15.03.2022 11:39

The risk parameters change for the swap USDRUB_TOM1Y

As per the FX and Precious metals market risk parameters methodology, on 15.03.2022, 11-39 (MSK) the lower bound of the price band (up to 19.3392 rub) and initial margins (up to 18.9664 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