NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 17.07.2026:

№	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	RU000A10FP83	30%	40%	50%	200 000	1 000 000	No	No
2	RU000A10FP91	11%	14%	17%	600 000	3 000 000	No	Yes
3	RU000A10FPB3	11%	14%	17%	300 000	1 500 000	No	Yes
4	RU000A10FPA5	30%	40%	50%	500 000	2 500 000	No	Yes