NCC | Risk parameters change on Securities and Derivati

CCP NCC sets the following risk parameters:

1. Starting from June, 9 2022 on Securities market:

№	Ticker	Current market risk rates			New market risk rates			Current accepted as collateral	New accepted as collateral
№	Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	Current accepted as collateral	New accepted as collateral
1	AFLT	30%	36%	43%	50%	56%	63%	Yes	No
2	RU000A103943	19%	22%	25%	100%	100%	100%	No	No

2. Starting from June, 17 2022 on Securities market:

№	Ticker	Current accepted as collateral	New accepted as collateral
1	FEES	Yes	No

3. Starting from 7 PM June, 8 2022 on Derivatives market: