NCC | Risk Parameters Change for the Securities

The following risk parameters will be changed:

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

Market Risk Rate of the first, second and third level - S_1(2,3)_min

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
Ticker	Current value	New value	Current value	New value	Current value	New value	New value effective for
LKOH	14%	18%	18%	22%	25%	29%	06.07.2017 - 10.07.2017
MTSS	14%	20%	20%	26%	31%	37%	06.07.2017 - 10.07.2017
HYDR	15%	20%	21%	26%	34%	39%	06.07.2017 - 10.07.2017

Ratio of the Risk Assessment Range to the Price Range (x_pr)