19.02.2024 15:07

The risk parameters change for the swap USDRUB_TOM1D

As per the FX and Precious metals market risk parameters methodology, on 19.02.2024, 15-07 (MSK) the upper bound of the price band (up to 0.0202 rub) and initial margins (up to 0.0499 rub) for the FX swap USDRUB_TOM1D were changed. New values are available here

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The risk parameters change for the swap USDRUB_TOM1D