NCC | 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
CNRU	33%	39%	50%	56%	90%	96%	19.06.2026 - 22.06.2026
VSEH	33%	37%	50%	54%	75%	79%	19.06.2026 - 22.06.2026

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
PRMD	35%	77%	18.06.2026 - 19.06.2026
CNRU	35%	77%	19.06.2026 - 22.06.2026
VSEH	35%	77%	19.06.2026 - 22.06.2026
ABIO	35%	77%	19.06.2026 - 22.06.2026