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08.01.2026 14:27

REPO risk parameters change for the security RNFT

As per the Securities market risk parameters methodology, on 08.01.2026, 14-27 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -71.51 %), penalty rate and IR Risk Rate (up to -0.21 rub) for the security RNFT were changed. New values are available here
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