09.03.2026 10:21
Risk parameters change before trading session start on the Derivatives market on March, 9th, 2026
CCP NCC changes the following market risk rates and upper bounds of price band on the Derivatives market before trading session on March, 9th 2026:
| Underlying | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|
| MR1 | MR2 | MR3 | MRcurr1 | MRcurr2 | MRcurr3 | |
| BR | 12% | 18% | 26% | 24% | 30% | 38% |
| BRM | 12% | 18% | 26% | 24% | 30% | 38% |
| NG | 24% | 34% | 46% | 25.5% | 35.5% | 47.5% |
| NGM | 24% | 34% | 46% | 25.5% | 35.5% | 47.5% |
Additionally, CCP NCC changes IR risk rate (down) for futures contracts BR-5.26 and BRM-5.26 from 0.1 to 0.23 and price band for calendar spread will be expanded for BR-4.26-BR-5.26, BRM-4.26-BRM-5.26.