NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 21.03.2025:

№	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	RU000A10B495	15%	18%	21%	600 000	3 000 000	No	Yes
2	RU000A10B487	8%	11%	14%	300 000	1 500 000	No	No
3	RU000A10B347	8%	11%	14%	32 000	160 000	No	No
4	RU000A10B2X0	12%	15%	18%	100 000	500 000	No	No
5	RU000A10B4D8	13%	16%	19%	600 000	3 000 000	No	Yes