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20.12.2021 13:06

REPO risk parameters change for the security PHOR

As per the Securities market risk parameters methodology, on 20.12.2021, 13-06 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -117.65 %), penalty rate and IR Risk Rate (up to -20.37 rub) for the security PHOR were changed. New values are available here