16.12.2016 18:37
Risk Parameters Change
Securities market
NCC Clearing Bank is changing risk parameters in Securities market for the following bonds starting from December 23, 2016:
| № | Ticker | Name | Current IM rates | New IM rates | ||||
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |||
| 1 | XS0888245122 | PHOSAGRO(PHOS BOND FUND) | 14% | 17% | 20% | 11% | 14% | 17% |
| 2 | XS0955232854 | OJSC RUSS AGRIC BK(RSHB) | 11% | 14% | 17% | 8% | 11% | 14% |
| 3 | RU000A0JV7T8 | DELTACREDIT BANK | 11% | 14% | 17% | 8% | 11% | 14% |
| 4 | XS0524610812 | VNESHECONOMBANK(VEB) | 17% | 21% | 25% | 14% | 18% | 22% |
| 5 | RU000A0JQ7W9 | RUSSIAN RAILWAYS JSC | 11% | 14% | 17% | 8% | 11% | 14% |
| 6 | XS0954912514 | GAZPROM (GAZ CAPITAL SA) | 11% | 14% | 17% | 8% | 11% | 14% |
| 7 | RU000A0JTTA5 | MOBILE TELESYSTEMS PJSC | 12% | 15% | 18% | 9% | 12% | 15% |
| 8 | RU000A0JTVJ2 | ROSSELKHOZBANK | 12% | 15% | 18% | 9% | 12% | 15% |
| 9 | RU000A0JR878 | GAZPROM NEFT PJSC | 11% | 14% | 17% | 8% | 11% | 14% |
| 10 | RU000A0JRZK5 | FED GRID UNIFIED ENERGY | 16% | 21% | 25% | 13% | 18% | 22% |
| 11 | RU000A0JWCD9 | SBERBANK OF RUSSIA PJSC | 12% | 15% | 18% | 9% | 12% | 15% |
| 12 | RU000A0JU6K0 | VNESHECONOMBANK | 14% | 18% | 22% | 12% | 16% | 20% |
| 13 | RU000A0JWH46 | SBERBANK OF RUSSIA PJSC | 16% | 20% | 24% | 14% | 18% | 22% |
| 14 | XS0982861287 | MMC NORILSK NICK VIA MMC | 18% | 23% | 27% | 16% | 21% | 25% |
| 15 | XS0554659671 | LUKOIL INTL FINANCE BV | 18% | 23% | 27% | 16% | 21% | 25% |
| 16 | XS1043519567 | SBERBANK (SB CAP SA) | 13% | 16% | 19% | 11% | 14% | 17% |
| 17 | XS0906949523 | GAZPROM (GAZ CAPITAL SA) | 25% | 30% | 35% | 23% | 28% | 33% |
| 18 | XS0587031096 | VIMPELCOM (VIP FIN) | 18% | 23% | 28% | 16% | 21% | 26% |
| 19 | RU000A0JTNB6 | GAZPROM CAPITAL OOO | 11% | 14% | 17% | 9% | 12% | 15% |
| 20 | XS1043520144 | SBERBANK (SB CAP SA) | 13% | 16% | 19% | 11% | 14% | 17% |
| 21 | XS1084024584 | GAZPROMBK (GPB FINANCE) | 14% | 17% | 20% | 12% | 15% | 18% |
| 22 | XS1038646078 | GAZPROM (GAZ CAPITAL SA) | 19% | 24% | 29% | 17% | 22% | 27% |
| 23 | SU46005RMFS3 | RUSSIA GOVT BOND - OFZ | 7% | 8% | 9% | 5% | 6% | 7% |
| 24 | RU000A0JR217 | FED GRID UNIFIED ENERGY | 18% | 22% | 26% | 16% | 20% | 24% |
| 25 | SU46020RMFS2 | RUSSIA GOVT BOND - OFZ | 16% | 17% | 18% | 14% | 15% | 16% |
| 26 | SU46014RMFS5 | RUSSIA GOVT BOND - OFZ | 7% | 8% | 9% | 5% | 6% | 7% |
| 27 | XS0304274599 | LUKOIL INTL FINANCE BV | 21% | 26% | 31% | 19% | 24% | 29% |
| 28 | RU000A0JWC82 | RUSSIAN RAILWAYS JSC | 17% | 21% | 25% | 15% | 19% | 23% |
| 29 | XS1041815116 | RZD CAPITAL PLC (RZD) | 23% | 28% | 33% | 21% | 26% | 31% |
| 30 | RU000A0JTKD8 | ROSTELECOM PJSC | 10% | 13% | 16% | 8% | 11% | 14% |
| 31 | RU000A0JTKC0 | ROSTELECOM PJSC | 10% | 13% | 16% | 8% | 11% | 14% |
| 32 | XS0588433267 | NOVATEK(NOVATEK FIN LTD) | 18% | 23% | 27% | 16% | 21% | 25% |
| 33 | RU000A0JT965 | ROSNEFT PJSC | 10% | 13% | 16% | 8% | 11% | 14% |
| 34 | RU000A0JRVN8 | ROSSELKHOZBANK | 10% | 13% | 16% | 8% | 11% | 14% |
| 35 | RU000A0JTR15 | ROSTELECOM PJSC | 10% | 13% | 16% | 8% | 11% | 14% |
| 36 | SU26214RMFS5 | RUSSIA GOVT BOND - OFZ | 8% | 9% | 10% | 6% | 7% | 8% |
| 37 | RU000A0JTF43 | DELTACREDIT BANK | 10% | 13% | 16% | 8% | 11% | 14% |
| 38 | XS0708813810 | GAZPROM (GAZ CAPITAL SA) | 18% | 23% | 27% | 16% | 21% | 25% |
| 39 | XS0921331509 | MOBILE TELESYS (MTS INT) | 23% | 28% | 33% | 21% | 26% | 31% |
| 40 | RU000A0JW662 | Magnit PJSC | 10% | 14% | 18% | 8% | 12% | 16% |
| 41 | RU000A0JU0A4 | DELTACREDIT BANK | 12% | 15% | 18% | 10% | 13% | 16% |
| 42 | XS0906946008 | GAZPROM (GAZ CAPITAL SA) | 16% | 21% | 26% | 14% | 19% | 24% |
| 43 | XS0764220017 | RZD CAPITAL PLC (RZD) | 21% | 26% | 31% | 19% | 24% | 29% |
| 44 | XS0381439305 | TRANSNEFT(TRANS CAP INV) | 10% | 13% | 16% | 8% | 11% | 14% |
| 45 | XS0841671000 | SEVERSTAL (STEEL CAP) | 22% | 26% | 30% | 20% | 24% | 28% |
| 46 | SU26210RMFS3 | RUSSIA GOVT BOND - OFZ | 8% | 9% | 10% | 6% | 7% | 8% |
| 47 | XS0191754729 | GAZPROM (GAZ CAPITAL SA) | 31% | 36% | 41% | 29% | 34% | 39% |
| 48 | SU26209RMFS5 | RUSSIA GOVT BOND - OFZ | 9% | 10% | 11% | 7% | 8% | 9% |
| 49 | RU000A0JUMJ9 | UNICREDIT BANK ZAO | 15% | 19% | 23% | 13% | 17% | 21% |
| 50 | XS1082459568 | SBERBANK (SB CAP SA) | 15% | 20% | 25% | 13% | 18% | 23% |
| 51 | RU000A0JNYP6 | CITY OF MOSCOW | 9% | 12% | 15% | 7% | 10% | 13% |
| 52 | RU000A0JS7H8 | FED GRID UNIFIED ENERGY | 15% | 19% | 23% | 13% | 17% | 21% |
| 53 | XS0800817073 | VNESHECONOMBANK(VEB) | 21% | 26% | 31% | 19% | 24% | 29% |
| 54 | RU000A0JS5R1 | OAO RUSSIAN BANK FOR DEV | 13% | 17% | 22% | 11% | 15% | 20% |
| 55 | XS0861981180 | ROSNEFT(ROSNEFT INT FIN) | 21% | 26% | 31% | 19% | 24% | 29% |
| 56 | XS0643183220 | VIMPELCOM HOLDINGS BV | 20% | 24% | 28% | 18% | 22% | 26% |
| 57 | RU000A0JUV57 | ROSBANK PJSC | 9% | 12% | 15% | 7% | 10% | 13% |
| 58 | XS0830192711 | GAZPROM N (GPN CAPITAL) | 22% | 27% | 32% | 20% | 25% | 30% |
| 59 | RU000A0JUQA9 | ALFA-BANK AO | 9% | 12% | 15% | 7% | 10% | 13% |
| 60 | RU000A0JPJE6 | AGENTSTVO PO IPOTECHNOMU | 9% | 12% | 15% | 12% | 15% | 18% |
| 61 | RU000A0JUAD7 | ROSSELKHOZBANK | 8% | 11% | 14% | 12% | 15% | 18% |
| 62 | RU000A0JUAJ4 | UNICREDIT BANK ZAO | 7% | 10% | 13% | 12% | 15% | 18% |
For further information, please contact the Public Relations Department at (495) 363-3232.