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	20%	24%	26%	30%	33%	37%	15.12.2022 - 19.12.2022

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
BELU	35%	77%	15.12.2022 - 19.12.2022
PHOR	35%	77%	15.12.2022 - 19.12.2022