NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 24.02.2023:

№	Ticker	Minimum Initial Margin for the Market Risk, %			Concentration Limit, # of securities		Ban on short selling	Collateral (from 24.02.2023)	Collateral (from 28.02.2023)
№	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 24.02.2023)	Collateral (from 28.02.2023)
1	RU000A105VQ5	12%	15%	18%	240 000	1 200 000	No	No	Yes
2	RU000A105W08	12%	15%	18%	140 000	700 000	No	No	Yes