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

T-RM

12%

50%

19%

57%

27%

65%

01.10.2020 - 12.10.2020

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

Ticker

Current value

New value

New value effective for

T-RM

35%

77%

01.10.2020 - 12.10.2020

Ticker

x_pr

New value effective for

T-RM

1.00

01.10.2020 - 12.10.2020

Ticker

Rcl_max

Rch_max

New value effective for

T-RM

0.4

0.1

01.10.2020 - 12.10.2020