NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 28.08.2025:

№	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	RU000A10CG79	70%	90%	100%	100 000	500 000	No	No
2	RU000A10CKY3	50%	60%	70%	100 000	500 000	No	No
3	RU000A10CKZ0	11%	14%	17%	1 200 000	6 000 000	No	No
4	RU000A10CL07	11%	14%	17%	278 000	1 390 000	No	Yes
5	RU000A10CL64	70%	90%	100%	130 000	650 000	No	No