NCC | Risk parameters on FX market

CCP NCC sets the following risk parameters on FX market starting from 08.12.2025:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit		Ban on short	Eligible collateral	Limit of collateral
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2
1	GLDRUBFIX0	15.5%	21.5%	28.5%	213 000	1 065 000	No	Yes	100%
2	GLDRUB_WAP0	15.5%	21.5%	28.5%	213 000	1 065 000	No	Yes	100%
3	GLDRUB_WAPV	15.5%	21.5%	28.5%	213 000	1 065 000	No	Yes	100%