NCC | 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
UPRO	25%	30%	31%	36%	38%	43%	15.12.2021 - 17.12.2021

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
TSM-RM	35%	77%	15.12.2021 - 17.12.2021
UPRO	35%	77%	15.12.2021 - 17.12.2021