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04.09.2024 13:34

Risk parameters change for the currency pair CNY,CNYF,CNYW/RUB

As per the FX and Precious metals market risk parameters methodology, on 04.09.2024, 13-34 (MSK) the upper bound of the price band (up to 12.862 rub for the settlement term TOD) and initial margins (up to 9.76 %) for the currency pair CNY,CNYF,CNYW/RUB were changed. New values are available here