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22.12.2014 21:45

The risk parameters change for the swap USDRUB_TOM 6M

As per the FX and Precious Metals Market Risk Parameters Methodology, on 22.12.2014, 15-28 (MSK) the lower bound of the price band and initial margins for the FX swap USD/RUB (USDRUB_TOM 6M) was changed.

 

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Risk parameters