NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 17.10.2025:

№	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	RU000A10D483	15%	18%	21%	4 200	21 000	No	Yes
2	RU000A10D4F1	11%	14%	17%	470 000	2 350 000	No	Yes
3	RU000A10D4G9	50%	60%	70%	100 000	500 000	No	No
4	RU000A10D4H7	36%	39%	42%	100 000	500 000	No	No