Bitmex sent email exposing all email accounts by cc.
More here:
https://twitter.com/cryptochangex/status/1190208624209125376?s=19
If using bitmex change your password and remove funds.
If you have a 2fa Auth, your risk to be hacked its really low.
In truth, if you have a good password, of course not "password" or "12345678" or something like that, It's really low, though!
But to feel more confortable, you can withdraw all your funds, open new account, and deposit there all your withdrawed funds.
But doing this, you need to pay fees.!
The decision is your!
The passwords weren't leaked. However, there has been a lot of database hacks and your leaked e-mail address could be listed in one of these. Be sure to check here if your information has been posted:
https://haveibeenpwned.com/
The biggest danger in your e-mail address being leaked is you being listed in one of the other websites database when it got hacked. Even if you weren't part of this e-mail, it wouldn't hurt to go and check yourself out on Have I been Pwned. Don't use the same password on every site and you should probably be fine. However, you will probably be receiving spam e-mails for different crypto products now.