Published on: 2026-04-08
Source: Moscow Exchange – Московская Биржа –
An important disclaimer is at the bottom of this article.
In accordance with the Methodology for Determining NKO NKTs (AO) Risk Parameters of the Derivatives Market, the Moscow Exchange PJSC will change the values of the lower and upper price limits on futures and the minimum margin rates for the following underlying assets before the start of trading on April 8, 2026:
| № | Basic asset | Futures contract | Current minimum reserve requirement ratios used for determining price boundaries | Minimum margin requirement levels used for determining price limits after the change | ||||
| 1 level MR1 |
2 level MR2 |
3 level MR3 |
1 level MRcurr1 |
2 level MRcurr2 |
3 level MRcurr3 |
|||
| 1 | BR | on Brent oil | 18% | 24% | 32% | 18.85% | 24.85% | 32.85% |
| 2 | BRM | on Brent crude oil (mini) | 18% | 24% | 32% | 18.85% | 24.85% | 32.85% |
| 3 | NASD | on investment units QQQ ETF Trust | 10% | 14% | 19% | 10.85% | 14.85% | 19.85% |
As a result of changes to the provision margin rates, the lower price corridor boundaries will be increased and the risk calculation centers will be changed in accordance with Part 3Methods for determining NKO NKTs (AO) risk parameters of the urgent market of PJSC Moscow Exchange.
Please note; This information is raw content obtained directly from the source of information. It represents an accurate report of what the source claims and does not necessarily reflect the position of MIL-OSI or its clients.