Published on: 2026-10-13
Source: Moscow Exchange –
An important disclaimer is at the bottom of this article.
By the decision of the NKO NCC (JSC) from 23:50 on October 13, 2026, the following risk parameters will change on the derivatives market, and from October 14, 2026, on the foreign exchange market:
- Risk parameters in the derivatives market:
| Underlying asset code | Futures contract for | Current minimum restrictive market risk rate level, % | New minimum restrictive level of market risk rates, % | ||||
| MR_1 | MR_2 | MR_3 | MR_1 | MR_2 | MR_3 | ||
| GL | gold settlement | 11 | 17 | 24 | 10 | 16 | 23 |
| GLDRUBTOM | one-day gold with auto-renewal | 11 | 17 | 24 | 10 | 16 | 23 |
| GOLD | refined gold bars | 7 | 10 | 13 | 6 | 9 | 12 |
| GOLDM | affinized gold (mini) | 7 | 10 | 13 | 6 | 9 | 12 |
| PLD | affinity palladium in bars | 19 | 26 | 33 | 16 | 23 | 30 |
| PLDM | affinity palladium (mini) | 19 | 26 | 33 | 16 | 23 | 30 |
| PLT | refined platinum in ingots | 16 | 20 | 25 | 11 | 15 | 20 |
| PLTM | affined platinum (mini) | 16 | 20 | 25 | 11 | 15 | 20 |
| SILV | refined silver in ingots | 18 | 23 | 31 | 14 | 19 | 27 |
| SILVM | on refined silver (mini) | 18 | 23 | 31 | 14 | 19 | 27 |
| SL | silver settlement | 20 | 26 | 34 | 16 | 22 | 30 |
| SLVRUBTOM | one-day silver with auto-renewal | 20 | 26 | 34 | 16 | 22 | 30 |
| Underlying asset code | Futures contract on | Current concentration limits, pcs. | New concentration limits, pcs. | ||
| Level 1 | Level 2 | Level 1 | Level 2 | ||
| GOLD | refined gold bars | 59,490 | 297,440 | 72,332 | 361,662 |
| GOLDM | to refined gold (mini) | 1,189,800 | 5,948,800 | 1,446,640 | 7,233,240 |
| PLD | affinated palladium in ingots | 14,135 | 70,670 | 10,432 | 52,160 |
| PLDM | refined palladium (mini) | 282,700 | 1,413,400 | 208,640 | 1,043,200 |
| PLT | refined platinum in ingots | 31,620 | 158,110 | 9,900 | 49,500 |
| PLTM | refined platinum (mini) | 632,400 | 3,162,200 | 198,000 | 990,000 |
| SILV | affined silver in ingots | 3,162,275 | 15,811,370 | 2,044,988 | 10,224,941 |
| SILVM | for refined silver (mini) | 3,162,275 | 15,811,370 | 2,044,988 | 10,224,941 |
- Risk parameters in the currency market:
| Underlying asset code | Name | Current minimum restrictive level of market risk rates, % | New minimum restrictive level of market risk rates, % | ||||
| S_1 | S_2 | S_3 | S_1 | S_2 | S_3 | ||
| GLDRUB | gold | 11 | 17 | 24 | 10 | 16 | 23 |
| SLVRUB | silver | 20 | 26 | 34 | 16 | 22 | 30 |
| PLTRUB | platinum | 18 | 24 | 100 | 13 | 19 | 100 |
| PLDRUB | palladium | 20 | 29 | 100 | 17 | 26 | 100 |
Please note; This information is raw content obtained directly from the information source. It is an accurate report of what the source asserts and does not necessarily reflect the position of MIL-OSI or its clients.