NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 10.04.2024:

№	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	RU000A107X96	13%	16%	19%	1,700,000	8,500,000	No	Yes
2	RU000A1087J8	13%	16%	19%	400,000	2,000,000	No	Yes
3	RU000A1087C3	18%	21%	24%	200,000	1,000,000	No	Yes