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01.06.2022 16:42

Risk parameters change for the currency pair EUR/USD

As per the FX and Precious metals market risk parameters methodology, on 01.06.2022, 16-42 (MSK) the upper bound of the price band (up to 1.06171 rub for the settlement term SPT), initial margins (up to 5.6 %) for the currency pair EUR/USD were changed and inter-product spread rates were recalculated. New values are available here
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