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01.07.2024 14:33

REPO risk parameters change for the security MGKL

As per the Securities market risk parameters methodology, on 01.07.2024, 14-33 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -36.24 %), penalty rate and IR Risk Rate (up to -0.0028 rub) for the security MGKL were changed. New values are available here