16.09.2022 14:21

REPO risk parameters change for the security RU000A103FY7

As per the Securities market risk parameters methodology, on 16.09.2022, 14-21 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 15.42 %), penalty rate and IR Risk Rate (up to 170.52 rub) for the security RU000A103FY7 were changed. New values are available here