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

RTKM

20%

24%

30%

34%

42%

46%

19.08.2020 - 21.08.2020

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

Ticker

Current value

New value

New value effective for

RTKM

35%

77%

19.08.2020 - 21.08.2020

RTKMP

35%

77%

19.08.2020 - 21.08.2020

TCSG

35%

77%

19.08.2020 - 21.08.2020