NCC | Risk parameters changes on Securities market

CCP NCC changes the following risk parameters on Securities market starting from June, 18th 2026:

Market risk rates:

Ticker	Current market risk rates			Market risk rates from June, 18th 2026
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
RU000A1008P1	9%	12%	15%	13%	16%	19%
RU000A105ZC6	8%	11%	14%	10%	13%	16%
RU000A0JTW83	8%	11%	14%	18%	21%	24%
RU000A0JWX04	16%	19%	22%	30%	33%	36%
RU000A0JX2Q3	13%	19%	21%	30%	36%	38%
RU000A1009L8	12.5%	15.5%	18.5%	7%	10%	13%
RU000A100DG5	13%	27%	40%	25%	39%	52%
RU000A105PH6	6%	9%	12%	8%	11%	14%