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
HYDR	30%	35%	36%	41%	43%	48%	06.07.2022 - 08.07.2022

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
HYDR	35%	77%	06.07.2022 - 08.07.2022
SIBN	35%	77%	06.07.2022 - 08.07.2022
TATN	35%	77%	06.07.2022 - 08.07.2022
TATNP	35%	77%	06.07.2022 - 08.07.2022