14.09.2022 14:56

REPO risk parameters change for the security XS0191754729

As per the Securities market risk parameters methodology, on 14.09.2022, 14-56 (MSK) the upper bound of the REPO rate for tenor Y0/Y1Dt (up to 15.46 %), penalty rate and IR Risk Rate (up to 58.84 rub) for the security XS0191754729 were changed. New values are available here

Main news

15.09.22	The updated coefficients for Moscow Exchange indices to come into force
15.09.22	Risk parameters change on Securities and Derivatives market
15.09.22	REPO risk parameters change for the security RU000A103FY7
14.09.22	Penalty Rates change
14.09.22	REPO risk parameters change for the security XS0191754729
14.09.22	REPO risk parameters change for the security XS0191754729
14.09.22	Results of auction for placement of the Russian Federation government bonds
14.09.22	REPO risk parameters change for the security RU000A103FY7
13.09.22	Revised lists of the Moscow Exchange Indices announced
All news