NCC | Risk parameters change on Securities markets

CCP NCC changes the following risk parameters on Securities market starting from January, 16th 2023:

№	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	RU000A105GZ7	GazpromKapital ZO24-2-E	15%	18%	21%	30%	33%	36%
2	RU000A105JH9	GazpromKapital ZO27-2-D	22%	25%	28%	44%	47%	50%
3	RU000A105JT4	GazpromKapital ZO31-1-D	28%	31%	34%	56%	59%	62%

№	ISIN	Short name	Current accepted as collateral	New accepted as collateral
1	RU000A105GZ7	GazpromKapital ZO24-2-E	No	Yes
2	RU000A105JH9	GazpromKapital ZO27-2-D	No	Yes
3	RU000A105JT4	GazpromKapital ZO31-1-D	No	Yes