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              04.07.2024 12:33

              Risk Parameters Change for the Securities

              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
              SBER 17% 25% 23% 31% 30% 38% 10.07.2024 - 11.07.2024
              SBERP 17% 25% 23% 31% 30% 38% 10.07.2024 - 11.07.2024
              PHOR 17% 21% 23% 27% 30% 34% 10.07.2024 - 11.07.2024
              BANE 33% 38% 39% 44% 46% 51% 11.07.2024 - 12.07.2024
              BANEP 33% 41% 39% 47% 46% 54% 11.07.2024 - 12.07.2024

               

              Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
              Current value New value
              AFKS 35% 77% 08.07.2024 - 09.07.2024
              RU000A0ZYH02 35% 77% 09.07.2024 - 10.07.2024
              SBER 35% 77% 10.07.2024 - 11.07.2024
              SBERP 35% 77% 10.07.2024 - 11.07.2024
              PHOR 35% 77% 10.07.2024 - 11.07.2024
              PHOR 35% 77% 10.07.2024 - 11.07.2024
              BANE 35% 77% 11.07.2024 - 12.07.2024
              BANEP 35% 77% 11.07.2024 - 12.07.2024

               

              Ticker x_pr New value effective for
              SBER 1.34 10.07.2024 - 11.07.2024
              SBERP 1.34 10.07.2024 - 11.07.2024
              PHOR 1.56 10.07.2024 - 11.07.2024
              BANEP 1.42 11.07.2024 - 12.07.2024

               

              Ticker w New value effective for
              SBER 0.06 10.07.2024 - 11.07.2024
              SBERP 0.06 10.07.2024 - 11.07.2024
              PHOR 0.08 10.07.2024 - 11.07.2024
              BANEP 0.07 11.07.2024 - 12.07.2024
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