NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 28.07.2026:

№	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	RU000A10FRF0	15%	20%	25%	5 000	15 000	No	Yes
2	RU000A10FRD5	50%	60%	70%	100 000	500 000	No	No
3	RU000A10FQR7	70%	90%	100%	60 000	300 000	No	No