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 and x_pr:

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
GAZP	17%	21%	21%	21%	28%	21%	17.07.2018 - 19.07.2018
SNGS	17%	17%	21%	21%	28%	28%	17.07.2018 - 19.07.2018