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                28.05.2021 19:40

                Risk Parameters Change for the Securities

                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
                BSPB 33% 37% 50% 54% 75% 79% 03.06.2021 - 07.06.2021
                IRAO 16% 19% 22% 25% 29% 32% 03.06.2021 - 07.06.2021


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

                Ticker Current value New value New value effective for
                APTK 35% 77% 02.06.2021 - 04.06.2021
                BSPB 35% 77% 03.06.2021 - 07.06.2021
                ECL-RM 35% 77% 10.06.2021 - 15.06.2021
                FEES 35% 77% 02.06.2021 - 04.06.2021
                GILD-RM 35% 77% 10.06.2021 - 15.06.2021
                IRAO 35% 77% 03.06.2021 - 07.06.2021
                KO-RM 35% 77% 10.06.2021 - 15.06.2021
                PHOR 35% 77% 03.06.2021 - 07.06.2021
                PLZL 35% 77% 03.06.2021 - 07.06.2021
                RASP 35% 77% 03.06.2021 - 07.06.2021
                RSTI 35% 77% 02.06.2021 - 04.06.2021
                RTKM 35% 77% 02.06.2021 - 04.06.2021
                TMO-RM 35% 77% 10.06.2021 - 15.06.2021
                BAC-RM 35% 77% 02.06.2021 - 04.06.2021
                BLK-RM 35% 77% 02.06.2021 - 04.06.2021
                MOS-RM 35% 77% 01.06.2021 - 03.06.2021

                 

                Ticker x_pr New value effective for
                IRAO 1.64 03.06.2021 - 07.06.2021
                PLZL 1.49 03.06.2021 - 07.06.2021

                 

                Ticker w New value effective for
                IRAO 0.08 03.06.2021 - 07.06.2021
                PLZL 0.10 03.06.2021 - 07.06.2021

                 

                Ticker Rcl_max Rch_max New value effective for
                ECL-RM 0.2 0.2 03.06.2021 - 10.06.2021
                GILD-RM 0.2 0.2 03.06.2021 - 10.06.2021
                KO-RM 0.2 0.2 03.06.2021 - 10.06.2021
                TMO-RM 0.2 0.2 03.06.2021 - 10.06.2021
                BAC-RM 0.2 0.2 01.06.2021 - 02.06.2021
                BLK-RM 0.2 0.2 01.06.2021 - 02.06.2021
                MOS-RM 0.2 0.2 01.06.2021 - 01.06.2021

                 

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