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04.04.2022 11:46

Risk parameters change for the currency pair USD/CHF

As per the FX and Precious metals market risk parameters methodology, on 04.04.2022, 11-46 (MSK) the lower bound of the price band (up to 0.81789 rub for the settlement term SPT), initial margins (up to 5.2 %) for the currency pair USD/CHF were changed and inter-product spread rates were recalculated. New values are available here
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