NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 04.09.2023 :

№	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	RU000A106TV7	21%	24%	27%	140,000	700,000	No	No
2	RU000A106TR5	20%	23%	26%	240,000	1,200,000	No	No
3	RU000A106TQ7	16%	19%	22%	120,000	600,000	No	No
4	RU000A106TN4	13%	16%	19%	140,000	700,000	No	No