NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 13.11.2025:

№	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	SU29029RMFS4	8%	9%	10%	7 000 000	28 000 000	No	Yes
2	SU29028RMFS6	8%	9%	10%	7 000 000	28 000 000	No	Yes
3	RU000A10DDU4	11%	14%	17%	400 000	2 000 000	No	Yes