REPO Risk Parameters Lower Bound Falls 20% for Security LEAS
Summary
MOEX adjusted the lower bound of the REPO rate for security LEAS by up to -20%, while also modifying the penalty rate and IR Risk Rate (down to -1.04 rub) on 22 April 2026 at 14:13 MSK. New parameter values are published on the National Clearing Centre website. These changes take effect immediately for all MOEX market participants trading REPO contracts involving this security.
“the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -1.04 rub) for the security LEAS were changed”
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What changed
MOEX modified the lower bound methodology for the REPO rate on security LEAS, applying a 20% reduction alongside adjustments to the penalty rate and IR Risk Rate (down by 1.04 rub). The changes were implemented as per the Securities market risk parameters methodology.
Market participants engaged in REPO transactions involving LEAS should verify the new parameter values via the National Clearing Centre rate page, as the adjusted lower bound and penalty rate may affect collateral valuation and margin calculations for existing positions.
Archived snapshot
Apr 22, 2026GovPing captured this document from the original source. If the source has since changed or been removed, this is the text as it existed at that time.
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Newsroom Events calendar Subscription management Subscription Print version 22.04.2026 14:13
REPO risk parameters change for the security LEAS
As per the Securities market risk parameters methodology, on 22.04.2026, 14-13 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -20.0 %), penalty rate and IR Risk Rate (up to -1.04 rub) for the security LEAS were changed. New values are available here
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