NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 07.08.2025:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Extended 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	Extended collateral
1	RU000A10BVS4	11%	14%	24%	707 522	3 537 610	No	Yes
2	RU000A10C1N2	27%	30%	42%	1 726 738	8 633 690	No	Yes
3	RU000A10C1P7	25%	28%	42%	2 054 839	10 274 195	No	Yes
4	RU000A10C8J5	20%	23%	36%	1 800 053	9 000 265	No	Yes
5	RU000A10BP53	11%	14%	23%	127 990	639 950	No	No