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07.10.2020 12:24

REPO risk parameters change for the security AFLT

As per the Securities market risk parameters methodology, on 07.10.2020, 12-24 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -53.55 %), penalty rate and IR Risk Rate (up to -0.11 rub) for the security AFLT were changed. New values are available here