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30.09.2022 12:21

Risk parameters change for the currency pair USD/CNY

As per the FX and Precious metals market risk parameters methodology, on 30.09.2022, 12-21 (MSK) the lower bound of the price band (up to 6.49142 rub for the settlement term SPT), initial margins (up to 8.8 %) for the currency pair USD/CNY were changed and inter-product spread rates were recalculated. New values are available here