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
NVTK	17%	20%	23%	26%	30%	33%	09.10.2026 - 12.10.2026
SIBN	18%	24%	24%	30%	31%	37%	12.10.2026 - 13.10.2026
TATN	17%	21%	23%	27%	30%	34%	12.10.2026 - 13.10.2026
TATNP	20%	24%	26%	30%	33%	37%	12.10.2026 - 13.10.2026

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
ZAYM	35%	77%	07.10.2026 - 08.10.2026
BTBR	35%	77%	08.10.2026 - 09.10.2026
GCHE	35%	77%	08.10.2026 - 09.10.2026
GMKN	35%	77%	09.10.2026 - 12.10.2026
BELU	35%	77%	09.10.2026 - 12.10.2026
NVTK	35%	77%	09.10.2026 - 12.10.2026
T	35%	77%	09.10.2026 - 12.10.2026
SIBN	35%	77%	12.10.2026 - 13.10.2026
TATN	35%	77%	12.10.2026 - 13.10.2026
TATNP	35%	77%	12.10.2026 - 13.10.2026