NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 23.12.2025:

№	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	RU000A10A356	67%	70%	73%	1 000 000	5 000 000	No	No
2	RU000A10DY92	11%	14%	17%	400 000	2 000 000	No	Yes
3	RU000A10DYC8	17%	20%	23%	600 000	3 000 000	No	No