NCC | Risk parameters on Securities market

Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 09.09.2025:

№	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	RU000A10CP52	0.12	0.15	0.18	100 000	500 000	No	Yes
2	RU000A10CP78	0.3	0.4	0.5	500 000	2 500 000	No	Yes