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                02.05.2023 14:57

                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
                BSPB 40% 47% 57% 64% 82% 89% 05.05.2023 - 10.05.2023
                SBER 20% 28% 26% 34% 33% 41% 08.05.2023 - 11.05.2023
                SBERP 20% 28% 26% 34% 33% 41% 08.05.2023 - 11.05.2023

                 

                Ticker IR risk (downward scenario) – SECΔ_1 (Y0/Y1) New value effective for
                Current value New value
                UPRO 35% 77% 03.05.2023 - 05.05.2023
                BSPB 35% 77% 05.05.2023 - 10.05.2023
                SBER 35% 77% 08.05.2023 - 11.05.2023
                SBERP 35% 77% 08.05.2023 - 11.05.2023

                 

                Ticker w New value effective for
                SBER 0.06 08.05.2023 - 11.05.2023
                SBERP 0.06 08.05.2023 - 11.05.2023

                 

                Ticker x_pr New value effective for
                SBER 1.37 08.05.2023 - 11.05.2023
                SBERP 1.37 08.05.2023 - 11.05.2023
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