Published on: 2026-09-08
Source: Moscow Exchange –
An important disclaimer is at the bottom of this article.
From September 8, 2026, for one-day futures contracts with auto-renewal (perpetual futures) on the fixing prices of the Moscow Exchange for foreign securities, parameters K1=0%, K2=0.35% are established, used in the calculation of the SwapRate component (funding) of the variation margin in the mark-to-market clearing session, according to clause 2.1.3 of the Contract Specifications.
The parameter values are set for all new futures contracts within specifications, as well as for outstanding contracts SP500F and QQQF, under which the new value of parameter K2 will apply to the mark-to-market clearing session September 8, 2026.
Please 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.