NCC | Risk Parameters Change for the Securities

News

29 September 2026 Risk Parameters Change for the Securities

The following risk parameters will be changed:

Ticker	Minimum Initial Margin for the Market Risk, % (S_1_min)		Minimum Initial Margin for the Market Risk, % (S_2_min)		Minimum Initial Margin for the Market Risk, % (S_3_min)		New value effective for
Ticker	Current value	New value	Current value	New value	Current value	New value	New value effective for
BSPB	20%	26%	26%	32%	50%	56%	02.10.2026 - 05.10.2026

Ticker	IR risk (downward scenario) - SECΔ_1 (Y0/Y1)		New value effective for
Ticker	Current value	New value	New value effective for
AQUA	35%	77%	01.10.2026 – 02.10.2026
BSPB	35%	77%	02.10.2026 - 05.10.2026

Ticker	x_pr	New value effective for
BSPB	1.5	02.10.2026 - 05.10.2026

Ticker	w	New value effective for
BSPB	0.07	02.10.2026 - 05.10.2026