Published on: 2026-09-11
Source: Moscow Exchange –
An important disclaimer is at the bottom of this article.
Starting from September 14, 2026, due to transfer The start time of the main trading session on the derivatives market of the Moscow Exchange will change from 10:00 to 9:00 Moscow time, as will the funding calculation time for a number of one-day futures contracts with auto-rollover (perpetual futures).
Funding calculation from 9:00 MSK will be carried out for the following perpetual futures:
- on Russian stocks: SBERF, GAZPF;
- to indexes: IMOEXF, RGBIF;
- on precious metals: GLDRUBF, SLVRUBF;
- for currency pairs: CNYRUBF.
The end time for funding calculation for the specified contracts remains unchanged. The updated funding calculation period is specified in the contract specifications:
For the perpetual futures USDRUBF and EURRUBF, the funding calculation procedure remains unchanged: the calculation of the weighted average price of contracts will take into account trades from 10:00 to 15:30 MSK.
The calculation time for funding on perpetual futures based on the fixings of the Moscow Exchange for foreign securities will also remain unchanged.
Funding is a mechanism that helps maintain the perpetual futures price close to the underlying asset’s price. Its amount is determined based on the average deviation of the perpetual futures price and the underlying asset price, calculated over a specified time period, and is taken into account when calculating variation margin.
Detailed information about contracts for page
Please note; This information is raw content obtained directly from the information source. It represents an accurate account of what the source claims and does not necessarily reflect the position of MIL-OSI or its clients.