NCC | Risk Parameters Change for the Securities

The following risk parameters will be changed:

Market Risk Rate of the first, second and third level – S_1(2,3)_min

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
MVID	20%	24%	26%	30%	33%	37%	14.05.2021 - 18.05.2021

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)

Ticker	x_pr	New value effective for
MVID	1.56	14.05.2021 - 18.05.2021

Ticker	w	New value effective for
MVID	0.08	14.05.2021 - 18.05.2021

Ticker	Rcl_max	Rch_max	New value effective for
AMAT-RM	0.2	0.2	18.05.2021 - 25.05.2021