NCC | Risk parameters for new stock options on Derivati

CCP NCC sets the following risk parameters for new stock options on Derivatives market starting from July, 11th 2022:

1. Risk rates to implied volatility:

2. Other static parameters:

Underlying	Number of settlement periods before the stock options expiration for using "Half netting" rule for inter-month spread margining	Cashflow risk rate
GAZR	2	100%