CCP NCC sets the following risk parameters starting from March 2nd, 2022:

1. on the Securities market short selling ban will be set for the following securities:
securities - short selling ban (eng).xlsx

2. on the FX market:

a. new penalty rate will be set for currencies and precious metals equals to maximum from current penalty rate that was actual on 01.03.2022 and average weighted TODTOM rate according to the deals during 01.03.2022:

According to the above penalty rates for USD and EUR will be changed:

penalty rates for other assets will be remain unchanged.

b. percent risk rate up and down for tenor TODTOM for USD and euro:

3. on the OTC Derivatives market:

shift scenario will be changed for the following risk-factors: