NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 02.03.2026:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Ban on short selling
		Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min
1	RU000A10EED6	18%			No
2	RU000A10EEP0	17%			No

CCP NCC sets the following risk parameters on Securities market starting from 03.03.2026:

№	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	RU000A10EED6	12%	15%	18%	800 000	4 000 000	No	Yes
2	RU000A10EEP0	11%	14%	17%	800 000	4 000 000	No	Yes