NCC | Risk parameters on Securities market

CCP NCC changes the following risk parameters on Securities market starting from October, 27-th 2022 :

№	Ticker	Description	Current concentration limits, number of securities		New concentration limits, number of securities
№	Ticker	Description	LK_1	LK_2	LK_1	LK_2
1	RU000A1059Q2	PJSC "LUKOIL" ZO-30	2 000	2 001	30 000	150 000
2	RU000A1059N9	PJSC "LUKOIL" ZO-26	2 000	2 001	20 000	100 000

№	Ticker	Description	Current stress scenario UP, %	Current stress scenario DOWN, %	New stress scenario UP, %	New stress scenario DOWN, %
№	Ticker	Description	Current stress scenario UP, %	Current stress scenario DOWN, %	New stress scenario UP, %	New stress scenario DOWN, %
1	RU000A1059Q2	PJSC "LUKOIL" ZO-30	0%	0%	2%	2%
2	RU000A1059N9	PJSC "LUKOIL" ZO-26	0%	0%	2%	2%