NCC | Risk parameters before bond redemption on the Sec

CCP NCC sets the following risk parameters for bonds without full prefunding on the Securities market starting from 11.04.2023:

Risk parameter	Risk parameters	Risk parameters	Risk parameters	Risk parameters
Risk parameter	from Т-5*	from Т-4*	from Т-3*	from Т-2*
Minimum Market Risk Rate (Level 1, 2, 3)	Step change from current to 100% (daily)			100%
Limit of Collateral**	75%	50%	25%	0%
Eligible collateral**	Yes	Yes	Yes	No

*Т – maturity date
**if Eligible Collateral = Yes