Mo. Rev. Stat. § 407.045
In any civil investigative demand served under section 407.040, no individual shall be permitted to refuse to answer any question material to the matter in controversy or to refuse to produce documentary material or testify on the ground that the testimony or documentary material required of him may tend to incriminate him or subject him to any penalty; but, if such individual asserts his rights against self-incrimination, he shall not be subject to criminal prosecution or to any action for a criminal penalty or forfeiture on account of any transaction, matter or thing concerning which he may testify or produce documentary material. To avail himself of this section, such individual need only make his assertion of his right against self-incrimination on the record or known to the attorney general.
§ 407.045, RSMo
Effective 5/31/1985