09.10.2020 15:52

REPO risk parameters change for the security FLOT

As per the Securities market risk parameters methodology, on 09.10.2020, 15-52 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -48.09 %), penalty rate and IR Risk Rate (up to -0.44 rub) for the security FLOT were changed. New values are available here