23.12.2014 21:30

The risk parameters change for the swap USDRUB_TOM 1Y

As per the FX and Precious Metals Market Risk Parameters Methodology, on 23.12.2014, 10-01 (MSK) the lower bound of the price band and initial margins for the FX swap USD/RUB (USDRUB_TOM 1Y) was changed.

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The risk parameters change for the swap USDRUB_TOM 1Y