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

SBER

17%

22%

21%

26%

28%

33%

10.05.2021 - 12.05.2021

SBERP

17%

22%

20%

25%

27%

32%

10.05.2021 - 12.05.2021

Ticker

Current value

New value

New value effective for

LLY-RM

35%

77%

12.05.2021 - 14.05.2021

MSFT-RM

35%

77%

18.05.2021 - 20.05.2021

RTX-RM

35%

77%

19.05.2021 - 21.05.2021

SBER

35%

77%

10.05.2021 - 12.05.2021

SBER-ME

35%

77%

10.05.2021 - 12.05.2021

SBERP

35%

77%

10.05.2021 - 12.05.2021

TJX-RM

35%

77%

11.05.2021 - 13.05.2021

Ticker

x_pr

New value effective for

SBER

1.50

10.05.2021 - 12.05.2021

SBERP

1.47

10.05.2021 - 12.05.2021

Ticker

w

New value effective for

SBER

0.07

10.05.2021 - 12.05.2021

SBERP

0.07

10.05.2021 - 12.05.2021

Ticker

Rcl_max

Rch_max

New value effective for

LLY-RM

0.2

0.2

04.05.2021 - 12.05.2021

MSFT-RM

0.2

0.2

11.05.2021 - 18.05.2021

RTX-RM

0.2

0.2

12.05.2021 - 19.05.2021

TJX-RM

0.2

0.2

03.05.2021 - 11.05.2021