30.09.2022 11:17
Risk parameters change for the currency pair USD/CNY
As per the FX and Precious metals market risk parameters methodology, on 30.09.2022, 11-17 (MSK) the lower bound of the price band (up to 6.74606 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