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23.05.2022 15:40

Risk parameters change for the currency pair USD/CNY

As per the FX and Precious metals market risk parameters methodology, on 23.05.2022, 15-40 (MSK) the lower bound of the price band (up to 6.46354 rub for the settlement term SPT), initial margins (up to 5.2 %) for the currency pair USD/CNY were changed and inter-product spread rates were recalculated. New values are available here
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