22.09.2023 12:16

The risk parameters change for the swap GLDRUB_TOM6M

As per the FX and Precious metals market risk parameters methodology, on 22.09.2023, 12-16 (MSK) the lower bound of the price band (up to 385.4334 rub) and initial margins (up to 355.079 rub) for the FX swap GLDRUB_TOM6M were changed. New values are available here