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

Current value

New value

Current value

New value

Current value

New value

TRNFP

17%

22%

23%

28%

36%

41%

17.07.2019 - 19.07.2019

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

Ticker

Current value

New value

New value effective for

TRNFP

35%

77%

17.07.2019 - 19.07.2019

Ticker

x_pr

New value effective for

TRNFP

1.47

17.07.2019 - 19.07.2019

Ticker

w

New value effective for

TRNFP

0.07

17.07.2019 - 19.07.2019