NCC | Risk parameters changes on Derivatives market

News

CCP NCC changes the following risk parameters on Derivatives market starting from 23:50 July, 13th 2026:

1. Market risk rates:

BC	Current market risk rates			Market risk rates from 23:50 July, 13th 2026
BC	MR1	MR2	MR3	MR1	MR2	MR3
ORANGE	14%	23%	29%	16%	25%	31%

2. Concentration limits:

BC	Current concentration limits		Concentration limits from 23:50 July, 13th 2026
BC	LK1	LK2	LK1	LK2
ORANGE	65 815	329 071	146 062	730 308