The following risk parameters will be changed:

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

Ticker

Current value

New value

New value effective for

ROSN

35%

77%

03.09.2019 - 05.09.2019

SIBN

35%

77%

03.09.2019 - 05.09.2019

TGKA

35%

77%

30.08.2019 - 03.09.2019

VSMO

35%

77%

30.08.2019 - 03.09.2019