05.06.2023 12:33

Risk parameters change for the currency pair CHF/RUB

As per the FX and Precious metals market risk parameters methodology, on 05.06.2023, 12-33 (MSK) the lower bound of the price band (up to 74.375 rub for the settlement term TOD) and initial margins (up to 20.81 %) for the currency pair CHF/RUB were changed. New values are available here