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

CHMF

14%

18%

20%

24%

27%

31%

28.05.2021 - 01.06.2021

GMKN

14%

17%

20%

23%

27%

30%

28.05.2021 - 01.06.2021

Ticker

Current value

New value

New value effective for

AFKS

35%

77%

28.05.2021 - 01.06.2021

CHMF

35%

77%

28.05.2021 - 01.06.2021

GAZP

35%

77%

27.05.2021 - 31.05.2021

GMKN

35%

77%

28.05.2021 - 01.06.2021

HAL-RM

35%

77%

28.05.2021 - 02.06.2021

HD-RM

35%

77%

01.06.2021 - 03.06.2021

LUMN-RM

35%

77%

27.05.2021 - 01.06.2021

MSNG

35%

77%

26.05.2021 - 28.05.2021

MSRS

35%

77%

28.05.2021 - 01.06.2021

MTSS

35%

77%

28.05.2021 - 01.06.2021

NEE-RM

35%

77%

28.05.2021 - 02.06.2021

NLOK-RM

35%

77%

07.06.2021 - 09.06.2021

TATN

35%

77%

28.05.2021 - 01.06.2021

Ticker

x_pr

New value effective for

CHMF

1.54

28.05.2021 - 01.06.2021

GMKN

1.58

28.05.2021 - 01.06.2021

Ticker

w

New value effective for

CHMF

0.07

28.05.2021 - 01.06.2021

GMKN

0.08

28.05.2021 - 01.06.2021

Ticker

Rcl_max

Rch_max

New value effective for

HAL-RM

0.2

0.2

25.05.2021 - 28.05.2021

HD-RM

0.2

0.2

25.05.2021 - 01.06.2021

LUMN-RM

0.2

0.2

25.05.2021 - 27.05.2021

NEE-RM

0.2

0.2

25.05.2021 - 28.05.2021

NLOK-RM

0.2

0.2

28.05.2021 - 07.06.2021