Moscow Exchange: Risk Parameters Change For The Securities ALRS, POLY

Date 13/05/2015

The following risk parameters will be changed:

For ALRS

Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 14, 2015 to May 19, 2015

Lower REPO Penalty Rate (LPenRate) to −200% for May 18, 2015.

For POLY

Minimum level of Interest Risk Margin (Delta_1(2,3)_min) to 77% for the period from May 15, 2015 to May 20, 2015

Lower REPO Penalty Rate (LPenRate) to −200% for May 19, 2015.

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