№

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

US912828N308

100%

100%

100%

12%

15%

18%

140 376

701 880

No

No

2

US912828YE44

100%

100%

100%

12%

15%

18%

140 376

701 880

No

No

3

XS2384719402

100%

100%

100%

44%

47%

50%

10 000

50 000

No

Yes

4

XS2384174228

100%

100%

100%

19%

22%

25%

10 000

50 000

No

No

5

XS2343532508

100%

100%

100%

17%

20%

23%

4 000

20 000

No

No

6

RU000A103QK3

100%

100%

100%

17%

20%

23%

300 000

1 500 000

No

No

№

Ticker

Current stress scenario UP

Current stress scenario DOWN

New stress scenario UP

New stress scenario DOWN

1

US912828N308

0.00%

0.00%

7.00%

5.00%

2

US912828YE44

0.00%

0.00%

7.00%

5.00%

3

XS2384174228

0.00%

0.00%

2.00%

2.00%

4

XS2343532508

0.00%

0.00%

2.00%

2.00%

5

RU000A103QK3

0.00%

0.00%

5.50%

5.50%