12.10.2020 10:16

REPO risk parameters change for the security FLOT

As per the Securities market risk parameters methodology, on 12.10.2020, 10-16 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -118.26 %), penalty rate and IR Risk Rate (up to -0.37 rub) for the security FLOT were changed. New values are available here