NCC | Risk parameters change on the Securities market a

CCP NCC changes risk params on the Securities market and on the Derivatives market:

1. On the Securities market:

Ticker

Current market risk rates, %

Market risk rates from
13.03.2025 г., %

Market risk rates from
17.03.2025 г., %

Market risk rates from 20.03.2025, %

S1_min

S2_min

S3_min

S1_min

S2_min

S3_min

S1_min

S2_min

S3_min

S1_min

S2_min

S3_min

PLZL

17%

23%

30%

50%

75%

95%

70%

80%

95%

100%

2. Ban on short selling an eligible collateral on the Securities market:

Ticker	Current Ban on short selling	Ban on short selling from 17.03.2025	Current eligible collateral	Eligible collateral from 20.03.2025
PLZL	No	Yes	Yes	No

3. On the Derivatives market:

Future	Current surcharge of 1st level market risk rate, %		Surcharge of 1st level market risk rate from 19:00 17.03.2025, %
Future	MRAddonUP	MRAddonDown	MRAddonUP	MRAddonDown
PLZL-3.25	0	0	23	23

Underlying	Current concentration limits, pcs		Concentration limits from 19:00 25.03.2025, шт.
Underlying	LK1	LK2	LK1	LK2
PLZL	17 061	85 305	170 610	853 050