12.10.2020 10:34

REPO risk parameters change for the security FLOT

As per the Securities market risk parameters methodology, on 12.10.2020, 10-26 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -139.54 %), penalty rate (up to -139.54 % annual rate) and IR Risk Rate (up to -0.437 rub) for the security FLOT were changed. New values are available here
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