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

CHMF

20%

25%

26%

31%

39%

44%

11.06.2020 - 16.06.2020

MAGN

20%

23%

26%

29%

37%

40%

15.06.2020 - 17.06.2020

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

Ticker

Current value

New value

New value effective for

CHMF

35%

77%

11.06.2020 - 16.06.2020

FXCN

35%

77%

09.06.2020 - 11.06.2020

FXDE

35%

77%

09.06.2020 - 11.06.2020

FXGD

35%

77%

09.06.2020 - 11.06.2020

FXIT

35%

77%

09.06.2020 - 11.06.2020

FXMM

35%

77%

09.06.2020 - 11.06.2020

FXRB

35%

77%

09.06.2020 - 11.06.2020

FXRL

35%

77%

09.06.2020 - 11.06.2020

FXRW

35%

77%

09.06.2020 - 11.06.2020

FXTB

35%

77%

09.06.2020 - 11.06.2020

FXUS

35%

77%

09.06.2020 - 11.06.2020

FXWO

35%

77%

09.06.2020 - 11.06.2020

MAGN

35%

77%

15.06.2020 - 17.06.2020

Ticker

x_pr

New value effective for

CHMF

1.60

11.06.2020 - 16.06.2020

Ticker

w

New value effective for

CHMF

0.08

11.06.2020 - 16.06.2020