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15.12.2025 11:17

REPO risk parameters change for the security LEAS

As per the Securities market risk parameters methodology, on 15.12.2025, 11-17 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -93.35 %), penalty rate and IR Risk Rate (up to -1.72 rub) for the security LEAS were changed. New values are available here