For the purposes of determining the Settlement Obligation, the current Settlement Price (Contract Settlement Price) shall be equal to the US dollar/Swiss franc exchange rate, expressed in Swiss francs per 1 (one) US dollar, published by the Information Source as of the publication time of the US dollar/Swiss franc exchange rate on the last trading day of the Contract.
Initial Margin
Initial Margin Long at the First Level of Concentration Limit, RUB/Contract*
8,895.73
Based on Client’s Level of Risk*
21,419.05
Initial Margin Short at the First Level of Concentration Limit, RUB/Contract*