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11.06.2026 12:15

REPO risk parameters change for the security PIKK

As per the Securities market risk parameters methodology, on 11.06.2026, 12-15 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -200.0 %), penalty rate and IR Risk Rate (up to -14.53 rub) for the security PIKK were changed. New values are available here
Risk parameters