11.09.2026 12:23

REPO risk parameters change for the security ELMT

As per the Securities market risk parameters methodology, on 11.09.2026, 12-23 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -69.5 %), penalty rate and IR Risk Rate (up to -0.00065 rub) for the security ELMT were changed. New values are available here