№

Ticker

Current market risk rates

New market risk rates

New concentration limits, number of securities

New

Ban on short selling

New Collateral Flag

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

LK1

LK2

1

RU000A103KG4

100%

100%

100%

15%

18%

21%

300 000

1 500 000

No

No

2

US91282CBL46

100%

100%

100%

13%

16%

19%

139 420

697 100

No

No

3

CH1100259816

100%

100%

100%

27%

30%

33%

1 800

9 000

No

No

4

XS2368111584

100%

100%

100%

15%

18%

21%

2 000

10 000

No

No

5

XS2318748956

100%

100%

100%

42%

45%

48%

4 000

20 000

No

Yes

6

CH1120085688

100%

100%

100%

42%

45%

48%

2 000

10 000

No

Yes

7

XS2363250833

100%

100%

100%

52%

55%

58%

20 000

100 000

No

Yes

№

Ticker

Current stress scenario UP

Current stress scenario DOWN

New stress scenario UP

New stress scenario DOWN

1

RU000A103KG4

0.00%

0.00%

5.50%

5.50%

2

US91282CBL46

0.00%

0.00%

7.00%

5.00%

3

CH1100259816

0.00%

0.00%

2.00%

2.00%

4

XS2368111584

0.00%

0.00%

2.00%

2.00%