Cassa di Compensazione e Garanzia spa Initial Margins applied to Equity Derivatives Section as of 03/05/2018
Futures Straddle Short Options Contract type Code Multiplier Margin Interval Minimum Margin Margin Adjustment
FTMIB Fut Futures (C) FTMIB 5.00 10.00% € 1860 € 450 ===
FTMIB Mini Fut Futures (C) MINI 1.00 10.00% € 372 € 90 ===
FTMIB Opt Options FTMIB 2.50 10.00% === € 225 20%
FTSE ITALIA PIR MID CAP Futures (C) MCAP 1.00 10.00% € 500 ======
A2A Fut (F)/Opt A2A 5000.00 12.00% € 390 € 36 20%
ACEA Fut (F)/Opt ACE 500.00 15.75% € 170 € 44 20%
AMPLIFON Options AMP 500.00 12.25% === € 39 20%
ANIMA Holding Fut (F)/Opt ANIM 500.00 18.50% € 100 € 21 20%
ANSALDO STS Fut (F)/Opt STS 500.00 10.00% € 140 € 23 ===
ATLANTIA Fut (F)/Opt ATL 500.00 10.00% € 260 € 52 20%
AUTOGRILL Fut (F)/Opt AGL 500.00 10.75% € 140 € 22 20%
AZIMUT HOLDING Fut (F)/Opt AZM 500.00 14.50% € 200 € 55 ===
BANCA GENERALI Options BGN 100.00 14.50% === € 15 20%
BANCA MEDIOLANUM Fut (F)/Opt BMED 500.00 13.25% € 100 € 18 20%
BANCA MONTE PASCHI SIENA Fut (F)/Opt BMPS 100.00 70.00% € 10 € 8 20%
BANCA POPOLARE EMILIA ROMAGNA Fut (F)/Opt BPE 1000.00 18.50% € 150 € 33 20%
BANCA POPOLARE SONDRIO Options BPSO 500.00 13.00% === € 10 20%
BANCO BPM Fut (F)/Opt BAMI 1000.00 14.75% € 90 € 18 20%
BANCO SANTANDER Futures (C) SANT 100.00 13.25% € 40 ======
BBVA Futures (C) BBVA 100.00 14.25% € 40 ======
BNP PARIBAS Futures (C) BNP 100.00 15.00% € 120 ======
BREMBO Options BRE 500.00 12.00% === € 31 20%
BRUNELLO CUCINELLI Options BC 100.00 12.25% === € 12 ===
BUZZI UNICEM Fut (F)/Opt BZU 100.00 11.50% € 40 € 10 20%
CAMPARI Fut (F)/Opt CPR 1000.00 10.00% € 170 € 25 ===
Page 1 of 4 Cassa di Compensazione e Garanzia spa Initial Margins applied to Equity Derivatives Section as of 03/05/2018
Futures Straddle Short Options Contract type Code Multiplier Margin Interval Minimum Margin Margin Adjustment
CATTOLICA ASSICURAZIONI Futures (F) CASS 100.00 18.00% € 20 ======
CERVED INFORMATION SOLUTIONS Options CERV 500.00 11.00% === € 22 ===
CIR Fut (F)/Opt CIR 1000.00 13.00% € 40 € 6 20%
CNH INDUSTRIAL Fut (F)/Opt CNHI 500.00 13.75% € 110 € 26 20%
CREDITO VALTELLINESE Options CVAL 1000.00 70.50% === € 4 20%
DANIELI Options DAN 100.00 13.00% === € 11 20%
De Longhi Options DLG 500.00 14.00% === € 65 20%
DEUTSCHE BANK Futures (C) DBK 100.00 15.75% € 50 ======
DIASORIN Options DIA 100.00 10.00% === € 29 20%
EI TOWERS Options EIT 50.00 17.50% === € 17 ===
ENEL Fut (F)/Opt ENEL 500.00 10.00% € 50 € 10 20%
ENI Fut (F)/Opt ENI 500.00 10.00% € 140 € 30 20%
ERG Fut (F)/Opt ERG 500.00 10.00% € 200 € 38 20%
EXOR Fut (F)/Opt EXO 100.00 12.75% € 120 € 31 20%
FERRARI N.V. Fut (F/C)/Opt RACE 100.00 13.75% € 180 € 54 20%
FIAT CHRYSLER AUTOMOBILES Fut (F)/Opt FCA 500.00 16.50% € 190 € 64 20%
FINECOBANK Fut (F)/Opt FBK 500.00 12.25% € 120 € 24 20%
FTMIB Dividend Futures (F) FDIV 5.00 10.00% € 320 ======
GENERALI Fut (F)/Opt G 100.00 12.75% € 30 € 9 20%
GEOX Fut (F)/Opt GEO 500.00 22.00% € 50 € 13 20%
HERA Fut (F)/Opt HER 1000.00 10.00% € 100 € 12 ===
IBERDROLA Futures (C) IBES 100.00 10.25% € 40 ======
IMA Options IMA 50.00 10.25% === € 15 ===
INTERPUMP Options IP 100.00 11.25% === € 13 ===
INTESA SAN PAOLO Fut (F)/Opt ISP 1000.00 15.50% € 70 € 18 20%
Page 2 of 4 Cassa di Compensazione e Garanzia spa Initial Margins applied to Equity Derivatives Section as of 03/05/2018
Futures Straddle Short Options Contract type Code Multiplier Margin Interval Minimum Margin Margin Adjustment
INTESA SAN PAOLO RNC Fut (F)/Opt ISPR 1000.00 14.50% € 100 € 18 20%
INWIT Options INW 500.00 12.00% === € 15 ===
IREN Options IRE 1000.00 12.00% === € 12 20%
ITALGAS Options IG 1000.00 11.75% === € 22 20%
JUVENTUS FC Options JUVE 1000.00 21.25% === € 5 ===
LEONARDO FINMECCANICA Fut (F)/Opt LDO 500.00 26.25% € 100 € 50 20%
LUXOTTICA GROUP Fut (F)/Opt LUX 100.00 10.00% € 100 € 20 20%
MEDIASET Fut (F)/Opt MS 1000.00 25.25% € 110 € 31 20%
MEDIOBANCA Fut (F)/Opt MB 500.00 16.00% € 100 € 31 20%
MONCLER Options MONC 500.00 12.50% === € 88 ===
MONDADORI Options MN 1000.00 15.00% === € 11 20%
OVS Options OVS 500.00 40.50% === € 28 ===
PIAGGIO Options PIA 1000.00 11.75% === € 11 20%
PIRELLI & C Options PIRC 500.00 20.00% === € 31 ===
POSTE ITALIANE Options PST 500.00 10.00% € 100 € 16 ===
PRIMA INDUSTRIE Options PRI 50.00 16.25% === € 13 ===
PRYSMIAN Fut (F)/Opt PRY 100.00 11.75% € 50 € 13 20%
RECORDATI Options REC 100.00 11.25% === € 13 20%
REPSOL Futures (C) ESRE 100.00 15.50% € 50 ======
SAFILO GROUP Options SFL 100.00 17.00% === € 3 ===
SAIPEM Fut (F)/Opt SPM 1000.00 18.75% € 100 € 25 20%
SALVATORE FERRAGAMO Options SFER 500.00 15.00% === € 65 20%
SARAS Fut (F)/Opt SRS 1000.00 15.00% € 100 € 10 20%
SIAS Options SIS 500.00 10.00% === € 31 20%
SNAM Fut (F)/Opt SRG 1000.00 10.00% € 100 € 14 20%
Page 3 of 4 Cassa di Compensazione e Garanzia spa Initial Margins applied to Equity Derivatives Section as of 03/05/2018
Futures Straddle Short Options Contract type Code Multiplier Margin Interval Minimum Margin Margin Adjustment
SOCIETE GENERALE Futures (C) GLE 100.00 18.50% € 100 ======
STMICROELECTRONICS Fut (F)/Opt STM 500.00 13.50% € 200 € 46 20%
TAMBURI Options TIP 500.00 10.00% === € 12 ===
TECHNOGYM Options TGYM 500.00 16.75% === € 33 ===
TELECOM ITALIA Fut (F)/Opt TIT 1000.00 12.75% € 30 € 4 20%
TELECOM ITALIA RNC Fut (F)/Opt TITR 1000.00 11.25% € 50 € 3 20%
TELEFONICA Futures (C) TEF 100.00 10.00% € 40 ======
TENARIS Fut (F)/Opt TEN 500.00 12.75% € 160 € 39 20%
TERNA Fut (F)/Opt TRN 1000.00 10.00% € 160 € 20 20%
TODS Fut (F)/Opt TOD 100.00 10.75% € 120 € 25 ===
UBI BANCA Fut (F)/Opt UBI 500.00 16.25% € 60 € 12 20%
UNICREDIT Fut (F)/Opt UCG 500.00 18.75% € 170 € 67 20%
UNIPOL Fut (F)/Opt UNI 500.00 16.25% € 60 € 14 20%
UNIPOLSAI Fut (F)/Opt US 1000.00 25.75% € 80 € 20 20%
YOOX NET-A-PORTER GROUP Options YNAP 100.00 34.25% === € 52 ===
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