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

Main news

13.10.20	Bank of Russia bonds auction results
12.10.20	REPO risk parameters change for the security PIKK
12.10.20	Moscow Exchange to expand equity derivatives offering
12.10.20	REPO risk parameters change for the security AFLT
12.10.20	REPO risk parameters change for the security FLOT
12.10.20	REPO risk parameters change for the security FLOT
12.10.20	REPO risk parameters change for the security FLOT
10.10.20	Trading in US stocks on 12 October
09.10.20	REPO risk parameters change for the security FLOT
All news