NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 12.09.2025:

№	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	RU000A10CC32	50%	60%	70%	200 000	1 000 000	No	No
2	RU000A10CQ77	11%	14%	17%	70 000	350 000	No	No
3	RU000A10CQ85	9%	12%	15%	300 000	1 500 000	No	Yes
4	RU000A10CQ93	14%	17%	20%	130 000	650 000	No	No
5	RU000A10CQE2	50%	60%	70%	60 000	300 000	No	No