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30.06.2022 13:45

Risk parameters change for the currency pair USD/CNY

As per the FX and Precious metals market risk parameters methodology, on 30.06.2022, 13-45 (MSK) the lower bound of the price band (up to 6.11636 rub for the settlement term SPT), initial margins (up to 6.4 %) for the currency pair USD/CNY were changed and inter-product spread rates were recalculated. New values are available here
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