02.06.2022 10:50

Risk parameters change for the currency pair JPY/RUB

As per the FX and Precious metals market risk parameters methodology, on 02.06.2022, 10-50 (MSK) the lower bound of the price band (up to 45.6778 rub for the settlement term TOD) and initial margins (up to 14.31 %) for the currency pair JPY/RUB were changed. New values are available here