Edit > Transparency Blend Space > Document RGB
Thanks! The problem now though, is that when I want to see print overview there is a warning saying something like "the transparency is set to rgb, will only show decor colors", and the whole document is shown in CMYK. Still RGB when exported to PDF though.
Transparency should be set to same space as the backgrounds. If you are export to PDF in RGB, this is not a problem, and if CMYK for press your transparency blending will first happen in RGB, then everything will be converted to CMYK.