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15 July 2025

The following risk parameters will be changed:

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
SNGS 20% 23% 26% 29% 33% 36% 16.07.2025 - 17.07.2025
SNGSP 20% 33% 26% 39% 33% 46% 16.07.2025 - 17.07.2025
TRNFP 20% 31% 26% 37% 33% 44% 16.07.2025 - 17.07.2025
AFLT 33% 39% 39% 45% 46% 52% 17.07.2025 - 18.07.2025
SBER 17% 26% 23% 32% 30% 39% 17.07.2025 - 18.07.2025
SBERP 17% 26% 23% 32% 30% 39% 17.07.2025 - 18.07.2025
ROSN 20% 23% 26% 29% 33% 36% 17.07.2025 - 18.07.2025

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
WUSH 35% 77% 16.07.2025 - 17.07.2025
EUTR 35% 77% 16.07.2025 - 17.07.2025
SNGS 35% 77% 16.07.2025 - 17.07.2025
SNGSP 35% 77% 16.07.2025 - 17.07.2025
T 35% 77% 16.07.2025 - 17.07.2025
TRNFP 35% 77% 16.07.2025 - 17.07.2025
AFLT 35% 77% 17.07.2025 - 18.07.2025
SBER 35% 77% 17.07.2025 - 18.07.2025
SBERP 35% 77% 17.07.2025 - 18.07.2025
SOFL 35% 77% 17.07.2025 - 18.07.2025
ROSN 35% 77% 17.07.2025 - 18.07.2025
ZAYM 35% 77% 18.07.2025 - 21.07.2025
MVID 35% 77% 18.07.2025 - 21.07.2025

 

Ticker x_pr New value effective for
SNGSP 1.24 16.07.2025 - 17.07.2025
TRNFP 1.28 16.07.2025 - 17.07.2025
SBER 1.33 17.07.2025 - 18.07.2025
SBERP 1.33 17.07.2025 - 18.07.2025

 

Ticker w New value effective for
SNGSP 0.05 16.07.2025 - 17.07.2025
TRNFP 0.06 16.07.2025 - 17.07.2025
SBER 0.06 17.07.2025 - 18.07.2025
SBERP 0.06 17.07.2025 - 18.07.2025