NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 29.09.2025:

№	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	RU000A10CBA2	26%	29%	32%	500 000	2 500 000	No	Yes
2	RU000A10CTK3	30%	40%	50%	300 000	1 500 000	No	No
3	RU000A10CTX6	25%	28%	31%	12 000	60 000	No	Yes
4	RU000A10CU55	15%	18%	21%	60 000	300 000	No	No
5	RU000A10CU89	15%	18%	21%	120 000	600 000	No	No
6	RU000A10CUB0	15%	18%	21%	70 000	350 000	No	No