№

Ticker

Minimum Initial Margin for the Market Risk, %

Concentration Limit, # of securities

Level 1, S_1_min

Level 2, S_2_min

Level 3, S_3_min

Level 1

Level 2

        1  

 RU000A103NY1

14%

17%

20%

         160,000  

           800,000  

        2  

 RU000A103NZ8

14%

17%

20%

         200,000  

        1,000,000