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

TATN

24%

28%

30%

34%

37%

41%

05.01.2022 - 10.01.2022

TATNP

20%

25%

26%

31%

33%

38%

05.01.2022 - 10.01.2022

Ticker

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

New value effective for

Current value

New value

HRL-RM

35%

77%

14.01.2022 - 18.01.2022

SMLT

35%

77%

04.01.2022 - 06.01.2022

TATN

35%

77%

05.01.2022 - 10.01.2022

TATNP

35%

77%

05.01.2022 - 10.01.2022

Ticker

x_pr

New value effective for

TATNP

1.58

05.01.2022 - 10.01.2022

Ticker

w

New value effective for

TATNP

0.08

05.01.2022 - 10.01.2022

Ticker

Rcl_max

Rch_max

New value effective for

HRL-RM

0.2

0.2

13.01.2022 - 14.01.2022