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	17%	21%	23%	27%	30%	34%	22.12.2023 - 25.12.2023
GMKN	17%	21%	23%	27%	30%	34%	25.12.2023 - 26.12.2023
SIBN	17%	25%	23%	31%	30%	38%	26.12.2023 - 27.12.2023

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
CBOM	35%	77%	21.12.2023 - 22.12.2023
PHOR	35%	77%	22.12.2023 - 25.12.2023
GMKN	35%	77%	25.12.2023 - 26.12.2023
SIBN	35%	77%	26.12.2023 - 27.12.2023
BELU	35%	77%	26.12.2023 - 27.12.2023