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24.05.2022 17:06

Risk parameters change for the currency pair GBP/USD

As per the FX and Precious metals market risk parameters methodology, on 24.05.2022, 17-06 (MSK) the lower bound of the price band (up to 1.23837 rub for the settlement term SPT), initial margins (up to 13.01 %) for the currency pair GBP/USD were changed and inter-product spread rates were recalculated. New values are available here