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20.06.2024 12:42

Risk parameters change for the currency pair CNY,CNYF,CNYW/RUB

As per the FX and Precious metals market risk parameters methodology, on 20.06.2024, 12-42 (MSK) the upper bound of the price band (up to 11.902 rub for the settlement term TOD) and initial margins (up to 9.76 %) for the currency pair CNY,CNYF,CNYW/RUB were changed. New values are available here