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07.03.2017 19:23

Risk Parameters Change in Securities market

Securities market

NCC Bank is changing the following risk parameters in Securities market starting from March 14, 2017:

Ticker Issuer 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 MTLR Mechel ordinary shares 70% 85% 95% 50% 60% 70%
2 MTLRP Mechel preferred shares 70% 85% 95% 50% 60% 70%

IR risk (downward scenario) - SECΔ_1 (Y0/Y1 and Y0/YW)

Ticker Issuer Name Current value New value
1 MTLR Mechel ordinary shares 20% 35%
2 MTLRP Mechel preferred shares 20% 35%

NCC Bank cancels a ban for shortsells for MTLR and MTLRP shares starting from March 14, 2017.

The following bonds will be excluded from the list of assets that can be accepted as collateral starting from March 20, 2017:

Ticker Issuer Name Short name Eligible collateral
1 XS0879105558 CBOM Finance P.L.C. 7.7 01/02/ CBOM Finan No
2 XS0361041808 VIP FIN REGS CL B 9.125 30/04/ VIP-18 No
3 XS0889401724 VimpelCom Holdings B.V. 5.95 1 VIP-23 No
4 XS0922883318 Uralkali Finance DAC 3.723 URKA-18 No
5 RU000A0JT8N3 Pochta Rossii FGUP 02 PochtaRos02 No
6 XS0899969702 STEEL CAPITAL SA 4.45 19/03/18 STL-18 No

For further information, please contact the Public Relations Department at (495) 363-3232.

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