24.06.2016 10:12

Derivatives market risk-parameters changes at the start of the trade

The price limits for the futures contracts on GBP/USD have been changed.

Contract Initial value Current value
Price limit, basis points Min IM, % Price limit, basis points Min IM, %
GBPU-9.16 0,0522 7 0,1491 20
GBPU-12.16 0,0783 10,5 0,2236 30

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