№

Ticker

Description

Current market risk rates

New market risk rates

New concentration limits, number of securities

New eligible collateral

New ban on short selling attribute

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

LK1

LK2

1

RU000A102EF1

Rosneft 003P-01

100%

100%

100%

8%

11%

14%

8,000,000

40,000,000

Yes

No

2

RU000A102EE4

Rosneft 003P-02

100%

100%

100%

8%

11%

14%

8,000,000

40,000,000

Yes

No