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
PHOR	25%	33%	31%	39%	38%	46%	29.09.2022 - 03.10.2022

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
	Current value	New value
PHOR	35%	77%	29.09.2022 - 03.10.2022

Ticker	w	New value effective for
PHOR	0.07	29.09.2022 - 03.10.2022

Ticker	x_pr	New value effective for
PHOR	1.39	29.09.2022 - 03.10.2022