Published on: 2026-07-28
Source: Moscow Exchange –
An important disclaimer is at the bottom of this article.
Moscow Exchange informs trading participants, professional securities market participants, and users of exchange information about a change in the procedure for publishing indicative risk rates calculated by NCO NCC (JSC) for instruments of the equity, currency, precious metals markets, as well as the derivatives market. The changes come into effect from August 6, 2026.
The update is aimed at improving the timeliness of publishing parameters and maintaining a correct calculation history.
Please review the description of the changes below and take them into account when obtaining information.
What will change:
- The publication will be carried out in two regular stages:
- evening day calculationT-1: approximately around 20:30 for the main set of instruments on trading day T;
- morning calculation of the dayT: approximately around 06:15 for new instruments and instruments for which values were not formed in the evening.
- If necessary, during the trading day it will be possible to selectively republish data for a specific market or individual instruments without overwriting the entire data set.
- The TRADEDATE field will indicate the date of the parameters’ validity, TRADE_SESSION_DATE – the date of the additional weekend trading session, and UPDATETIME – the actual date and time of the corresponding calculation and publication.
Currently, indicative risk rates on the Stock, Currency, and Derivatives markets are available to users through the following channels:
- In Information and Statistical Server (ISS) Moscow Exchange;
- On the NCC website in the section Indicative risk rates.
Access mode on the NCC websiteFrom August 6, 2026 User authorization using the MOEX Passport account will appear on the NCC website. For users without an active paid subscription to the service, limited visual viewing of indicative risk rates in a protected form will remain: table filtering and downloading values in CSV format will be unavailable.
Users with an active subscription will have full access to the sections’ functionalities after logging in: data filtering and downloading parameters in CSV format. To log in, you must use the personal MOEX Passport login specified by the user when applying for the subscription and included in the active subscription. If the user has multiple registered logins, they must select the login to which access has been granted. The full set of machine-readable data in CSV, XML, and JSON formats is also provided to subscribers via Information and Statistical Server of the Moscow Exchange. The technical composition of API fields does not change.
What users need to consider:
Check in advance for an active subscription and ensure that the MOEX Passport login used for authorization on the NCC website is the one specified when the application was submitted. This is necessary to access filtering, CSV exports from the NCC website, and machine-readable data through the ISS.
If you have any questions, please contact us at the following addresses:
RiskDesk@moex.com – Clearing Development Department of NCO NCC (JSC)
Data@moex.com – Department of Exchange Information and Technology Services of PJSC Moscow Exchange
Please note; This information is raw content obtained directly from the information source. It represents an accurate report of what the source claims and does not necessarily reflect the position of MIL-OSI or its clients.