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30.09.2022 14:10

Risk parameters change for the currency pair USD/CNY

As per the FX and Precious metals market risk parameters methodology, on 30.09.2022, 14-10 (MSK) the lower bound of the price band (up to 6.40654 rub for the settlement term SPT), initial margins (up to 10.0 %) for the currency pair USD/CNY were changed and inter-product spread rates were recalculated. New values are available here