NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 13.10.2026:

№	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	RU000A10GCY1	13%	16%	19%	100 000	500 000	No	No
2	RU000A10GCV7	70%	90%	100%	100 000	500 000	No	No
3	RU000A10GCX3	18%	21%	24%	400 000	2 000 000	No	Yes
4	RU000A10GCW5	13%	16%	19%	12 000	60 000	No	No
5	RU000A10GCU9	23%	26%	29%	160 000	800 000	No	No