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

NLMK

20%

25%

26%

31%

33%

38%

03.12.2021 - 07.12.2021

Ticker

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

New value effective for

Current value

New value

NLMK

35%

77%

03.12.2021 – 07.12.2021

CMA-RM

35%

77%

13.12.2021 – 15.12.2021

GILD-RM

35%

77%

13.12.2021 – 15.12.2021

LRCX-RM

35%

77%

13.12.2021 – 15.12.2021

LEG-RM

35%

77%

13.12.2021 – 15.12.2021

LDOS-RM

35%

77%

13.12.2021 – 15.12.2021

M-RM

35%

77%

13.12.2021 – 15.12.2021

TMO-RM

35%

77%

13.12.2021 – 15.12.2021

VRSK-RM

35%

77%

13.12.2021 – 15.12.2021

VIAC-RM

35%

77%

13.12.2021 – 15.12.2021

Ticker

x_pr

New value effective for

NLMK

1.55

03.12.2021 - 07.12.2021

Ticker

w

New value effective for

NLMK

0.08

03.12.2021 - 07.12.2021