NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 23.12.2022 :

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral (from 23.12.2022)	Collateral (from 26.12.2022)
№	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 (from 23.12.2022)	Collateral (from 26.12.2022)
1	RU000A105NH1	40%	43%	46%	17,000	85,000	No	No	No
2	RU000A105NE8	30%	33%	36%	280,000	1,400,000	No	No	Yes
3	RU000A105BA1	7%	10%	13%	600,000	3,000,000	No	No	No