Moscow Exchange: Risk Parameters Change For The Security PHOR

Date 02/02/2021

As per the Securities market risk parameters methodology, on 02.02.2021, 14-04 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -76.83 %), penalty rate and IR Risk Rate (up to -8.48 rub) for the security PHOR were changed. New values are available here

Back to List