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26.09.2025 16:15

REPO risk parameters change for the security HEAD

As per the Securities market risk parameters methodology, on 26.09.2025, 16-15 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -25.23 %), penalty rate and IR Risk Rate (up to -8.79 rub) for the security HEAD were changed. New values are available here