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                07.04.2016 16:06

                Risk Parameters Change

                Risk Parameters for the following FX Market instruments will be changed starting from April 14, 2016:

                FX Market

                  Ticker Current IM rates New IM rates Concentration Limits
                S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min 1st level 2nd level
                1 USD 9% 10% 11% 8% 9.5% 11% 1 000 000 000 5 000 000 000
                2 EUR 9% 10% 11% 8% 9.5% 11% 700 000 000 3 500 000 000
                3 CNY 9% 10% 11% 8% 9.5% 11% 20 000 000 100 000 000
                4 GBP 9% 10% 11% 8% 9.5% 11% 350 000 000 1 750 000 000
                5 HKD 9% 10% 11% 8% 9.5% 11% 20 000 000 100 000 000

                Risk Parameters for the following Derivatives Market instruments will be changed starting from 7:00 pm April 13, 2016:

                Derivatives Market      

                  Underlying Futures contract Current Basic IM Rate New Basic IM Rate
                1 Si USD/RUB Exchange rate 9% 8%
                2 Eu EUR/RUB Exchange rate 9% 8%

                FX Risk Rate for the OTC Derivatives Market will be changed from 9% to 8% starting from 5:00 pm April 13, 2016.

                Risk Parameters for the following instruments in  Securities market will be changed starting from April 14, 2016:

                Ticker Current IM rates New IM rates Concentration Limits
                S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min 1st level 2nd level
                1 RU000A0JR043 7% 10% 13% 11% 14% 17% 100 000 500 000
                2 RU000A0JUV08 7% 10% 13% 12% 15% 18% 200 000 1 000 000

                For further information, please contact the Public Relations Department at (495) 363-3232.

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