Published on: 2026-08-21
Source: Moscow Exchange –
An important disclaimer is at the bottom of this article.
As part of the activity of the indicator administrator in accordance with Federal Law No. 452-FZ dated December 13, 2024, “On Administrators of Financial and Commodity Indicators,” the Moscow Exchange publishes information about the planned changes to the Methodology for calculating the Moscow Exchange Affine Gold Index, which is included in the registry of indicator administrators of the Bank of Russia.
The following changes are planned to be made to the new version of the methodology:
- Change in the criteria for the minimally required trading information for index calculation. According to the draft of the new methodology revision, the index calculation will be carried out if the volume of trades selected for calculation is at least 5,000 grams and the number of selected trades is at least 100. According to the current methodology revision, the index calculation is carried out if the volume of trades selected for calculation is at least 50 million rubles and the number of selected trades is at least 10.
- Changing the time boundaries of the period for concluding transactions with the GLDRUB_TOM instrument considered in the index calculation. According to the draft new version of the methodology, the start of the transaction selection period for the index calculation will be tied to the start time of trading in System mode. In the current version, the start of the transaction selection period for the index calculation is defined as 10:00.
The above changes are related to the increase in volume and number of transactions with the GLDRUB_TOM instrument in the System trading mode, as well as the planned change in the starting time of the main trading session on the precious metals market of the Moscow Exchange.
The draft methodology can be viewed at the link: Project of the Methodology for Calculating the MOEX Gold-Refined Index
Proposals and comments on the draft methodology are accepted until September 23, 2026, inclusive.
Comments can be submitted via feedback form or by email index@moex.com.
When preparing comments and suggestions, please use recommended template for comments and suggestions on the draft methodology.
Please take note; This information is raw content obtained directly from the information source. It is an accurate report of what the source claims and does not necessarily reflect the position of MIL-OSI or its clients.