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29.10.2019 14:14

REPO risk parameters change for the security SNGS

As per the Securities market risk parameters methodology, on 29.10.2019, 14-14 (MSK) the lower bound of the REPO rate (up to -52.46 %) and IR Risk Rate (up to -0.0714 rub) for the security SNGS were changed. New values are available here