09.07.2026 14:15
REPO risk parameters change for the security MOEX
As per the Securities market risk parameters methodology, on 09.07.2026, 14-15 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -75.76 %), penalty rate and IR Risk Rate (up to -0.376 rub) for the security MOEX were changed. New values are available here