NCC | Risk Parameters Change for the Securities

News

19 December 2025 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
SFIN	33%	66%	50%	83%	75%	108%	24.12.2025 - 25.12.2025

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
SFIN	35%	77%	24.12.2025 - 25.12.2025
IVAT	35%	77%	25.12.2025 - 26.12.2025

Ticker	x_prx_prx_prx_prx_prx_prx_prx_prx_prx_prx_prx_prx_prx pr	New value effective for
SFIN	1.00	24.12.2025 - 25.12.2025

Ticker	x_prx_prx_prx_prx_prx_prx_prx_prx_prx_prx_prx_prx_prW	New value effective for
SFIN	0.03	24.12.2025 - 25.12.2025