CCP NCC changes the following risk parameters on Derivatives market starting from 7 p.m. of March, 12th 2026:
- Market risk rates and concentration limits:
| BC |
Current market risk rates |
Market risk rates from 7 p.m. March, 12th 2026 |
Current concentration limits, pcs |
Concentration limits rates from 7 p.m. March, 12th 2026, pcs |
| MR_1 |
MR_2 |
MR_3 |
MR_1 |
MR_2 |
MR_3 |
LK1 |
LK2 |
LK1 |
LK2 |
| BR |
12% |
18% |
26% |
18% |
24% |
32% |
3 547 706 |
17 738 528 |
605 291 |
3 026 457 |
| BRM |
12% |
18% |
26% |
18% |
24% |
32% |
3 547 706 |
17 738 528 |
605 291 |
3 026 457 |
| BC |
Current market risk rates |
Market risk rates from 7 p.m. March, 12th 2026 |
| MR_1 |
MR_2 |
MR_3 |
MR_1 |
MR_2 |
MR_3 |
| TTF |
43% |
61% |
82% |
43% |
52% |
70% |
- The width (in a unit fraction) of the price band for every underlying asset on trading days at weekends (OffDaysTradingPriceRangeShift):
| BC |
Current value OffDaysTradingPriceRangeShift |
Value OffDaysTradingPriceRangeShift from 7 p.m. of March, 12th 2026 |
| BR |
0,04 |
0,06 |
| BRM |
0,04 |
0,06 |
- Collateral for stress scenarios:
| BC |
Current Scenarios |
Scenarios starting from 7 p.m. March, 12th 2026 |
| Scen_UP |
Scen_DOWN |
Scen_UP |
Scen_DOWN |
| BR |
16% |
16% |
10% |
10% |
| BRM |
16% |
16% |
10% |
10% |
| TTF |
12% |
12% |
20% |
12% |
