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22.04.2022 11:31

Risk parameters change for the currency pair USD/CNY

As per the FX and Precious metals market risk parameters methodology, on 22.04.2022, 11-31 (MSK) the upper bound of the price band (up to 6.51872 rub for the settlement term SPT), initial margins (up to 5.2 %) for the currency pair USD/CNY were changed and inter-product spread rates were recalculated. New values are available here
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