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03.10.2022 14:21

Risk parameters change for the currency pair EUR/USD

As per the FX and Precious metals market risk parameters methodology, on 03.10.2022, 14-21 (MSK) the lower bound of the price band (up to 0.90749 rub for the settlement term SPT), initial margins (up to 8.0 %) for the currency pair EUR/USD were changed and inter-product spread rates were recalculated. New values are available here