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25.02.2022 13:35

Risk parameters change for the currency pair USD/CNY

As per the FX and Precious metals market risk parameters methodology, on 25.02.2022, 13-35 (MSK) the upper bound of the price band (up to 6.31886 rub for the settlement term SPT), initial margins (up to 9.6200 %) for the currency pair USD/CNY were changed and inter-product spread rates were recalculated. New values are available here