28.03.2022 17:34

Risk parameters change for the currency pair USD/CHF

As per the FX and Precious metals market risk parameters methodology, on 28.03.2022, 17-34 (MSK) the lower bound of the price band (up to 0.844859 rub for the settlement term SPT), initial margins (up to 6.4 %) for the currency pair USD/CHF were changed and inter-product spread rates were recalculated. New values are available here

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