NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 28.08.2026:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short selling	Collateral
1	RU000A10FYY7	70%	90%	100%	76 000	380 000	No	No
2	RU000A10FYZ4	11%	14%	17%	60 000	300 000	No	No
3	RU000A10FZ16	12%	15%	18%	110 000	550 000	No	No
4	RU000A10FZ32	13%	16%	19%	1 200 000	6 000 000	No	Yes