Published on: 2026-07-31
Source: Moscow Exchange –
An important disclaimer is at the bottom of this article.
In accordance with the Methodology for determining NKO NKC (JSC) risk parameters for the stock market and deposit market of PJSC Moscow Exchange, on 31.07.2026, 13:57 (MSK), the values of the lower boundary of the REPO price corridor with calculation code Y0/Y1Dt were changed (to -10.0%), as well as the roll rate and the interest rate risk assessment range (to -0.01 RUB, equivalent to a rate of 47.59%) for the security GOLD (GOLD ETF).
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