NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 14.06.2024:

№	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	RU000A1089U1	15%	18%	21%	1 097	5 485	No	No
2	RU000A1089T3	7%	10%	13%	1 997	9 985	No	No
3	RU000A1089W7	17%	20%	23%	345	1 725	No	No
4	RU000A1089X5	14%	17%	20%	3 470	17 350	No	No