Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: REPO Risk Parameters Change For The Security AFLT - Update 3

Date 07/10/2020

As per the Securities market risk parameters methodology, on 07.10.2020, 13-40 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -93.23 %), penalty rate and IR Risk Rate (up to -0.191 rub) for the security AFLT were changed. New values are available here