№

Ticker

Description

Current market risk rates, %

New market risk rates, %

Level 1, S1_min

 Level 2, S2_min

Level 3, S3_min

Level 1, S1_min

 Level 2, S2_min

Level 3, S3_min

1

YNDX

PLLC Yandex N.V.

19%

25%

32%

40%

46%

47%

2

VTBX

VTBX ETF MOEX Fund

22%

34%

100%

40%

52%

100%

3

VTBR-ME

GDR Bank VTB ORD SHS

35%

49%

78%

40%

54%

69%

4

VTBR

VTB

23%

29%

36%

40%

46%

47%

5

VSMO

Corp. VSMPO-AVISMA ao

33%

50%

75%

40%

57%

65%

6

VKCO

GDR VK Company Limited ORD SHS

19%

25%

32%

40%

46%

47%

7

UPRO

Unipro PAO ao

34%

40%

47%

40%

46%

47%

8

TRNFP

Transneft (pref)

25%

31%

38%

40%

46%

47%

9

TMOS

TMOS ETF TINKOFF IMOEX RUB

15%

24%

100%

40%

49%

100%

10

TGKA

TGK-1

33%

50%

75%

40%

57%

65%

11

TCSG

GDR TCS Group Holding ORD SHS

21%

27%

34%

40%

46%

47%

12

TATNP

Tatneft (pref)

19%

25%

32%

40%

46%

47%

13

TATN

Tatneft-3

26%

32%

39%

40%

46%

47%

14

SNGSP

Surgut-pref

24%

30%

37%

40%

46%

47%

15

SNGS

Surgut

24%

30%

37%

40%

46%

47%

16

SIBN

Gazprom neft

19%

25%

32%

40%

46%

47%

17

SGGD-ME

ADR Surgutneftegaz ORD SHS

35%

49%

78%

40%

54%

69%

18

SBMX

SBMX ETF MOEX Total Return

26%

40%

100%

40%

54%

100%

19

SBGB

SBGB ETF MOEX OFZ

26%

38%

100%

40%

52%

100%

20

SBERP

Sberbank (pref)

23%

29%

36%

40%

46%

47%

21

SBER-ME

ADR Sberbank of Russia ORD SHS

20%

28%

45%

40%

48%

57%

22

SBER

Sberbank

23%

29%

36%

40%

46%

47%

23

SBCB

SBCB ETF USD Corporate Bonds

28%

34%

100%

40%

46%

100%

24

RUAL

RUSAL ao

19%

25%

32%

40%

46%

47%

25

RTKMP

Rostelecom- (pref)

33%

50%

75%

40%

57%

65%

26

RTKM-ME

ADR Rostelecom ORD SHS

37%

52%

83%

40%

55%

71%

27

RTKM

Rostelecom

29%

35%

42%

40%

46%

47%

28

RSTI

Rosseti ao

25%

31%

38%

40%

46%

47%

29

ROSN

Rosneft

25%

31%

38%

40%

46%

47%

30

RCMX

RCMX ETF MOEX 15 Index

15%

27%

100%

40%

52%

100%

31

RASP

Raspadskaya

29%

35%

42%

40%

46%

47%

32

QIWI

QIWI PLC

29%

35%

42%

40%

46%

47%

33

POLY

Polymetal International plc

19%

25%

32%

40%

46%

47%

34

PLZL

Polus

24%

30%

37%

40%

46%

47%

35

PIKK

PIK SZ

37%

43%

50%

40%

46%

47%

36

PHOR

PhosAgro ao

19%

25%

32%

40%

46%

47%

37

OPNR

OPNR ETF - RU Stocks

22%

37%

100%

40%

55%

100%

38

OPNB

OPNB ETF - RU Bonds

29%

39%

100%

40%

50%

100%

39

OGZD

Gazprom dr

22%

31%

49%

40%

49%

58%

40

OGKB

OGK-2

33%

50%

75%

40%

57%

65%

41

NVTK-ME

GDR NOVATEK ORD SHS

20%

28%

45%

40%

48%

57%

42

NVTK

NOVATEK

20%

26%

33%

40%

46%

47%

43

NMTP

NMTP

33%

50%

75%

40%

57%

65%

44

NLMK-ME

GDR NLMK ORD SHS

35%

49%

78%

40%

54%

69%

45

NLMK

NLMK ao

25%

31%

38%

40%

46%

47%

46

NKNCP

Niznekamskneftekhim (pref)

33%

50%

75%

40%

57%

65%

47

NKNC

Niznekamskneftekhim ao

33%

50%

75%

40%

57%

65%

48

MVID

M.video

27%

33%

40%

40%

46%

47%

49

MTSS-ME

ADR MTS ORD SHS

25%

35%

56%

40%

50%

61%

50

MTSS

MTS

23%

29%

36%

40%

46%

47%

51

MSNG

MosEnrg

33%

50%

75%

40%

57%

65%

52

MRKP

Rosseti Centr i Privoljye ao

33%

50%

75%

40%

57%

65%

53

MOEX

MoscowExchange

19%

25%

32%

40%

46%

47%

54

MNOD-ME

ADR GMK NorilskiyNikel ORD SHS

25%

29%

36%

40%

44%

47%

55

MGNT-ME

GDR Magnit ORD SHS

30%

42%

67%

40%

52%

65%

56

MGNT

Magnit

19%

25%

32%

40%

46%

47%

57

MAGN

MMK

20%

26%

33%

40%

46%

47%

58

LSNGP

Rosseti LenEnrg (pref)

33%

50%

75%

40%

57%

65%

59

LKOH

LUKOIL

19%

25%

32%

40%

46%

47%

60

LKOD-ME

ADR LUKOIL ORD SHS

18%

25%

40%

40%

47%

55%

61

IRAO

Inter RAO ao

29%

35%

42%

40%

46%

47%

62

HYDR

RusGidro

24%

30%

37%

40%

46%

47%

63

GMKN

NorNickel GMK

25%

31%

38%

40%

46%

47%

64

GLTR

GDR Globaltrans Inves ORD SHS

34%

40%

47%

40%

46%

47%

65

GCHE

Cherkizovo Group ao

33%

50%

75%

40%

57%

65%

66

GAZP

Gazprom

19%

25%

32%

40%

46%

47%

67

FXRU

FinEx Rus Eurobonds ETF (USD)

12%

19%

70%

40%

47%

91%

68

FXRL

FinEx RTS UCITS ETF USD

25%

50%

70%

40%

65%

60%

69

FXRB

FinEx Rus Eurobonds ETF(RUB)

12%

19%

70%

40%

47%

91%

70

FLOT

Sovcomflot

27%

33%

40%

40%

46%

47%

71

FIVE

GDR X5 RetailGroup N.V.ORD SHS

19%

25%

32%

40%

46%

47%

72

FEES

FSK EES

27%

33%

40%

40%

46%

47%

73

ENRU

Enel Russia

33%

50%

75%

40%

57%

65%

74

DSKY

Detsky mir

28%

34%

41%

40%

46%

47%

75

CHMF

Severstal - ao

22%

28%

35%

40%

46%

47%

76

CBOM

MKB ao

33%

50%

75%

40%

57%

65%

77

BSPB

BSP

33%

50%

75%

40%

57%

65%

78

BANEP

Bashneft ANK ap

30%

36%

43%

40%

46%

47%

79

BANE

Bashneft ANK ao

33%

50%

75%

40%

57%

65%

80

ATAD-ME

ADR Tatneft ORD SHS

37%

52%

83%

40%

55%

71%

81

ALRS

ALROSA ao

19%

25%

32%

40%

46%

47%

82

AKRN

Acron

37%

54%

79%

40%

57%

65%

83

AFLT

Aeroflot

19%

25%

32%

40%

46%

47%

84

AFKS

AFK Sistema

29%

35%

42%

40%

46%

47%

85

ROSN-ME

GDR Rosneft ORD SHS

28%

40%

63%

40%

52%

63%

86

SVST-ME

GDR SEVERSTAL ORD SHS

28%

40%

63%

40%

52%

63%