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
LKOH	30%	36%	36%	42%	43%	49%	01.06.2023 - 05.06.2023

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
VSMO	35%	77%	01.06.2023 - 05.06.2023
GAZP	35%	77%	01.06.2023 - 05.06.2023
LSRG	35%	77%	01.06.2023 - 05.06.2023
LKOH	35%	77%	01.06.2023 - 05.06.2023
AFKS	35%	77%	01.06.2023 - 05.06.2023
SNGS	35%	77%	01.06.2023 - 05.06.2023