18.04.2022 12:27

Risk parameters change for the currency pair USD/JPY

As per the FX and Precious metals market risk parameters methodology, on 18.04.2022, 12-27 (MSK) the upper bound of the price band (up to 125.354 rub for the settlement term SPT), initial margins (up to 6.5 %) for the currency pair USD/JPY were changed and inter-product spread rates were recalculated. New values are available here

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