28.02.2022 10:40

Risk parameters change for the currency pair USDW/RUB

As per the FX and Precious metals market risk parameters methodology, on 28.02.2022, 10-40 (MSK) the upper bound of the price band (up to 95.3775 rub for the settlement term TOD) and initial margins (up to 21.600 %) for the currency pair USDW/RUB were changed. New values are available here