13.07.2017 11:36

Risk parameters change in Securities market

NCC Bank is changing risk parameters in Securities market for the following bonds starting from July 18, 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 RU000A0JUVG6 PROMSVYAZBANK OJSC 19% 22% 25% 13% 16% 19%
2 RU000A0JPLU8 AGENTSTVO PO IPOTECHNOMU 12% 16% 20% 8% 12% 16%
3 RU000A0JWHT4 ROSBANK PJSC 12% 16% 20% 9% 13% 17%
4 XS1040726587 GAZPROMBK (GPB FINANCE) 13% 16% 19% 10% 13% 16%
5 XS1043519567 SBERBANK (SB CAP SA) 11% 14% 17% 8% 11% 14%
6 RU000A0JUAJ4 UNICREDIT BANK ZAO 12% 15% 18% 9% 12% 15%
7 XS0783934325 OJSC NOVO(STEEL FUNDING) 13% 16% 19% 10% 13% 16%
8 XS1043520144 SBERBANK (SB CAP SA) 11% 14% 17% 8% 11% 14%
9 RU000A0JX355 ROSNEFT OIL CO PJSC 18% 21% 24% 15% 18% 21%
10 RU000A0JVT76 FREIGHT ONE JSC 11% 14% 17% 8% 11% 14%
11 RU000A0JT8N3 RUSSIAN POST FGUP 11% 14% 17% 8% 11% 14%
12 RU000A0JW6P7 VNESHECONOMBANK 21% 24% 27% 18% 21% 24%
13 RU000A0JWNE4 VNESHECONOMBANK 18% 21% 24% 16% 19% 22%
14 XS0513723873 MOBILE TELESYS (MTS INT) 15% 19% 23% 13% 17% 21%
15 RU000A0JX0P9 GAZPROMBANK JSC 12% 15% 18% 10% 13% 16%
16 XS1084024584 GAZPROMBK (GPB FINANCE) 12% 15% 18% 10% 13% 16%
17 XS0987109658 GAZPROMBK (GPB FINANCE) 9% 12% 15% 7% 10% 13%
18 XS0982861287 MMC NORILSK NICK VIA MMC 16% 21% 25% 14% 19% 23%
19 XS0554659671 LUKOIL INTL FINANCE BV 16% 21% 25% 14% 19% 23%
20 RU000A0JVUL6 FREIGHT ONE JSC 13% 16% 19% 11% 14% 17%
21 RU000A0JWNV8 SIBUR HOLDING PAO 14% 17% 20% 12% 15% 18%
22 SU46020RMFS2 RUSSIA GOVT BOND - OFZ 14% 15% 16% 12% 13% 14%
23 XS0888245122 PHOSAGRO (PHOS BOND FUND) 11% 14% 17% 9% 12% 15%
24 XS0620695204 ALFA BANK (ALFA BOND) 17% 21% 25% 15% 19% 23%
25 XS0831571434 EURASIAN DEVELOPMENT BAN 21% 26% 31% 19% 24% 29%
26 RU000A0JQCR1 TRANSNEFT PJSC 14% 17% 20% 12% 15% 18%
27 XS0955232854 OJSC RUSS AGRIC BK(RSHB) 8% 11% 14% 6% 9% 12%
28 XS0954912514 GAZPROM (GAZ CAPITAL SA) 8% 11% 14% 6% 9% 12%
29 XS0381439305 TRANSNEFT (TRANS CAP INV) 8% 11% 14% 6% 9% 12%
30 RU000A0JUUA1 ALFA-BANK AO 9% 12% 15% 7% 10% 13%
31 RU000A0JU6U9 RUSFINANS BANK 9% 12% 15% 7% 10% 13%
32 RU000A0JT6D8 GAZPROMBANK JSC 9% 12% 15% 7% 10% 13%
33 XS0993162170 VNESHECONOMBANK(VEB) 9% 12% 15% 7% 10% 13%
34 RU000A0JTYN8 ROSNEFT OIL CO PJSC 10% 15% 19% 8% 13% 17%
35 RU000A0JWZY6 SISTEMA PJSC FC 15% 18% 21% 13% 16% 19%
36 RU000A0JTYL2 ROSNEFT OIL CO PJSC 10% 15% 19% 8% 13% 17%
37 XS0587031096 VIMPELCOM (VIP FIN) 16% 21% 26% 14% 19% 24%
38 RU000A0JTM36 BASHNEFT PJSC 15% 20% 25% 13% 18% 23%
39 RU000A0JWGV2 RUSSIAN POST FGUP 13% 16% 19% 11% 14% 17%
40 XS1082459568 SBERBANK (SB CAP SA) 13% 18% 23% 11% 16% 21%
41 RU000A0JWE56 GAZPROMBANK JSC 9% 12% 15% 7% 10% 13%
42 RU000A0JVFC6 ROSTELECOM PJSC 7% 10% 13% 22% 25% 28%

 

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