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

Current value

New value

Current value

New value

Current value

New value

MOEX

17%

23%

29%

30%

36%

13.06.2024 - 14.06.2024

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
MOEX	35%	77%	13.06.2024 - 14.06.2024
SELG	35%	77%	13.06.2024 - 14.06.2024

Ticker	x_pr	New value effective for
MOEX	1.48	13.06.2024 - 14.06.2024

Ticker	w	New value effective for
MOEX	0.07	13.06.2024 - 14.06.2024