NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 22.12.2025:

№	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	RU000A10DWF5	14%	17%	20%	80 000	400 000	No	No
2	RU000A10DWQ2	30%	40%	50%	200 000	1 000 000	No	No
3	RU000A10DWV2	12%	15%	18%	60 000	300 000	No	No
4	RU000A10DWW0	19%	22%	25%	180 000	900 000	No	No
5	RU000A10DXJ5	22%	25%	28%	1 000 000	5 000 000	No	No
6	RU000A10DXL1	15%	18%	21%	440 000	2 200 000	No	No