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27.03.2026 08:52

Risk parameters change before trading session start on the Derivatives market on March, 27th, 2026

CCP NCC changes the following market risk rates and lower bounds of price band on the Derivatives market before trading session on March, 27th 2026:

Underlying Current market risk rates New market risk rates
MR1 MR2 MR3 MRcurr1 MRcurr2 MRcurr3
EM 7% 11% 16% 7.8% 11.8% 16.8%
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Risk parameters