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Margining Methodology - Bonds & Repos
Methodology
Bonds & Repos Margining Methodology - from 14/10/11 eod positions
Bonds & Repos Margining Methodology - from 01/01/11 to 13/10/11 eod positions
Calculation Method for Overall Margin:
French Version | English VersionSample Calculation of Overall Margin:
English VersionCalculation Method for Variation Margin:
French Version | English Version
Notice on Variation Margin Methodology
| Variation Margin Methodology for Transaction on Debt securities executed on trading and matching platforms and on MTS Italy market | Notice 2012 - 027
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Information on Margin Methodology
| Margining of Transactions on debt securities executed on Trading and Matching platforms and Regulated markets | Notice |