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
TATN	20%	24%	45%	49%	55%	59%	08.01.2024 - 09.01.2024
TATNP	25%	29%	45%	49%	55%	59%	08.01.2024 - 09.01.2024

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
WUSH	35%	77%	04.01.2024 - 05.01.2024
SOFL	35%	77%	05.01.2024 - 08.01.2024
TATN	35%	77%	08.01.2024 - 09.01.2024
TATNP	35%	77%	08.01.2024 - 09.01.2024