01.07.2022 11:57
Risk parameters change for the currency pair CNY/RUB
As per the FX and Precious metals market risk parameters methodology, on 01.07.2022, 11-57 (MSK) the upper bound of the price band (up to 8.7346 rub for the settlement term TOD) and initial margins (up to 12.2 %) for the currency pair CNY/RUB were changed. New values are available here