Risk Parameters Set for New AI92, AI95 Gasoline Futures on Derivatives Market
Summary
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.
What changed
MOEX's CCP NCC has published new market risk parameters (MR1, MR2, MR3) and concentration limits (LK1, LK2) for three new futures contracts: AI92 gasoline, AI95 gasoline, and DTL. The parameters take effect at 23:50 on April 20, 2026.
Market participants trading or clearing these new gasoline futures on MOEX should ensure their risk management systems reflect the applicable MR rates and position concentration limits specific to each contract. The differentiated parameters between AI92 and AI95 reflect differing volatility profiles for the respective underlying gasoline grades.
Archived snapshot
Apr 20, 2026GovPing captured this document from the original source. If the source has since changed or been removed, this is the text as it existed at that time.
News and events News and events
Newsroom Events calendar Subscription management Subscription Print version 20.04.2026 16:43
Risk parameters for new futures on Derivatives market
CCP NCC sets the following risk parameters for new futures on Derivatives market starting from 23:50 20.04.2026:
- Market risk rates and concentration limits:
| Underlying | Market risk rates | Concentration limit , pcs | |
| MR1 | MR2 | MR3 | LK1 | LK2 | |
| AI92 | 10% | 16% | 26% | 152 | 758 |
| AI95 | 11% | 16% | 23% | 143 | 715 |
| DTL | 10% | 15% | 20% | 150 | 747 |
Contacts for media
+7 (495) 363-3232
Contacts for clients
+7 (495) 232-3363
Feedback form
Related changes
Get daily alerts for Moscow Exchange
Daily digest delivered to your inbox.
Free. Unsubscribe anytime.
About this page
Every important government, regulator, and court update from around the world. One place. Real-time. Free. Our mission
Source document text, dates, docket IDs, and authority are extracted directly from MOEX.
The summary, classification, recommended actions, deadlines, and penalty information are AI-generated from the original text and may contain errors. Always verify against the source document.
Classification
Who this affects
Taxonomy
Browse Categories
Get alerts for this source
We'll email you when Moscow Exchange publishes new changes.
Subscribed!
Optional. Filters your digest to exactly the updates that matter to you.