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                02.03.2022 23:50

                Risk parameters change on Securities and FX market

                CCP NCC sets the following risk parameters starting from March 3nd, 2022:

                1. Lower bound of rollover rate on the Securities market will be set for the following securities:

                Attachment

                2. on the FX market:

                a) new penalty rate for USD and EUR will be changed:

                Asset Description Current penalty rate,
                % per annum
                New penalty rate,
                % per annum
                USD US dollar 39.64% 40.00%
                EUR Euro 74.07% 70.00%

                b) percent risk rate up and down for tenor TODTOM for USD and euro:

                Asset Description Tenor Minimum percent risk rate up and down, % per annum
                current new
                USD US dollar TODTOM 65% 35.75%
                EUR Euro TODTOM 105% 52.25%
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