Translation. Region: Russian Federation –
Source: Moscow Exchange – Moscow Exchange –
An important disclaimer is at the bottom of this article.
In accordance with the Methodology for Determining Risk Parameters of the Moscow Exchange Derivatives Market by the National Credit Center (JSC), the lower price limits for futures and minimum collateral rate limits for the following underlying assets will be changed before the start of trading on March 23, 2026:
| No. | Underlying asset | Futures contract | Current minimum margin levels used to determine price caps | Minimum cap levels of post-change collateral rates used to determine price caps | ||||
| Level 1 MR1 | Level 2 MR2 | Level 3 MR3 | Level 1MRcurr1 | Level 2MRcurr2 | Level 3MRcurr3 | |||
| 1 | GOLD | for gold | 7% | 10% | 13% | 7.21% | 10.21% | 13.21% |
| 2 | GOLDM | for gold (mini) | 7% | 10% | 13% | 7.21% | 10.21% | 13.21% |
As a result of the change in the collateral rates, the lower limits of the price corridors will be increased and the risk calculation center will be changed in accordance with Part 3 Methods for determining risk parameters of the Moscow Exchange PJSC derivatives market by the National Credit Center (JSC).
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