Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

Moscow Exchange: REPO Risk Parameters Change For The Security MTLR – Update 3

Date 05/06/2020

As per the Securities market risk parameters methodology, on 05.06.2020, 13-39 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -69.47 %), penalty rate and IR Risk Rate (up to -0.46 rub) for the security MTLR were changed. New values are available here