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01.06.2022 10:14

Risk parameters change for the currency pair EUR/USD

As per the FX and Precious metals market risk parameters methodology, on 01.06.2022, 10-14 (MSK) the upper bound of the price band (up to 1.05108 rub for the settlement term SPT), initial margins (up to 4.55 %) for the currency pair EUR/USD were changed and inter-product spread rates were recalculated. New values are available here