29.03.2022 10:17

Risk parameters change for the currency pair GBP/USD

As per the FX and Precious metals market risk parameters methodology, on 29.03.2022, 10-17 (MSK) the lower bound of the price band (up to 1.28408 rub for the settlement term SPT), initial margins (up to 6.5 %) for the currency pair GBP/USD were changed and inter-product spread rates were recalculated. New values are available here
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