As per the Securities market risk parameters methodology, on 12.10.2020, 12-38 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -200 %), penalty rate and IR Risk Rate (up to -0.388 rub) for the security AFLT were changed. New values are available here
FTSE Mondo Visione Exchanges Index:
Moscow Exchange: REPO Risk Parameters Changes For The Security AFLT
Date 12/10/2020
