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13 December 2022

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
LKOH 30% 42% 36% 48% 43% 55% 17.12.2022 - 21.12.2022

 

Ticker IR risk (downward scenario) - SECΔ_1 (Y0/Y1) New value effective for
Current value New value
LKOH 35% 77% 17.12.2022 - 21.12.2022

 

Ticker x_pr New value effective for
LKOH 1.3 17.12.2022 - 21.12.2022

 

Ticker w New value effective for
LKOH 0.06 17.12.2022 - 21.12.2022