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10.06.2026 14:36

REPO risk parameters change for the security PIKK

As per the Securities market risk parameters methodology, on 10.06.2026, 14-36 (MSK) the lower bound of the REPO rate for tenor Y0/Y1W (up to -27.94 %), penalty rate and IR Risk Rate (up to -3.36 rub) for the security PIKK were changed. New values are available here
Risk parameters