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30 September 2020 Risk Parameters Change for the Securities

The following risk parameters will be changed:

Market Risk Rate of the first, second and third level – S_1(2,3)_min
Ticker	Minimum Initial Margin for the Market Risk, % (S_1_min)		Minimum Initial Margin for the Market Risk, % (S_2_min)		Minimum Initial Margin for the Market Risk, % (S_3_min)		New value effective for
	Current value	New value	Current value	New value	Current value	New value
T-RM	12%	50%	19%	57%	27%	65%	01.10.2020 - 12.10.2020

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker	Current value	New value	New value effective for
T-RM	35%	77%	01.10.2020 - 12.10.2020

Ticker	x_pr	New value effective for
T-RM	1.00	01.10.2020 - 12.10.2020

Ticker	Rcl_max	Rch_max	New value effective for
T-RM	0.4	0.1	01.10.2020 - 12.10.2020

30 September 2020 Risk parameters change for the security MU-RM

As per the Securities market risk parameters methodology, on 30.09.2020, 20-05 (MSK) the lower bound of the price band (up to 3432) and initial margins (up to 23.75 %) for the security MU-RM were changed. New values are available here

30 September 2020 Risk parameters change for the security RU000A0JUQP7

As per the Securities market risk parameters methodology, on 30.09.2020, 13-21 (MSK) the upper bound of the price band for the security RU000A0JUQP7 were changed. New value 140.

30 September 2020 Risk parameters for new bonds

New bonds will be accepted to margin trading starting from 30.09.2020. From this date on, the following risk parameters will be applied:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Eligible collateral
		Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2
1	SU29016RMFS1	8%	9%	10%	1 000 000	5 000 000	No	Yes

29 September 2020 Risk Parameters Change for the Securities

The following risk parameters will be changed:

Market Risk Rate of the first, second and third level – S_1(2,3)_min
Ticker	Minimum Initial Margin for the Market Risk, % (S_1_min)		Minimum Initial Margin for the Market Risk, % (S_2_min)		Minimum Initial Margin for the Market Risk, % (S_3_min)		New value effective for
	Current value	New value	Current value	New value	Current value	New value
MA-RM	15%	50%	24%	59%	34%	69%	30.09.2020 - 09.10.2020

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker	Current value	New value	New value effective for
MA-RM	35%	77%	30.09.2020 - 09.10.2020

Ticker	x_pr	Pch_max	Pcl_max	New value effective for
MA-RM	1	0.1	0.4	30.09.2020 - 09.10.2020