National Clearing Centre |

The following risk parameters will be changed:

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
MOEX	17%	24%	23%	30%	31%	38%	10.05.2019 - 14.05.2019

IR risk (downward scenario) - SECΔ_1:

Ticker	Current value	New value	New value effective for
MOEX	35%	77%	10.05.2019 - 14.05.2019

Ticker	x_pr	New value effective for
MOEX	1.5	10.05.2019 - 14.05.2019

Ticker	w	New value effective for
MOEX	0.07	10.05.2019 - 14.05.2019