The following risk parameters will be changed:

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

Ticker

Current value

New value

New value effective for

AKRN

35%

77%

05.06.2020 - 09.06.2020

KZOS

35%

77%

03.06.2020 - 05.06.2020

MSRS

35%

77%

05.06.2020 - 09.06.2020

NKNC

35%

77%

03.06.2020 - 05.06.2020

NLMK

35%

77%

05.06.2020 - 09.06.2020