Risk Parameters Set for New AI92, AI95 Gasoline Futures on Derivatives Market

Mon, 20 Apr 2026 22:05:53 +0000
Financial Services

MOEX's CCP NCC has set market risk rates and concentration limits for three new futures contracts on the Derivatives market effective 23:50 on April 20, 2026. AI92 gasoline futures carry MR rates of 10%/16%/26% with concentration limits of 152/758 pcs, while AI95 futures have MR rates of 11%/16%/23% with limits of 143/715 pcs. DTL futures have MR rates of 10%/15%/20% with limits of 150/747 pcs.