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                09.04.2014 17:43

                Equity market collateral rates to change

                The National Clearing Centre, acting as the central counterparty for Moscow Exchange's markets, has set the following market risk rates and concentration limits for the equity market effective from 11 April:

                No Security Ticker Minimum market risk limits,% Concentration limits, units
                1st level,
                S_1_min
                2nd level,
                S_2_min
                3rd level,
                S_3_min
                First tier Second tier
                1 Gazprom GAZP 20% 25% 30% 14,170,000 35,425,000
                2 Sberbank SBER 20% 25% 30% 26,652,000 66,630,000
                3 Norilsk Nickel GMKN 20% 25% 30% 86,000 215,000
                4 Rosneft ROSN 20% 25% 30% 1,294,000 3,235,000
                5 Lukoil LKOH 20% 25% 30% 322,000 805,000
                6 VTB VTBR 20% 25% 30% 9,977,508,000 24,943,770,000
                7 Novatek NVTK 20% 25% 30% 506,000 1,265,000
                8 Sberbank (pref) SBERP 20% 25% 30% 3,140,000 7,850,000
                9 Surgutneftegas SNGS 20% 25% 35% 5,967,000 14,917,500
                10 Rushydro HYDR 20% 25% 35% 102,183,000 255,457,500
                11 Severstal CHMF 20% 30% 40% 362,000 905,000
                12 Uralkali URKA 30% 50% 80% 938,000 2,345,000
                13 Surgutneftegas (pref) SNGSP 20% 25% 30% 7,333,000 18,332,500
                14 Moscow Exchange MOEX 20% 38% 40% 854,000 2,135,000
                15 Transneft (pref) TRNFP 20% 25% 35% 2,000 5,000
                16 Magnit MGNT 20% 30% 45% 56,000 140,000
                17 MTS MTSS 20% 35% 45% 636,000 1,590,000
                18 Tatneft TATN 20% 25% 35% 471,000 1,177,500
                19 NLMK NLMK 25% 35% 45% 676,000 1,690,000
                20 Federal Grid FEES 35% 55% 75% 1,064,525,000 2,661,312,500
                21 Gazprom Neft SIBN 20% 30% 42% 141,000 705,000
                22 Rosseti RSTI 35% 55% 75% 136,981,000 342,452,500
                23 Aeroflot AFLT 40% 60% 90% 1,422,000 3,555,000
                24 MMK MAGN 35% 59% 95% 3,507,000 17,535,000
                25 Inter RAO IRAO 35% 54% 78% 9,992,026,000 24,980,065,000
                26 Bashneft (pref) BANEP 45% 85% 95% 14,000 70,000
                27 AFK Sistema AFKS 35% 60% 95% 1,037,000 2,592,500
                28 Mechel MTLR 75% 95% 95% 615,000 1,537,500
                29 Bashneft BANE 45% 85% 95% 11,000 55,000
                30 E.ON Russia EONR 35% 65% 95% 8,643,000 21,607,500
                31 MOESK MSRS 55% 85% 95% 18,603,000 93,015,000
                32 Raspadskaya RASP 50% 75% 95% 1,007,000 5,035,000
                33 Tatneft (pref) TATNP 55% 85% 95% 170,000 850,000
                34 Acron AKRN 55% 85% 95% 19,000 95,000
                35 Mosenergo MSNG 55% 85% 95% 25,907,000 129,535,000
                36 PIK Group PIKK 70% 95% 95% 247,000 1,235,000
                37 VSMPO AVISMA Corporation VSMO 70% 95% 95% 3,000 15,000
                38 Dixi DIXY 60% 75% 95% 69,000 345,000
                39 Phosagro PHOR 70% 95% 95% 17,000 85,000
                40 Alrosa ALRS 50% 75% 95% 681,000 1,702,500
                41 LSR Group LSRG 70% 95% 95% 44,000 220,000
                42 Novorossiisk Commercial Seaport NMTP 50% 75% 95% 8,893,000 44,465,000
                43 M.Video MVID 60% 75% 95% 87,000 435,000
                44 Mostotrest MSTT 50% 75% 95% 214,000 1,070,000
                45 Sollers SVAV 70% 95% 95% 37,000 185,000
                46 TMK TRMK 50% 75% 95% 268,000 1,340,000
                47 Mechel (pref) MTLRP 70% 95% 95% 856,000 4,280,000
                48 Rostelecom RTKM 25% 35% 45% 459,000 1,147,500
                49 Rostelecom (pref) RTKMP 35% 55% 95% 353,000 1,765,000

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

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