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04.07.2023 13:28

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
Ticker	Current value	New value	Current value	New value	Current value	New value	New value effective for
HYDR	25%	29%	31%	35%	38%	42%	07.07.2023 - 11.07.2023
TATN	20%	24%	26%	30%	33%	37%	07.07.2023 - 11.07.2023
TATNP	25%	29%	31%	35%	38%	42%	07.07.2023 - 11.07.2023
PHOR	20%	23%	26%	29%	33%	36%	07.07.2023 - 11.07.2023

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
ROSN	35%	77%	07.07.2023 - 11.07.2023
HYDR	35%	77%	07.07.2023 - 11.07.2023
TATN	35%	77%	07.07.2023 - 11.07.2023
TATNP	35%	77%	07.07.2023 - 11.07.2023
PHOR	35%	77%	07.07.2023 - 11.07.2023

Ticker	x_pr	New value effective for
TATN	1.55	07.07.2023 - 11.07.2023

Ticker	w	New value effective for
TATN	0.08	07.07.2023 - 11.07.2023

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