NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 18.09.2026:

№	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	RU000A10G5L3	11%	14%	17%	840 000	4 200 000	No	Yes
2	RU000A10G486	50%	60%	70%	80 000	400 000	No	No
3	RU000A10G5K5	11%	14%	17%	200 000	1 000 000	No	Yes
4	RU000A10G5J7	15%	18%	21%	200 000	1 000 000	No	Yes