NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 24.12.2025:

№	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	RU000A10DYG9	23%	26%	29%	500 000	2 500 000	No	Yes
2	RU000A10DYH7	67%	70%	73%	100 000	500 000	No	No
3	RU000A10CCJ1	100%	100%	100%	2 000	2 001	Yes	No