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
HEAD	50%	61%	75%	86%	95%	100%	16.12.2024 - 17.12.2024
PHOR	17%	21%	23%	27%	30%	34%	19.12.2024 - 20.12.2024

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
HEAD	35%	77%	16.12.2024 - 17.12.2024
RENI	35%	77%	19.12.2024 - 20.12.2024
PHOR	35%	77%	19.12.2024 - 20.12.2024