NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 17.12.2024:

№	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	RU000A10ABU4	13%	16%	19%	400 000	2 000 000	No	Yes
2	RU000A10ABV2	13%	16%	19%	200 000	1 000 000	No	Yes
3	RU000A10ABT6	13%	16%	19%	200 000	1 000 000	No	Yes
4	RU000A10ABS8	13%	16%	19%	200 000	1 000 000	No	Yes