NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 30.03.2026:

№	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	RU000A10EQ34	22%	25%	28%	140 000	700 000	No	No
2	RU000A10EQ42	28%	31%	34%	220 000	1 100 000	No	No
3	RU000A10EQ75	11%	14%	17%	1 000 000	5 000 000	No	No