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28.02.2022 16:19

REPO risk parameters change for the security OZON

As per the Securities market risk parameters methodology, on 28.02.2022, 16-19 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -43.86 %), penalty rate and IR Risk Rate (up to -1.41 rub) for the security OZON were changed. New values are available here