Published on: 2026-08-05
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 the change in the effective date of amendments to the procedure for calculating and publishing indicative risk rates calculated by the Non-Banking Credit Organization National Clearing Center (JSC) for instruments of the stock, currency, and precious metals markets, as well as the derivatives market.
It was previously reported that changes to the procedure for publishing indicative risk rates for NKO NCC (JSC) would take effect on August 6, 2026. Currently, the implementation date is postponed to August 20, 2026.
From August 20, 2026 The publication of indicative risk rates will be carried out in the following order:
- evening calculation of day T-1: approximately around 20:30 for the main set of instruments on trading day T;
- morning calculation of day T: approximately around 06:15 for new instruments and instruments for which values were not formed in the evening.
In addition:
- if necessary, it will become possible during the trading day to selectively republish parameters for a specific market or specific instruments without overwriting the entire data set;
- the field TRADEDATE will indicate the effective date of the parameters, TRADE_SESSION_DATE – the date of the additional weekend trading session, and UPDATETIME – the actual date and time of the corresponding calculation and publication.
Please note that changes to the access mode on the NCC website in the section Indicative risk rates, including authorization using MOEX Passport, are implemented within the previously announced timelines – starting from August 6, 2026. The postponement concerns exclusively changes in the procedure for calculating and publishing parameters.
We ask users to take this change into account when planning to use the service.
Related press release: https://www.moex.com/n102894
If you have any questions, please contact us at the following addresses:
RiskDesk@moex.com – Clearing Development Department of the Non-Banking Credit Organization NCC (JSC)
Data@moex.com – Department of Exchange Information and Technological Services of PJSC Moscow Exchange
Please be advised; This information is raw content obtained directly from the source. It provides an accurate account of what the source claims and does not necessarily reflect the position of MIL-OSI or its clients.