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

HYDR

17%

21%

23%

27%

36%

40%

07.10.2020 - 09.10.2020

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

Ticker

Current value

New value

New value effective for

HYDR

35%

77%

07.10.2020 - 09.10.2020

LSRG

35%

77%

08.10.2020 - 12.10.2020

MTSS

35%

77%

08.10.2020 - 12.10.2020

NLMK

35%

77%

08.10.2020 - 12.10.2020

NVTK

35%

77%

08.10.2020 - 12.10.2020

PIKK

35%

77%

08.10.2020 - 12.10.2020

TATN

35%

77%

08.10.2020 - 12.10.2020

TATNP

35%

77%

08.10.2020 - 12.10.2020

Ticker

x_pr

New value effective for

HYDR

1.60

07.10.2020 - 09.10.2020

Ticker

w

New value effective for

HYDR

0.08

07.10.2020 - 09.10.2020