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12.12.2025 11:28

REPO risk parameters change for the security CNRU

As per the Securities market risk parameters methodology, on 12.12.2025, 11-28 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -74.04 %), penalty rate and IR Risk Rate (up to -5.0 rub) for the security CNRU were changed. New values are available here
Risk parameters