NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 27.11.2025:

№	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	RU000A109KC0	13%	16%	19%	520 000	2 600 000	No	Yes
2	RU000A10DLV5	19%	22%	25%	80 000	400 000	No	Yes
3	SU26254RMFS1	11%	13%	14%	7 000 000	28 000 000	No	Yes