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
FEES	21%	24%	30%	33%	47%	50%	10.01.2020 - 13.01.2020
MTSS	17%	21%	23%	27%	34%	38%	10.01.2020
MGNT	17%	21%	24%	28%	38%	42%	10.01.2020
MAGN	17%	21%	23%	27%	34%	38%	13.01.2020 – 15.01.2020

IR risk (downward scenario) - SECΔ_1 (Y0/Y1)
Ticker	Current value	New value	New value effective for
FEES	35%	77%	09.01.2020 - 13.01.2020
MTSS	35%	77%	08.01.2020 - 10.01.2020
MRKS	35%	77%	09.01.2020 - 13.01.2020
MSRS	35%	77%	10.01.2020 – 14.01.2020
MGNT	35%	77%	08.01.2020 - 10.01.2020
MAGN	35%	77%	13.01.2020 – 15.01.2020