30.09.2022 15:09

REPO risk parameters change for the security RU000A103FY7

As per the Securities market risk parameters methodology, on 30.09.2022, 15-09 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -34.54 %), penalty rate and IR Risk Rate (up to -181.9 rub) for the security RU000A103FY7 were changed. New values are available here