12.10.2020 12:38

REPO risk parameters change for the security AFLT

As per the Securities market risk parameters methodology, on 12.10.2020, 12-38 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -200 %), penalty rate and IR Risk Rate (up to -0.388 rub) for the security AFLT were changed. New values are available here

Main news

13.10.20	Risk parameters for new futures on Derivatives market
13.10.20	Bank of Russia bonds auction results (2)
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
All news