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
BANEP	33%	41%	39%	47%	46%	54%	05.07.2023 - 07.07.2023

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
BANE	35%	77%	05.07.2023 - 07.07.2023
BANEP	35%	77%	05.07.2023 - 07.07.2023
LSRG	35%	77%	05.07.2023 - 07.07.2023