13.04.2022 11:29

The risk parameters change for the swap GBPRUBTODTOM

As per the FX and Precious metals market risk parameters methodology, on 13.04.2022, 11-29 (MSK) the lower bound of the price band (up to -0.059 rub) and initial margins (up to -0.1008 rub) for the FX swap GBPRUBTODTOM were changed. New values are available here

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The risk parameters change for the swap GBPRUBTODTOM