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                10.01.2022 18:10

                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
                MAGN 16% 19% 22% 25% 29% 32% 11.01.2022 - 13.01.2022
                GMKN 20% 25% 26% 31% 33% 38% 12.01.2022 - 14.01.2022
                RASP 24% 28% 30% 34% 37% 41% 14.01.2022 - 18.01.2022

                 

                Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
                Current value New value
                APA-RM 35% 77% 19.01.2022-21.01.2022
                CLX-RM 35% 77% 24.01.2022-26.01.2022
                COO-RM 35% 77% 19.01.2022-21.01.2022
                CVS-RM 35% 77% 19.01.2022-21.01.2022
                GMKN 35% 77% 12.01.2022-14.01.2022
                MAGN 35% 77% 11.01.2022-13.01.2022
                PKI-RM 35% 77% 19.01.2022-21.01.2022
                PNC-RM 35% 77% 13.01.2022-18.01.2022
                RASP 35% 77% 14.01.2022-18.01.2022
                WST-RM 35% 77% 14.01.2022-19.01.2022

                 

                Ticker x_pr New value effective for
                MAGN 0.08 11.01.2022 - 13.01.2022
                GMKN 0.08 12.01.2022 - 14.01.2022

                 

                Ticker w New value effective for
                MAGN 1.62 11.01.2022 - 13.01.2022
                GMKN 1.51 12.01.2022 - 14.01.2022

                 

                Ticker Rcl_max Rch_max New value effective for
                PNC-RM 0.2 0.2 11.01.2022 – 13.01.2022
                WST-RM 0.2 0.2 12.01.2022 – 14.01.2022
                APA-RM 0.2 0.2 14.01.2022 – 19.01.2022
                CLX-RM 0.2 0.2 20.01.2022 – 24.01.2022
                COO-RM 0.2 0.2 14.01.2022 – 19.01.2022
                CVS-RM 0.2 0.2 14.01.2022 – 19.01.2022
                PKI-RM 0.2 0.2 14.01.2022 – 19.01.2022



                 

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                11.01.2022
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