24.03.2022 10:12

Risk parameters change for the currency pair JPY/RUB

As per the FX and Precious metals market risk parameters methodology, on 24.03.2022, 10-12 (MSK) the lower bound of the price band (up to 77.5086 rub for the settlement term TOD) and initial margins (up to 24.82 %) for the currency pair JPY/RUB were changed. New values are available here