NCC | Risk parameters change on the Securities market a

04 April 2024 Risk parameters change on the Securities market and on the Derivatives market

Corporate action (split) was completed. CCP NCC changes the following risk parameters on the Securities market starting from April 08-th 2024 and on the Derivatives market starting from 19:00 April 05-th 2024:

1. Market risk rates and concentration limits on the Securities market:

Ticker	Current market risk rates, %			Market risk rates from 08.04.2024, %			Current concentration limits		Concentration limits from 08.04.2024
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	LK1	LK2	LK1	LK2
GMKN	100%	100%	100%	17%	23%	30%	18 426	92 130	1 842 600	9 213 000

2. Ban on short selling and Eligible as collateral on the Securities market:

Ticker	Current Ban on short selling	Ban on short selling from 08.04.2024	Eligible as collateral	Eligible as collateral from 08.04.2024
GMKN	Yes	No	No	Yes

3. Market risk rates and concentration limits on the Derivatives market:

Underlying	Current market risk rates			Market risk rates from 19:00 05.04.2024			Current concentration limits		Concentration limits from 19:00 05.04.2024
Underlying	MR_1	MR_2	MR_3	MR_1	MR_2	MR_3	LK1	LK2	LK1	LK2
GMKN	100%	100%	100%	17%	23%	30%	18 426	92 130	1 842 600	9 213 000