NCC | Risk parameters on Securities market

CCP NCC sets the following risk parameters on Securities market starting from April 1, 2025

№	Ticker	Market risk rates			Concentration Limit, # of securities		Ban on short selling	Extended collateral list group
№	Ticker	S_1_min	S_1_min	S_1_min	Level 1	Level 2	Ban on short selling	Extended collateral list group
1	RU000A107SY1	40%	43%	53%	910 000	4 550 000	No	Yes
2	RU000A106YR5	40%	43%	53%	597 000	2 985 000	No	Yes
3	RU000A108GC0	40%	43%	53%	1 194 000	5 970 000	No	Yes
4	RU000A109L98	40%	43%	53%	79 000	395 000	No	No
5	RU000A109NG5	19%	22%	33%	1 601 000	8 005 000	No	Yes
6	RU000A109NH3	40%	43%	53%	1 000 000	5 000 000	No	Yes
7	RU000A109NJ9	23%	26%	37%	2 000 000	10 000 000	No	Yes
8	RU000A109MG7	40%	43%	53%	600 000	3 000 000	No	Yes
9	RU000A10AQC0	25%	28%	40%	40 000	200 000	No	Yes
10	RU000A10AQE6	40%	43%	53%	1 269 000	6 345 000	No	Yes