№

Ticker

New market risk rates

New concentration limits, number of securities

Current market risk rates

New Ban on short selling

New

Eligible collateral

S1_min

S2_min

S3_min

LK1

LK2

S1_min

S2_min

S3_min

1

RU000A101QM3

17%

20%

23%

300 000

1 500 000

100%

100%

100%

No

Yes

2

RU000A101QN1

22%

25%

28%

300 000

1 500 000

100%

100%

100%

No

Yes

3

RU000A101L54

13%

16%

19%

100 000

500 000

100%

100%

100%

No

Yes

4

RU000A101PK9

30%

33%

36%

200 000

1 000 000

100%

100%

100%

No

Yes

5

RU000A0JS934

8%

11%

14%

100 000

500 000

100%

100%

100%

No

Yes

6

RU000A100L55

40%

43%

46%

200 000

1 000 000

100%

100%

100%

No

No

7

RU000A101NG2

20%

23%

26%

100 000

500 000

100%

100%

100%

No

No

8

RU000A101NH0

20%

23%

26%

140 000

700 000

100%

100%

100%

No

No

9

RU000A101RD0

11%

14%

17%

200 000

1 000 000

100%

100%

100%

No

No

10

RU000A101Q26

14%

17%

20%

300 000

1 500 000

100%

100%

100%

No

No

11

RU000A101YR6

16%

19%

22%

152 480

762 400

100%

100%

100%

No

Yes

Ticker

Scen_UP

Scen_DOWN

RU000A101QM3

8%

8%

RU000A101QN1

8%

8%

RU000A101L54

5%

5%

RU000A101PK9

8%

8%

RU000A0JS934

1.5%

1.5%

RU000A100L55

8%

8%

RU000A101NG2

8%

8%

RU000A101NH0

8%

8%

RU000A101RD0

3%

3%

RU000A101Q26

8%

8%

RU000A101YR6

1.5%

1.5%