NCC | Risk parameters changes on Securities and Derivat

27 April 2026 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:

1. Market risk on Securities market:

Ticker	Current market risk rates			Market risk rates from April, 28th 2026
Ticker	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%

2. Market risk rates on Derivatives market:

Underlying	Current market risk rates			Market risk rates from 11:50 p.m. April, 27th 2026
Underlying	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%

3. 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