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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