NCC | Risk parameters change on FX market

CCP NCC changes the following risk parameters on FX market starting from February, 5th 2026:

1. Market risk rates:

Underlying	Current market risk rates			Market risk rates from February, 5th 2026
Underlying	MR1_min	MR2_min	MR3_min	MR1_min	MR2_min	MR3_min
GLDRUB	10%	16%	23%	11%	17%	24%
SLVRUB	15%	24%	34%	20%	26%	34%
PLTRUB	14%	22%	100%	18%	24%	100%
PLDRUB	18%	28%	100%	20%	29%	100%

2. Stress collateral scenarios:

Underlying	Scen_UP	Scen_DOWN
SLV	10%	10%