Is that possible? Mercury is so close to the Sun – see www.jpl.nasa.gov/news/news.php?release=2012-378&cid=release_2012-378 It seems Mercury has a low tilt and craters near the poles can remain in shadow year round and be extraordinarily cold.
Meanwhile, at www.scientificamerican.com/article.cfm?id=moons-planet-saturn-rings … we are told moons in the solar system may have been formed from long gone planetary rings. For example, Earth's moon may have fromed from a now dissipated ring system – comparable to the rings of Saturn. The bulk of the solar system moons, those that stick close to their planets, may have formed in such a way – according to a paper by French astrophysicists in the journal Science, nov 30th. Theoretical modelling produced the answer, it seems, but we may assume the kernel at the root of the research foresaw such an outcome. The idea of a moonlet assembly line as opposed to the consensus concept of satellite birth in which moons condense along with their host planets from a swirling cloud of dust and gas, at the same time, is attractive, a sort of miniature solar system within a larger solar system, within a galaxy systems and within a universe system etc.