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
SIBN	17%	23%	23%	29%	30%	36%	24.12.2021 - 28.12.2021

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
	Current value	New value
SIBN	35%	77%	24.12.2021 - 28.12.2021

Ticker	x_pr	New value effective for
SIBN	1.45	24.12.2021 - 28.12.2021

Ticker	w	New value effective for
SIBN	0.07	24.12.2021 - 28.12.2021