NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 27.06.2025:

№	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	RU000A10BUK3	15%	18%	21%	300 000	1 500 000	No	Yes
2	RU000A10BVW6	15%	18%	21%	80 000	400 000	No	No
3	RU000A10BW62	11%	14%	17%	300 000	1 500 000	No	Yes
4	RU000A107BL4	15%	18%	21%	6 311	31 555	No	Yes
5	RU000A107C67	15%	18%	21%	6 669	33 345	No	Yes
6	RU000A10BQU0	19%	22%	25%	100 000	500 000	No	Yes
7	RU000A10BTU4	19%	22%	25%	100 000	500 000	No	Yes
8	RU000A10BU23	10%	13%	16%	60 000	300 000	No	Yes
9	RU000A10BPQ0	9%	12%	15%	200 000	1 000 000	No	Yes