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

GAZP

17%

23%

21%

27%

28%

34%

14.07.2020 - 16.07.2020

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

Ticker

Current value

New value

New value effective for

AFKS

35%

77%

14.07.2020 - 16.07.2020

GAZP

35%

77%

14.07.2020 - 16.07.2020

MTLR

35%

77%

15.07.2020 - 17.07.2020

MTLRP

35%

77%

15.07.2020 - 17.07.2020

RTKM

35%

77%

10.07.2020 - 14.07.2020

Ticker

x_pr

New value effective for

GAZP

1.43

14.07.2020 - 16.07.2020

Ticker

w

New value effective for

GAZP

0.07

14.07.2020 - 16.07.2020