31.05.2021 14:40

REPO risk parameters change for the security GLTR

As per the Securities market risk parameters methodology, on 31.05.2021, 14-40 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -38.13 %), penalty rate and IR Risk Rate (up to -0.551 rub) for the security GLTR were changed. New values are available here
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