27.04.2026 12:50
Risk parameters changes on Securities and Derivatives market
CCP NCC changes the following risk parameters on Derivatives market starting from 11:50 p.m. of April, 27th 2026 and on Securities market starting from April, 28rd 2026:
- Market risk on Securities market:
| Ticker | Current market risk rates | Market risk rates from April, 28th 2026 |
||||
| S1_min | S2_min | S3_min | S1_min | S2_min | S3_min | |
| POSI | 33% | 50% | 75% | 33% | 50% | 90% |
| MDMG | 25% | 31% | 38% | 25% | 31% | 75% |
| CNRU | 33% | 50% | 75% | 33% | 50% | 90% |
- Market risk rates on Derivatives market:
| Underlying | Current market risk rates | Market risk rates from 11:50 p.m. April, 27th 2026 | ||||
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | |
| POSI | 33% | 50% | 75% | 33% | 50% | 90% |
| MDMG | 25% | 31% | 38% | 25% | 31% | 75% |
- Collateral on Securities market:
| Underlying | Current value of Collateral | Value of Collateral from April, 28th 2026 |
| HYDR | Yes | No |
| FEES | Yes | No |
| UPRO | Yes | No |
| POSI | No | Yes |
| ENPG | No | Yes |
| LENT | No | Yes |
| MDMG | No | Yes |
| CNRU | No | Yes |