NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from 24.03.2025:

№	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	RU000A10B3Q2	8%	11%	14%	120 000	600 000	No	No
2	RU000A10B4U2	13%	16%	19%	1 000 000	5 000 000	No	Yes
3	RU000A10B4W8	13%	16%	19%	1 000 000	5 000 000	No	Yes
4	RU000A10B4K3	19%	22%	25%	160 000	800 000	No	Yes