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

GAZP

14%

18%

20%

24%

27%

31%

13.07.2021 - 15.07.2021

Ticker

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

New value effective for

Current value

New value

AFKS

35%

77%

13.07.2021 - 15.07.2021

APA-RM

35%

77%

20.07.2021 - 22.07.2021

BANE

35%

77%

12.07.2021 - 14.07.2021

BANEP

35%

77%

12.07.2021 - 14.07.2021

GAZP

35%

77%

13.07.2021 - 15.07.2021

VTBR

35%

77%

13.07.2021 - 15.07.2021

Ticker

x_pr

New value effective for

GAZP

1.60

13.07.2021 - 15.07.2021

VTBR

1.43

13.07.2021 - 15.07.2021

Ticker

w

New value effective for

GAZP

0.07

13.07.2021 - 15.07.2021

Ticker

Rcl_max

Rch_max

New value effective for

APA-RM

0.2

0.2

16.07.2021 - 20.07.2021