Risk parameters changes on Derivatives market

CCP NCC will be used the interest rate curve RUB-Discount-RUB-CSA of OTC Derivatives market for determination risk-free rates corresponding to the term of European-style Option Series expiration starting from 7 p.m. on April 14^th, 2025.


Risk-free rates value is published daily on the NCC website https://www.nationalclearingcentre.com/rates/derivativesKeyPeriods