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26.05.2022 16:15

Risk parameters change for the currency pair EUR/USD

As per the FX and Precious metals market risk parameters methodology, on 26.05.2022, 16-15 (MSK) the upper bound of the price band (up to 1.0701 rub for the settlement term SPT), initial margins (up to 5.6 %) for the currency pair EUR/USD were changed and inter-product spread rates were recalculated. New values are available here