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07.05.2024 14:29

REPO risk parameters change for the security RU000A101RV2

As per the Securities market risk parameters methodology, on 07.05.2024, 14-29 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -26.42 %), penalty rate and IR Risk Rate (up to -0.67 rub) for the security RU000A101RV2 were changed. New values are available here