NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 18.02.2026:

№	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	RU000A10EAM5	70%	90%	100%	20 000	100 000	No	No
2	RU000A10EAS2	19%	22%	25%	380 000	1 900 000	No	No
3	RU000A10EBE0	11%	14%	17%	400 000	2 000 000	No	Yes