NCC | Risk parameters change on the Securities and the

CCP NCC changes the following risk parameters on the Securities market and on the Derivatives market:

1. Market risk rates on the Securities market:

Ticker	Current market risk rates			Market risk rates from 18.06.2024
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
VKCO	70%	80%	95%	26%	32%	39%

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

Ticker	Current eligible collateral	Eligible collateral from 18.06.2024
VKCO	No	Yes

3. On the Derivatives market:

Underlying	Current market risk rates			Market risk rates from 19:00 17.06.2024
Underlying	MR_1	MR_2	MR_3	MR_1	MR_2	MR_3
VKCO	70%	80%	95%	26%	32%	39%