NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 18.04.2025:

№	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	RU000A10BFG2	18%	21%	24%	800 000	4 000 000	No	Yes
2	RU000A10BFF4	32%	35%	38%	200 000	1 000 000	No	Yes
3	RU000A10BFM0	19%	22%	25%	7 000	35 000	No	Yes
4	RU000A10BAP4	70%	90%	100%	135 000	675 000	No	No