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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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              28.05.2021
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