NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 26.04.2023 :

№	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	RU000A1065C9	38%	41%	44%	100 000	500 000	No	Yes
2	RU000A1064Y6	18%	21%	24%	6 000	30 000	No	No
3	RU000A1065K2	24%	27%	30%	300 000	1 500 000	No	Yes
4	RU000A1065A3	44%	47%	50%	200 000	1 000 000	No	Yes