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30.07.2026 15:12

REPO risk parameters change for the security EELT

As per the Securities market risk parameters methodology, on 30.07.2026, 15-12 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -44.07 %), penalty rate and IR Risk Rate (up to -0.011 rub) for the security EELT were changed. New values are available here
Risk parameters