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Note: New or changed instruments are indicated in boldface C
Cassa di Compensazione e Garanzia SpA Initial Margins applied to Equity Derivatives Section as of 25/8/2016 FTMIB Fut FTMIB Mini Fut FTMIB Opt FTSE100 Mini Fut A2A ACEA AHOLD DEL AKZO AMPLIFON Anheuseer-Bush Inbev SSDF Exp 1 Anheuseer-Bush Inbev SSDF Exp 2 Anheuseer-Bush Inbev SSDF Exp 3 Anheuseer-Bush Inbev SSDF Exp 4 Anheuseer-Bush Inbev SSDF Exp 5 ANIMA Holding ANSALDO STS Arcelormittal SSDF Exp 1 Arcelormittal SSDF Exp 2 Arcelormittal SSDF Exp 3 Arcelormittal SSDF Exp 4 Arcelormittal SSDF Exp 5 Assicurazioni Generali SSDF Exp 1 Assicurazioni Generali SSDF Exp 2 Assicurazioni Generali SSDF Exp 3 Assicurazioni Generali SSDF Exp 4 Assicurazioni Generali SSDF Exp 5 ATLANTIA AUTOGRILL AXA SSDF Exp 1 AXA SSDF Exp 2 AXA SSDF Exp 3 AXA SSDF Exp 4 AXA SSDF Exp 5 AZIMUT HOLDING Banca Generali BANCA MEDIOLANUM BANCA MONTE PASCHI SIENA BANCA POPOLARE EMILIA ROMAGNA BANCA POPOLARE MILANO BANCA POPOLARE SONDRIO Banco Bilbao Vizcaya Argentaria SSDF Exp 1 Banco Bilbao Vizcaya Argentaria SSDF Exp 2 Banco Bilbao Vizcaya Argentaria SSDF Exp 3 Banco Bilbao Vizcaya Argentaria SSDF Exp 4 Banco Bilbao Vizcaya Argentaria SSDF Exp 5 BANCO POPOLARE BANCO SANTANDER Banco Santander SSDF Exp 1 Banco Santander SSDF Exp 2 Banco Santander SSDF Exp 3 Banco Santander SSDF Exp 4 Banco Santander SSDF Exp 5 BBVA BNP PARIBAS Note: New or changed instruments are indicated in boldface C = Cash Settlement P = Phisical Settlement Contract type Code Multiplier Margin Interval Futures Straddle Margin Minimum Margin Short Options Adjustment Product Group Offset Factor Futures (C) Futures (C) Options Futures (C) FTMIB MINI FTMIB MFI100 €5 €1 €2.5 €2 16.00% 16.00% 16.00% 10.00% € 1460 € 292 === € 260 € 510 € 102 € 255 === === === 20% === === === === === === === === === Fut (F/C)/Opt Fut (F/C)/Opt Futures (C) Futures (C) Options FutExp FutExp FutExp FutExp FutExp Options Fut (F/C)/Opt FutExp FutExp FutExp FutExp FutExp FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt Fut (F/C)/Opt FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt Options Fut (F/C)/Opt Fut (F/C)/Opt Options Fut (F/C)/Opt Options FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt Futures (C) FutExp FutExp FutExp FutExp FutExp Futures (C) Futures (C) A2A ACE AD AKZA AMP 1ABI 1ABI 1ABI 1ABI 1ABI ANIM STS 1MT 1MT 1MT 1MT 1MT 1G 1G 1G 1G 1G ATL AGL 1AXA 1AXA 1AXA 1AXA 1AXA AZM BGN BMED BMPS BPE PMI BPSO 1BBVA 1BBVA 1BBVA 1BBVA 1BBVA BP SANT 1SANT 1SANT 1SANT 1SANT 1SANT BBVA BNP 5000 500 100 100 500 1000 1000 1000 1000 1000 500 500 1000 1000 1000 1000 1000 1000 1000 1000 1000 1000 500 500 1000 1000 1000 1000 1000 500 100 500 1000 1000 5000 500 1000 1000 1000 1000 1000 100 100 1000 1000 1000 1000 1000 100 100 12.00% 13.00% 10.00% 13.25% 15.00% 45.00% 32.50% 32.50% 32.50% 32.50% 30.00% 10.00% 10.00% 48.25% 48.25% 48.25% 48.25% 10.00% 16.25% 63.50% 70.50% 70.50% 11.50% 12.75% 10.00% 10.00% 29.25% 29.25% 29.25% 24.00% 25.00% 20.50% 33.50% 29.00% 29.75% 17.50% 14.50% 18.75% 25.50% 25.50% 25.50% 31.00% 20.75% 15.75% 22.00% 57.00% 57.00% 57.00% 18.50% 23.25% € 390 € 150 € 60 € 110 === € 1330 € 1330 € 1330 € 1330 € 1330 € 80 € 120 € 10 € 10 € 10 € 10 € 10 € 60 € 60 € 60 € 60 € 60 € 250 € 100 € 90 € 90 € 90 € 90 € 90 € 180 === € 100 € 40 === € 230 === € 50 € 50 € 50 € 50 € 50 € 10 € 40 € 20 € 20 € 20 € 20 € 20 € 40 € 100 € 29 € 32 === === € 26 === === === === === € 25 € 20 === === === === === === === === === === € 52 € 19 === === === === === € 71 € 18 € 27 €3 € 35 € 22 €8 === === === === === €3 === === === === === === === === 20% 20% === === 20% === === === === === 20% === === === === === === === === === === === 20% 20% === === === === === === 20% 20% 20% 20% 20% 20% === === === === === 20% === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === Page 1 of 4 Cassa di Compensazione e Garanzia SpA Initial Margins applied to Equity Derivatives Section as of 25/8/2016 BNP Paribas SSDF Exp 1 BNP Paribas SSDF Exp 2 BNP Paribas SSDF Exp 3 BNP Paribas SSDF Exp 4 BNP Paribas SSDF Exp 5 Brembo BRUNELLO CUCINELLI BUZZI UNICEM CAMPARI CATTOLICA ASSICURAZIONI CIR CNH INDUSTRIAL CREDITO VALTELLINESE Daimler SSDF Exp 1 Daimler SSDF Exp 2 Daimler SSDF Exp 3 Daimler SSDF Exp 4 Daimler SSDF Exp 5 Danieli De Longhi DEUTSCHE BANK Deutsche Bank SSDF Exp 1 Deutsche Bank SSDF Exp 2 Deutsche Bank SSDF Exp 3 Deutsche Bank SSDF Exp 4 Deutsche Bank SSDF Exp 5 Deutsche Telekom SSDF Exp 1 Deutsche Telekom SSDF Exp 2 Deutsche Telekom SSDF Exp 3 Deutsche Telekom SSDF Exp 4 Deutsche Telekom SSDF Exp 5 DIASORIN E.ON SSDF Exp 1 E.ON SSDF Exp 2 E.ON SSDF Exp 3 E.ON SSDF Exp 4 E.ON SSDF Exp 5 ENEL Enel SSDF Exp 1 Enel SSDF Exp 2 Enel SSDF Exp 3 Enel SSDF Exp 4 Enel SSDF Exp 5 Engie SSDF Exp 1 Engie SSDF Exp 2 Engie SSDF Exp 3 Engie SSDF Exp 4 Engie SSDF Exp 5 ENI ENI SSDF Exp 1 ENI SSDF Exp 2 ENI SSDF Exp 3 ENI SSDF Exp 4 ENI SSDF Exp 5 Note: New or changed instruments are indicated in boldface C = Cash Settlement P = Phisical Settlement Contract type Code Multiplier Margin Interval Futures Straddle Margin Minimum Margin Short Options Adjustment Product Group Offset Factor FutExp FutExp FutExp FutExp FutExp Options Options Fut (F/C)/Opt Fut (F/C)/Opt Futures (F) Fut (F/C)/Opt Fut (F/C)/Opt Options FutExp FutExp FutExp FutExp FutExp Options Options Futures (C) FutExp FutExp FutExp FutExp FutExp FutExp FutExp FutExp FutExp FutExp Options FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt FutExp FutExp FutExp FutExp FutExp FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt FutExp FutExp FutExp FutExp FutExp 1BNP 1BNP 1BNP 1BNP 1BNP BRE BC BZU CPR CASS CIR CNHI CVAL 1DAI 1DAI 1DAI 1DAI 1DAI DAN DLG DBK 1DBK 1DBK 1DBK 1DBK 1DBK 1DTE 1DTE 1DTE 1DTE 1DTE DIA 1EOAN 1EOAN 1EOAN 1EOAN 1EOAN ENEL 1ENEL 1ENEL 1ENEL 1ENEL 1ENEL 1ENGI 1ENGI 1ENGI 1ENGI 1ENGI ENI 1ENI 1ENI 1ENI 1ENI 1ENI 1000 1000 1000 1000 1000 100 100 100 1000 100 1000 500 1000 1000 1000 1000 1000 1000 100 500 100 1000 1000 1000 1000 1000 1000 1000 1000 1000 1000 100 1000 1000 1000 1000 1000 500 1000 1000 1000 1000 1000 1000 1000 1000 1000 1000 500 1000 1000 1000 1000 1000 10.00% 35.00% 35.00% 35.00% 35.00% 12.75% 13.25% 14.75% 10.00% 14.75% 13.00% 16.75% 22.75% 10.00% 11.75% 27.00% 27.00% 27.00% 22.25% 14.75% 19.75% 10.00% 12.25% 58.75% 58.75% 58.75% 10.00% 10.00% 27.25% 27.25% 27.25% 14.50% 10.00% 14.50% 27.00% 27.00% 27.00% 10.00% 10.00% 10.50% 16.00% 16.00% 16.00% 10.00% 10.75% 19.50% 19.50% 19.50% 11.50% 10.00% 18.50% 31.75% 31.75% 31.75% € 210 € 210 € 210 € 210 € 210 === === € 40 € 230 € 20 € 30 € 70 === € 190 € 190 € 190 € 190 € 190 === === € 50 € 10 € 10 € 10 € 10 € 10 € 50 € 50 € 50 € 50 € 50 === € 40 € 40 € 40 € 40 € 40 € 40 € 10 € 10 € 10 € 10 € 10 € 80 € 80 € 80 € 80 € 80 € 120 € 60 € 60 € 60 € 60 € 60 === === === === === € 26 € 10 € 10 € 39 === €5 € 20 €3 === === === === === € 16 € 65 === === === === === === === === === === === € 32 === === === === === €8 === === === === === === === === === === € 31 === === === === === === === === === === 20% === 20% === === 20% 20% 20% === === === === === 20% 20% === === === === === === === === === === === 20% === === === === === 20% === === === === === === === === === === 20% === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === Page 2 of 4 Cassa di Compensazione e Garanzia SpA Initial Margins applied to Equity Derivatives Section as of 25/8/2016 ERG EXOR FERRARI N.V. FIAT CHRYSLER AUTOMOBILES FINECOBANK FTMIB Dividend GENERALI GEOX HEINEKEN HERA IBERDROLA Iberdrola SSDF Exp 1 Iberdrola SSDF Exp 2 Iberdrola SSDF Exp 3 Iberdrola SSDF Exp 4 Iberdrola SSDF Exp 5 ING GROEP INTESA SAN PAOLO INTESA SAN PAOLO RNC Intesa Sanpaolo SSDF Exp 1 Intesa Sanpaolo SSDF Exp 2 Intesa Sanpaolo SSDF Exp 3 Intesa Sanpaolo SSDF Exp 4 Intesa Sanpaolo SSDF Exp 5 Iren ITALCEMENTI KPN LEONARDO FINMECCANICA LUXOTTICA GROUP MEDIASET MEDIOBANCA MONCLER MONDADORI Orange SSDF Exp 1 Orange SSDF Exp 2 Orange SSDF Exp 3 Orange SSDF Exp 4 Orange SSDF Exp 5 PARMALAT PHILIPS PIAGGIO POSTE ITALIANE PRYSMIAN REPSOL ROYAL DUTCH SHELL SAFILO GROUP SAIPEM SALVATORE FERRAGAMO Sanofi-Aventis SSDF Exp 1 Sanofi-Aventis SSDF Exp 2 Sanofi-Aventis SSDF Exp 3 Sanofi-Aventis SSDF Exp 4 Sanofi-Aventis SSDF Exp 5 SARAS Note: New or changed instruments are indicated in boldface C = Cash Settlement P = Phisical Settlement Contract type Code Multiplier Margin Interval Futures Straddle Margin Minimum Margin Short Options Adjustment Product Group Offset Factor Fut (F/C)/Opt Fut (F/C)/Opt Fut (F/C)/Opt Fut (F/C)/Opt Options Futures (F) Fut (F/C)/Opt Fut (F/C)/Opt Futures (C) Options Futures (C) FutExp FutExp FutExp FutExp FutExp Futures (C) Fut (F/C)/Opt Fut (F/C)/Opt FutExp FutExp FutExp FutExp FutExp Options Fut (F/C)/Opt Futures (C) Fut (F/C)/Opt Fut (F/C)/Opt Fut (F/C)/Opt Fut (F/C)/Opt Options Options FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt Futures (C) Options Options Fut (F/C)/Opt Futures (C) Futures (C) Options Fut (F/C)/Opt Options FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt ERG EXO RACE FCA FBK FDIV G GEO HEIA HER IBES 1IBES 1IBES 1IBES 1IBES 1IBES INGA ISP ISPR 1ISP 1ISP 1ISP 1ISP 1ISP IRE IT KPN LDO LUX MS MB MONC MN 1ORA 1ORA 1ORA 1ORA 1ORA PLT PHIA PIA PST PRY ESRE GBRD SFL SPM SFER 1SANF 1SANF 1SANF 1SANF 1SANF SRS 500 100 100 500 500 5 100 500 100 1000 100 1000 1000 1000 1000 1000 100 1000 1000 1000 1000 1000 1000 1000 1000 100 100 500 100 1000 500 500 1000 1000 1000 1000 1000 1000 1000 100 1000 500 100 100 100 100 5000 500 1000 1000 1000 1000 1000 1000 11.00% 14.75% 24.25% 17.00% 21.25% 10.00% 24.00% 18.00% 10.00% 10.75% 11.00% 27.25% 17.50% 19.25% 19.25% 19.50% 23.00% 31.50% 29.50% 10.00% 35.50% 35.50% 35.50% 39.50% 13.75% 13.50% 15.25% 17.75% 10.00% 23.00% 31.50% 17.25% 15.00% 13.25% 10.75% 44.25% 44.25% 44.25% 10.25% 12.25% 15.75% 23.25% 21.75% 15.50% 10.75% 19.75% 30.75% 17.50% 10.00% 10.00% 10.00% 10.00% 10.00% 19.50% € 130 € 80 € 90 € 60 € 80 € 250 € 20 € 50 € 150 === € 40 € 70 € 70 € 70 € 70 € 70 € 50 € 50 € 100 € 10 € 10 € 10 € 10 € 10 === € 30 € 30 € 100 € 100 € 100 € 70 === === € 70 € 70 € 70 € 70 € 70 € 100 € 70 === € 100 € 50 € 50 € 60 === € 250 === € 220 € 220 € 220 € 220 € 220 € 80 € 24 € 20 € 40 € 20 € 22 === € 10 € 10 === € 10 === === === === === === === € 24 € 21 === === === === === €8 €6 === € 32 € 18 € 24 € 36 € 49 €6 === === === === === € 10 === € 10 € 28 € 18 === === €5 € 25 € 72 === === === === === € 10 20% 20% 20% 20% 20% === 20% 20% === === === === === === === === === 20% 20% === === === === === 20% 20% === 20% 20% 20% 20% === 20% === === === === === 20% === 20% === 20% === === === 20% 20% === === === === === 20% === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === Page 3 of 4 Cassa di Compensazione e Garanzia SpA Initial Margins applied to Equity Derivatives Section as of 25/8/2016 Sias Siemens AG SSDF Exp 1 Siemens AG SSDF Exp 2 Siemens AG SSDF Exp 3 Siemens AG SSDF Exp 4 Siemens AG SSDF Exp 5 SNAM SOCIETE GENERALE Societe Generale SSDF Exp 1 Societe Generale SSDF Exp 2 Societe Generale SSDF Exp 3 Societe Generale SSDF Exp 4 Societe Generale SSDF Exp 5 STMICROELECTRONICS TELECOM ITALIA TELECOM ITALIA RNC Telecom Italia SSDF Exp 1 Telecom Italia SSDF Exp 2 Telecom Italia SSDF Exp 3 Telecom Italia SSDF Exp 4 Telecom Italia SSDF Exp 5 TELEFONICA Telefonica SSDF Exp 1 Telefonica SSDF Exp 2 Telefonica SSDF Exp 3 Telefonica SSDF Exp 4 Telefonica SSDF Exp 5 TENARIS TERNA TODS Total SSDF Exp 1 Total SSDF Exp 2 Total SSDF Exp 3 Total SSDF Exp 4 Total SSDF Exp 5 UBI BANCA UNICREDIT UniCredit SSDF Exp 1 UniCredit SSDF Exp 2 UniCredit SSDF Exp 3 UniCredit SSDF Exp 4 UniCredit SSDF Exp 5 UNILEVER UNIPOL UnipolSai Vivendi SSDF Exp 1 Vivendi SSDF Exp 2 Vivendi SSDF Exp 3 Vivendi SSDF Exp 4 Vivendi SSDF Exp 5 YOOX NET-A-PORTER GROUP Note: New or changed instruments are indicated in boldface C = Cash Settlement P = Phisical Settlement Contract type Code Multiplier Margin Interval Futures Straddle Margin Minimum Margin Short Options Adjustment Product Group Offset Factor Options FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt Futures (C) FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt Fut (F/C)/Opt Fut (F/C)/Opt FutExp FutExp FutExp FutExp FutExp Futures (C) FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt Fut (F/C)/Opt Fut (F/C)/Opt FutExp FutExp FutExp FutExp FutExp Fut (F/C)/Opt Fut (F/C)/Opt FutExp FutExp FutExp FutExp FutExp Futures (C) Fut (F/C)/Opt Fut (F/C)/Opt FutExp FutExp FutExp FutExp FutExp Options SIS 1SIE 1SIE 1SIE 1SIE 1SIE SRG GLE 1GLE 1GLE 1GLE 1GLE 1GLE STM TIT TITR 1TIT 1TIT 1TIT 1TIT 1TIT TEF 1TEF 1TEF 1TEF 1TEF 1TEF TEN TRN TOD 1TOT 1TOT 1TOT 1TOT 1TOT UBI UCG 1UCG 1UCG 1UCG 1UCG 1UCG UNA UNI US 1VIV 1VIV 1VIV 1VIV 1VIV YNAP 500 1000 1000 1000 1000 1000 1000 100 1000 1000 1000 1000 1000 500 1000 1000 1000 1000 1000 1000 1000 100 1000 1000 1000 1000 1000 500 1000 100 1000 1000 1000 1000 1000 500 1000 1000 1000 1000 1000 1000 100 500 1000 1000 1000 1000 1000 1000 100 10.00% 10.00% 10.00% 11.25% 11.25% 11.25% 10.00% 28.00% 10.00% 27.00% 48.00% 48.00% 48.00% 14.75% 19.50% 18.50% 10.00% 67.00% 67.00% 67.00% 67.00% 16.25% 10.00% 13.00% 17.50% 19.25% 19.25% 13.50% 10.00% 11.50% 10.00% 15.75% 88.75% 88.75% 88.75% 25.75% 30.00% 10.00% 28.00% 33.75% 33.75% 36.75% 10.00% 27.00% 28.00% 10.00% 45.75% 45.75% 45.75% 45.75% 23.25% === € 340 € 340 € 340 € 340 € 340 € 120 € 80 € 170 € 170 € 170 € 170 € 170 € 70 € 30 € 50 € 10 € 10 € 10 € 10 € 10 € 40 € 60 € 60 € 60 € 60 € 60 € 120 € 140 € 100 € 200 € 200 € 200 € 200 € 200 € 40 € 50 € 10 € 10 € 10 € 10 € 10 € 90 € 40 € 60 € 190 € 190 € 190 € 190 € 190 === € 16 === === === === === € 20 === === === === === === € 18 €6 €4 === === === === === === === === === === === € 32 € 19 € 24 === === === === === € 12 € 22 === === === === === === € 13 € 16 === === === === === € 22 20% === === === === === 20% === === === === === === 20% 20% 20% === === === === === === === === === === === 20% 20% === === === === === === 20% 20% === === === === === === 20% 20% === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === === Page 4 of 4
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