NCC | Risk parameters change on the Securities market a

22 April 2024 Risk parameters change on the Securities market and on the Derivatives market

CCP NCC changes the following risk parameters on the Securities market starting from April 23-th 2024 and on the Derivatives market starting from 19:00 April 22-th 2024:

1. Market risk rates on the Securities market:

Ticker	Current market risk rates, %			Market risk rates from 23.04.2024, %
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min
BANE	50%	75%	95%	33%	39%	46%

2. Market risk rates on the Derivatives market:

Underlying	Current market risk rates			Market risk rates from 19:00 22.04.2024
Underlying	MR_1	MR_2	MR_3	MR_1	MR_2	MR_3
BANE	50%	75%	95%	33%	39%	46%