01.03.2022 15:40
Risk parameters change for the currency pair USD/CNY
As per the FX and Precious metals market risk parameters methodology, on 01.03.2022, 15-40 (MSK) the upper bound of the price band (up to 6.27355 rub for the settlement term SPT), initial margins (up to 7.6400 %) for the currency pair USD/CNY were changed and inter-product spread rates were recalculated. New values are available here