NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 30.06.2025:

№	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	RU000A10BVY2	50%	60%	70%	1 000 000	5 000 000	No	No
2	RU000A10BW96	70%	90%	100%	300 000	1 500 000	No	No
3	RU000A10BWA0	50%	60%	70%	980 000	4 900 000	No	No
4	RU000A10BWC6	41%	44%	47%	200 000	1 000 000	No	No