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28.02.2022 18:22

REPO risk parameters change for the security YNDX

As per the Securities market risk parameters methodology, on 28.02.2022, 18-22 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -67.55 %), penalty rate and IR Risk Rate (up to -3.96 rub) for the security YNDX were changed. New values are available here