Moscow Exchange: REPO risk parameters change for the security SIBN.

Source: Moscow Exchange –

An important disclaimer is at the bottom of this article.

As per the Securities market risk parameters methodology, on 08.07.2025, 15-14 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -70.12 %), penalty rate and IR Risk Rate (up to -1.141 rub) for the security SIBN were changed. New values are available here

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