23.11.2022 13:59

The risk parameters change for the swap EURRUB_TOM1D

As per the FX and Precious metals market risk parameters methodology, on 23.11.2022, 13-59 (MSK) the lower bound of the price band (up to -0.0151 rub) and initial margins (up to -0.0664 rub) for the FX swap EURRUB_TOM1D were changed. New values are available here