27.07.2026 15:23

REPO risk parameters change for the security SVETP

As per the Securities market risk parameters methodology, on 27.07.2026, 15-23 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -38.44 %), penalty rate and IR Risk Rate (up to -0.02 rub) for the security SVETP were changed. New values are available here