03.07.2025 10:14
REPO risk parameters change for the security LSNGP
As per the Securities market risk parameters methodology, on 03.07.2025, 10-14 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -107.06 %), penalty rate and IR Risk Rate (up to -0.786 rub) for the security LSNGP were changed. New values are available here