12.12.2025 13:26
REPO risk parameters change for the security CNRU
As per the Securities market risk parameters methodology, on 12.12.2025, 13-26 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -150.92 %), penalty rate and IR Risk Rate (up to -10.09 rub) for the security CNRU were changed. New values are available here