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18.12.2014 18:36

The risk parameters change for the swap USDRUB_TOM 1W

As per the FX and Precious Metals Market Risk Parameters Methodology, on 18.12.2014, 13-54 (MSK) the upper bound of the price band and initial margins for the FX swap USD/RUB (USDRUB_TOM 1W) was changed.

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Risk parameters