSDF Exp 5 FutExp 1G % 150 === === AXA SSDF Exp 1 FutExp 1AXA % 80 === === AXA SSDF Exp 2 FutExp 1AXA % 80 === === AXA SSDF Exp 3 FutExp 1AXA % 80 === === AXA SSDF Exp 4 FutExp 1AXA % 80 === === AXA SSDF Exp 5 FutExp 1AXA % 80 === === Banco Bilbao Vizcaya Argentaria SSDF Exp 1 FutExp 1BBVA % 50 === === Banco Bilbao Vizcaya Argentaria SSDF Exp 2 FutExp 1BBVA % 50 === === Banco Bilbao Vizcaya Argentaria SSDF Exp 3 FutExp 1BBVA % 50 === === Banco Bilbao Vizcaya Argentaria SSDF Exp 4 FutExp 1BBVA % 50 === === Banco Bilbao Vizcaya Argentaria SSDF Exp 5 FutExp 1BBVA % 50 === === Banco Santander SSDF Exp 1 FutExp 1SANT % 20 === === Banco Santander SSDF Exp 2 FutExp 1SANT % 20 === === Banco Santander SSDF Exp 3 FutExp 1SANT % 20 === === Banco Santander SSDF Exp 4 FutExp 1SANT % 20 === === Banco Santander SSDF Exp 5 FutExp 1SANT % 20 === === Page 4 of 8

5 Minimum BNP Paribas SSDF Exp 1 FutExp 1BNP % 270 === === BNP Paribas SSDF Exp 2 FutExp 1BNP % 270 === === BNP Paribas SSDF Exp 3 FutExp 1BNP % 270 === === BNP Paribas SSDF Exp 4 FutExp 1BNP % 270 === === BNP Paribas SSDF Exp 5 FutExp 1BNP % 270 === === Daimler SSDF Exp 1 FutExp 1DAI % 230 === === Daimler SSDF Exp 2 FutExp 1DAI % 230 === === Daimler SSDF Exp 3 FutExp 1DAI % 230 === === Daimler SSDF Exp 4 FutExp 1DAI % 230 === === Daimler SSDF Exp 5 FutExp 1DAI % 230 === === Deutsche Telekom SSDF Exp 1 FutExp 1DTE % 50 === === Deutsche Telekom SSDF Exp 2 FutExp 1DTE % 50 === === Deutsche Telekom SSDF Exp 3 FutExp 1DTE % 50 === === Deutsche Telekom SSDF Exp 4 FutExp 1DTE % 50 === === Deutsche Telekom SSDF Exp 5 FutExp 1DTE % 50 === === E.ON SSDF Exp 1 FutExp 1EOAN % === === === Enel SSDF Exp 1 FutExp 1ENEL % 20 === === Enel SSDF Exp 2 FutExp 1ENEL % 20 === === Enel SSDF Exp 3 FutExp 1ENEL % 20 === === Enel SSDF Exp 4 FutExp 1ENEL % 20 === === Enel SSDF Exp 5 FutExp 1ENEL % 20 === === Engie SSDF Exp 1 FutExp 1ENGI % 70 === === Engie SSDF Exp 2 FutExp 1ENGI % 70 === === Engie SSDF Exp 3 FutExp 1ENGI % 70 === === Engie SSDF Exp 4 FutExp 1ENGI % 70 === === Page 5 of 8

6 Minimum Engie SSDF Exp 5 FutExp 1ENGI % 70 === === ENI SSDF Exp 1 FutExp 1ENI % 60 === === ENI SSDF Exp 2 FutExp 1ENI % 60 === === ENI SSDF Exp 3 FutExp 1ENI % 60 === === ENI SSDF Exp 4 FutExp 1ENI % 60 === === ENI SSDF Exp 5 FutExp 1ENI % 60 === === Iberdrola SSDF Exp 1 FutExp 1IBES % 50 === === Iberdrola SSDF Exp 2 FutExp 1IBES % 50 === === Iberdrola SSDF Exp 3 FutExp 1IBES % 50 === === Iberdrola SSDF Exp 4 FutExp 1IBES % 50 === === Iberdrola SSDF Exp 5 FutExp 1IBES % 50 === === Intesa Sanpaolo SSDF Exp 1 FutExp 1ISP % 40 === === Intesa Sanpaolo SSDF Exp 2 FutExp 1ISP % 40 === === Intesa Sanpaolo SSDF Exp 3 FutExp 1ISP % 40 === === Intesa Sanpaolo SSDF Exp 4 FutExp 1ISP % 40 === === Intesa Sanpaolo SSDF Exp 5 FutExp 1ISP % 40 === === Orange SSDF Exp 1 FutExp 1ORA % 50 === === Orange SSDF Exp 2 FutExp 1ORA % 50 === === Orange SSDF Exp 3 FutExp 1ORA % 50 === === Orange SSDF Exp 4 FutExp 1ORA % 50 === === Orange SSDF Exp 5 FutExp 1ORA % 50 === === Sanofi-Aventis SSDF Exp 1 FutExp 1SANF % 260 === === Sanofi-Aventis SSDF Exp 2 FutExp 1SANF % 260 === === Sanofi-Aventis SSDF Exp 3 FutExp 1SANF % 260 === === Sanofi-Aventis SSDF Exp 4 FutExp 1SANF % 260 === === Page 6 of 8

7 Minimum Sanofi-Aventis SSDF Exp 5 FutExp 1SANF % 260 === === Siemens AG SSDF Exp 1 FutExp 1SIE % 350 === === Siemens AG SSDF Exp 2 FutExp 1SIE % 350 === === Siemens AG SSDF Exp 3 FutExp 1SIE % 350 === === Siemens AG SSDF Exp 4 FutExp 1SIE % 350 === === Siemens AG SSDF Exp 5 FutExp 1SIE % 350 === === Societe Generale SSDF Exp 1 FutExp 1GLE % 260 === === Societe Generale SSDF Exp 2 FutExp 1GLE % 260 === === Societe Generale SSDF Exp 3 FutExp 1GLE % 260 === === Societe Generale SSDF Exp 4 FutExp 1GLE % 260 === === Societe Generale SSDF Exp 5 FutExp 1GLE % 260 === === Telecom Italia SSDF Exp 1 FutExp 1TIT % 10 === === Telecom Italia SSDF Exp 2 FutExp 1TIT % 10 === === Telecom Italia SSDF Exp 3 FutExp 1TIT % 10 === === Telecom Italia SSDF Exp 4 FutExp 1TIT % 10 === === Telecom Italia SSDF Exp 5 FutExp 1TIT % 10 === === Telefonica SSDF Exp 1 FutExp 1TEF % 70 === === Telefonica SSDF Exp 2 FutExp 1TEF % 70 === === Telefonica SSDF Exp 3 FutExp 1TEF % 70 === === Telefonica SSDF Exp 4 FutExp 1TEF % 70 === === Telefonica SSDF Exp 5 FutExp 1TEF % 70 === === Total SSDF Exp 1 FutExp 1TOT % 200 === === Total SSDF Exp 2 FutExp 1TOT % 200 === === Total SSDF Exp 3 FutExp 1TOT % 200 === === Total SSDF Exp 4 FutExp 1TOT % 200 === === Page 7 of 8

8 Minimum Total SSDF Exp 5 FutExp 1TOT % 200 === === UniCredit SSDF Exp 1 FutExp 1UCG % 10 === === UniCredit SSDF Exp 2 FutExp 1UCG % 10 === === UniCredit SSDF Exp 3 FutExp 1UCG % 10 === === UniCredit SSDF Exp 4 FutExp 1UCG % 10 === === UniCredit SSDF Exp 5 FutExp 1UCG % 10 === === Vivendi SSDF Exp 1 FutExp 1VIV % 230 === === Vivendi SSDF Exp 2 FutExp 1VIV % 230 === === Vivendi SSDF Exp 3 FutExp 1VIV % 230 === === Vivendi SSDF Exp 4 FutExp 1VIV % 230 === === Vivendi SSDF Exp 5 FutExp 1VIV % 230 === === Page 8 of 8

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Cassa di Compensazione e Garanzia spa Margini Iniziali Vigenti per il Comparto Derivati Azionari dal 28/10/16

Cassa di Compensazione e Garanzia spa Margini Iniziali Vigenti per il Comparto Derivati Azionari dal 28/10/16 Futures Minimo FTMIB Fut Futures (C) FTMIB 5 16.00 % 1460 510 === FTMIB Mini Fut Futures (C) MINI 1 16.00 % 292 102 === FTMIB Opt Options FTMIB 2,5 16.00 % === 255 20.00 % A2A Fut (F)/Opt A2A 5000 12.00