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03.10.2024 15:49

REPO risk parameters change for the security EUTR

As per the Securities market risk parameters methodology, on 03.10.2024, 15-49 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -44.86 %), penalty rate and IR Risk Rate (up to -0.19 rub) for the security EUTR were changed. New values are available here