01.03.2022 15:58
Risk parameters change for the currency pair USD/CNY
As per the FX and Precious metals market risk parameters methodology, on 01.03.2022, 15-58 (MSK) the upper bound of the price band (up to 6.34413 rub for the settlement term SPT), initial margins (up to 8.8400 %) for the currency pair USD/CNY were changed and inter-product spread rates were recalculated. New values are available here