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
BSPB	40%	47%	57%	64%	82%	89%	25.08.2022 - 29.08.2022

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
TATN	35%	77%	24.08.2022 - 26.08.2022
BSPB	35%	77%	25.08.2022 - 29.08.2022