NCC | Risk parameters changes on Securities market

CCP NCC changes the following risk on Securities market starting from 08.09.2026:

1. Risk parameters on Securities market:

Collateral Eligibility:

Ticker	Current Collateral Eligibility	Collateral Eligibility from 08.09.2026	Limits per issuer from 08.09.2026, RUB
AKMM	No	Yes	6 127 000 000

Market risk rates and concentration limits:

Ticker	Current Market risk rates			Market risk rates from 08.09.2026			Current Concentration limits, pcs.		Concentration limits from 08.09.2026, pcs.
Ticker	S1_min	S2_min	S3_min	S1_min	S2_min	S3_min	1 level	2 level	1 level	2 level
AKMM	6	9	100	7,5	10,5	100	1 233 184	6 165 921	8 905 371	44 526 855