NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 27.02.2026:

№	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	RU000A10EDA4	14%	17%	20%	400 000	2 000 000	No	Yes
2	RU000A10EDW8	11%	14%	17%	1 700 000	8 500 000	No	Yes
3	RU000A10EE87	11%	14%	17%	110 000	550 000	No	No

№	Ticker	Minimum Initial Margin for the Market Risk, %
№	Ticker	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min
1	RU000A10ECH1	8%	11%	14%