01.10.2026 12:05
REPO risk parameters change for the security CNYM
As per the Securities market risk parameters methodology, on 01.10.2026, 12-05 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -10.0 %), penalty rate and IR Risk Rate (up to -0.12 rub) for the security CNYM were changed. New values are available here