10.07.2026 09:05
Risk parameters changes on Derivatives market
CCP NCC changes the following risk parameters on Derivatives market starting from 23:50 July, 13th 2026:
- Market risk rates:
| BC | Current market risk rates | Market risk rates from 23:50 July, 13th 2026 | ||||
| MR1 | MR2 | MR3 | MR1 | MR2 | MR3 | |
| ORANGE | 14% | 23% | 29% | 16% | 25% | 31% |
- Concentration limits:
| BC | Current concentration limits | Concentration limits from 23:50 July, 13th 2026 | ||
| LK1 | LK2 | LK1 | LK2 | |
| ORANGE | 65 815 | 329 071 | 146 062 | 730 308 |