11.03.2022 10:46

The risk parameters change for the swap USDRUB_TOM1Y

As per the FX and Precious metals market risk parameters methodology, on 11.03.2022, 10-46 (MSK) the lower bound of the price band (up to 37.3712 rub) and initial margins (up to 36.8079 rub) for the FX swap USDRUB_TOM1Y were changed. New values are available here

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The risk parameters change for the swap USDRUB_TOM1Y