NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 14.10.2025:

№	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	RU000A10D301	14%	17%	20%	20 000	100 000	No	No
2	RU000A10D3B2	14%	17%	20%	100 000	500 000	No	Yes
3	RU000A10D3C0	14%	17%	20%	600 000	3 000 000	No	Yes
4	RU000A10D3J5	18%	21%	24%	95 400	477 000	No	No
5	RU000A10D3K3	18%	21%	24%	78 600	393 000	No	No