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:

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

Ticker	Current eligible collateral	Eligible collateral from 10.07.2024	Current concentration limit per issuer	Сoncentration limit per issuer from 10.07.2024
MSNG	No	Yes	-	79 000 000

3. On the Derivatives market:

Other risk parameters will be available on the NCC website from July, 10th 2024.- https://www.nationalclearingcentre.com/catalog/530902