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
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.
