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                09.11.2012 13:11

                Initial Margin requirement for FORTS Derivatives market, Saint-Petersburg Exchange and Standard sector to be changed

                By the recommendation of the Moscow Exchange Derivatives market committee, RTS Clearing Center has set the following sizes of initial margin for the FORTS derivatives market, Saint-Petersburg Exchange and Standard sector of the Securities market.

                The new Initial Margin sizes will take effect from the evening clearing session on November 9, 2012.

                Futures contract/Instrument of the Standard sector Initial Margin
                Current basic size New basic size
                MMC NORILSK NICKEL ordinary shares 15% 12%
                Gazprom ordinary shares 12% 10%
                LUKOIL ordinary shares 12% 10%
                Rosneft ordinary shares 15% 12%
                Sberbank ordinary shares 12% 10%
                Surgutneftegas ordinary shares 15% 12%
                VTB Bank ordinary shares 15% 12%
                MTS ordinary shares 20% 15%
                NOVATEK ordinary shares 20% 15%
                Transneft preferred shares 15% 12%
                Sberbank preferred shares 15% 12%
                RusHydro ordinary shares 15% 12%
                RDRs representing rights on shares of United Company RUSAL Plc 20% 15%
                Tatneft ordinary shares 20% 15%
                Severstal ordinary shares 20% 15%
                Uralkali ordinary shares 20% 15%
                Surgutneftegas preferred shares 15% 12%
                Rostelecom ordinary shares 20% 15%
                Troika Dialog AM, "Troika Dialog — RTS Standard Index", fund units 15% 12%
                EUR/RUB exchange rate 3,5% 3%
                EUR/USD exchange rate 3,5% 3%
                GBP/USD exchange rate 3,5% 3%
                Gold 8% 6%
                Silver 16% 12%
                Raw sugar 12% 10%
                BRENT oil 10% 8%
                Platinum 10% 8%
                Palladium 12% 10%
                Copper 10% 8%
                Cotton 12% 15%

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

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