NCC | Risk parameters change on Securities markets

CCP NCC changes the following risk parameters on Securities market starting from December, 14th 2022:

№	ISIN	Short name	Current minimum Initial Margin for the Market Risk, %			New minimum Initial Margin for the Market Risk, %
№	ISIN	Short name	Level 1, S1_min	Level 2, S2_min	Level 3, S3_min	Level 1, S1_min	Level 2, S2_min	Level 3, S3_min
1	RU000A1059A6	Gazprom К31	16%	19%	22%	32%	35%	38%

№	ISIN	Short name	Current accepted as collateral	New accepted as collateral
1	RU000A105BL8	GazpromК3Е	No	Yes
2	RU000A105C51	GazpromК3024	No	Yes
3	RU000A105BY1	GazpromК3028	No	Yes
4	RU000A105A95	GazpromК3D	No	Yes
5	RU000A1059R0	Lukoil 31	No	Yes
6	RU000A1059M1	Lukoil 23	No	Yes
7	RU000A105A04	Metalin028	No	Yes
8	RU000A105A87	SCF 302028	No	Yes
9	RU000A1059A6	Gazprom К31	No	Yes