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

FEES

21%

25%

30%

34%

47%

51%

27.05.2020 - 29.05.2020

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

Ticker

Current value

New value

New value effective for

AFKS

35%

77%

29.05.2020 - 02.06.2020

ALRS

35%

77%

27.05.2020 - 29.05.2020

BANE

35%

77%

27.05.2020 - 29.05.2020

FEES

35%

77%

27.05.2020 - 29.05.2020

FIVE

35%

77%

27.05.2020 - 29.05.2020

GAZP

35%

77%

28.05.2020 - 01.06.2020

IRAO

35%

77%

28.05.2020 - 01.06.2020

LKOH

35%

77%

27.05.2020 - 29.05.2020

MSNG

35%

77%

27.05.2020 - 29.05.2020

MTSS

35%

77%

28.05.2020 - 01.06.2020

MVID

35%

77%

26.05.2020 - 28.05.2020

OGKB

35%

77%

27.05.2020 - 29.05.2020

PHOR

35%

77%

29.05.2020 - 02.06.2020

PLZL

35%

77%

27.05.2020 - 29.05.2020

TCSG

35%

77%

27.05.2020 - 29.05.2020

TGKA

35%

77%

26.05.2020 - 28.05.2020