17.10.2017 19:43
Risk parameters change in Securities market
NCC Clearing Bank is changing risk parameters in Securities market for the following bonds starting from October 19, 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 | RU000A0JWK41 | GAZPROM NEFT PJSC | 13% | 17% | 21% | 10% | 14% | 18% |
| 2 | RU000A0JUMJ9 | UNICREDIT BANK ZAO | 13% | 17% | 21% | 10% | 14% | 18% |
| 3 | XS0424860947 | GAZPROM (GAZ CAPITAL SA) | 10% | 13% | 16% | 7% | 10% | 13% |
| 4 | RU000A0JUU90 | ALFA-BANK AO | 14% | 17% | 20% | 11% | 14% | 17% |
| 5 | XS1038646078 | GAZPROM (GAZ CAPITAL SA) | 17% | 22% | 27% | 14% | 19% | 24% |
| 6 | XS0906946008 | GAZPROM (GAZ CAPITAL SA) | 14% | 19% | 24% | 11% | 16% | 21% |
| 7 | XS0799357354 | SBERBANK (SB CAP SA) | 11% | 14% | 17% | 8% | 11% | 14% |
| 8 | XS0484209159 | ROSNEFT FINANCE SA | 13% | 16% | 19% | 11% | 14% | 17% |
| 9 | XS0461926569 | LUKOIL INTL FINANCE BV | 12% | 15% | 18% | 10% | 13% | 16% |
| 10 | XS0708813810 | GAZPROM (GAZ CAPITAL SA) | 16% | 21% | 25% | 14% | 19% | 23% |
| 11 | XS0588433267 | NOVATEK(NOVATEK FIN LTD) | 16% | 21% | 25% | 14% | 19% | 23% |
| 12 | RU000A0JWMT4 | VOLKSWAGEN BANK RUS OOO | 11% | 14% | 17% | 9% | 12% | 15% |
| 13 | XS0893212398 | VNESHECONOMBANK(VEB) | 22% | 27% | 32% | 20% | 25% | 30% |
| 14 | RU000A0JX2F6 | ROSBANK PJSC | 14% | 17% | 20% | 12% | 15% | 18% |
| 15 | RU000A0JWUE9 | SBERBANK OF RUSSIA PJSC | 17% | 20% | 23% | 15% | 18% | 21% |
| 16 | XS0885733153 | GAZPROM (GAZ CAPITAL SA) | 13% | 17% | 21% | 11% | 15% | 19% |
| 17 | RU000A0JX0B9 | MOSCOW OBLAST | 19% | 22% | 25% | 17% | 20% | 23% |
| 18 | RU000A0JX2D1 | ROSBANK PJSC | 14% | 17% | 20% | 12% | 15% | 18% |
| 19 | XS0972645112 | EURASIAN DEVELOPMENT BAN | 15% | 20% | 25% | 13% | 18% | 23% |
| 20 | RU000A0JWEZ8 | MOSCOW UNITED ELECTRIC | 12% | 16% | 20% | 10% | 14% | 18% |
| 21 | XS0524610812 | VNESHECONOMBANK(VEB) | 14% | 18% | 22% | 12% | 16% | 20% |
| 22 | RU000A0JWGT6 | REPUBLIC OF SAKHA | 15% | 18% | 21% | 13% | 16% | 19% |
| 23 | RU000A0JWKN1 | FPK OAO | 12% | 15% | 18% | 10% | 13% | 16% |
| 24 | RU000A0JVSG0 | ROSBANK PJSC | 10% | 13% | 16% | 8% | 11% | 14% |
| 25 | RU000A0JTAQ1 | ROSTELECOM PJSC | 9% | 12% | 15% | 7% | 10% | 13% |
| 26 | RU000A0JWML1 | MAGNIT PJSC | 9% | 12% | 15% | 7% | 10% | 13% |
| 27 | RU000A0JTDY9 | GAZPROM NEFT PJSC | 9% | 12% | 15% | 7% | 10% | 13% |
| 28 | RU000A0JVS10 | KRASNOYARSK REGION | 12% | 15% | 18% | 10% | 13% | 16% |
| 29 | RU000A0JV3Q3 | VTB BANK PJSC | 10% | 13% | 16% | 8% | 11% | 14% |
| 30 | RU000A0JS8Z8 | EURASIAN DEVELOPMENT BAN | 10% | 13% | 16% | 8% | 11% | 14% |
| 31 | RU000A0JR043 | EURASIAN DEVELOPMENT BAN | 7% | 10% | 13% | 9% | 12% | 15% |
| 32 | RU000A0JVA10 | STATE TRANSPORT LEASING | 8% | 11% | 14% | 12% | 15% | 18% |
| 33 | RU000A0JW5J2 | RUSFINANS BANK | 7% | 10% | 13% | 11% | 14% | 17% |
| 34 | RU000A0JVUP7 | VIMPEL-COMMUNICATIONS | 8% | 11% | 14% | 20% | 23% | 26% |
| 35 | RU000A0JUUU9 | MOSCOW UNITED ELECTRIC | 7% | 10% | 13% | 14% | 17% | 20% |
| 36 | RU000A0JPJE6 | AGENTSTVO PO IPOTECHNOMU | 9.0% | 12.0% | 15.0% | 8.5% | 11.5% | 14.5% |
| 37 | RU000A0JPMT8 | ROSSELKHOZBANK | 7.5% | 10.5% | 13.5% | 8.0% | 11.0% | 14.0% |
| 38 | RU000A0JPTE5 | ROSSELKHOZBANK | 8.5% | 11.5% | 14.5% | 8.0% | 11.0% | 14.0% |
| 39 | RU000A0JQ1H3 | ROSSELKHOZBANK | 8.0% | 11.0% | 14.0% | 7.0% | 10.0% | 13.0% |
| 40 | RU000A0JQ7X7 | RUSSIAN RAILWAYS JSC | 12.0% | 15.0% | 18.0% | 11.0% | 14.0% | 17.0% |
| 41 | RU000A0JQK64 | ROSSELKHOZBANK | 8.5% | 11.5% | 14.5% | 7.5% | 10.5% | 13.5% |
| 42 | RU000A0JQK72 | ROSSELKHOZBANK | 8.5% | 11.5% | 14.5% | 7.5% | 10.5% | 13.5% |
| 43 | RU000A0JQS09 | ROSSELKHOZBANK | 13.0% | 16.0% | 19.0% | 12.5% | 15.5% | 18.5% |
| 44 | RU000A0JQS74 | ROSSELKHOZBANK | 13.0% | 16.0% | 19.0% | 12.5% | 15.5% | 18.5% |
| 45 | RU000A0JQXG0 | AGENTSTVO PO IPOTECHNOMU | 10.5% | 13.5% | 16.5% | 13.0% | 16.0% | 19.0% |
| 46 | RU000A0JR3G0 | VNESHECONOMBANK | 14.0% | 17.0% | 20.0% | 13.5% | 16.5% | 19.5% |
| 47 | RU000A0JR3H8 | VNESHECONOMBANK | 7.0% | 10.0% | 13.0% | 13.5% | 16.5% | 19.5% |
| 48 | RU000A0JR5F7 | AGENTSTVO PO IPOTECHNOMU | 13.5% | 16.5% | 19.5% | 13.0% | 16.0% | 19.0% |
| 49 | RU000A0JRCX7 | VNESHECONOMBANK | 7.0% | 10.0% | 13.0% | 14.0% | 17.0% | 20.0% |
| 50 | RU000A0JRL96 | FED GRID UNIFIED ENERGY | 14.5% | 17.5% | 20.5% | 14.0% | 17.0% | 20.0% |
| 51 | RU000A0JRLE8 | ROSSELKHOZBANK | 8.0% | 11.0% | 14.0% | 7.0% | 10.0% | 13.0% |
| 52 | RU000A0JRMB2 | ROSSELKHOZBANK | 8.0% | 11.0% | 14.0% | 7.0% | 10.0% | 13.0% |
| 53 | RU000A0JRMC0 | ROSSELKHOZBANK | 8.0% | 11.0% | 14.0% | 7.0% | 10.0% | 13.0% |
| 54 | RU000A0JRZK5 | FED GRID UNIFIED ENERGY | 11.5% | 14.5% | 17.5% | 10.5% | 13.5% | 16.5% |
| 55 | RU000A0JS488 | AGENTSTVO PO IPOTECHNOMU | 12.0% | 15.0% | 18.0% | 11.5% | 14.5% | 17.5% |
| 56 | RU000A0JS4Z7 | VNESHECONOMBANK | 10.0% | 13.0% | 16.0% | 9.5% | 12.5% | 15.5% |
| 57 | RU000A0JS6M0 | DELTACREDIT BANK | 13.5% | 16.5% | 19.5% | 13.0% | 16.0% | 19.0% |
| 58 | RU000A0JS7H8 | FED GRID UNIFIED ENERGY | 11.0% | 14.0% | 17.0% | 10.0% | 13.0% | 16.0% |
| 59 | RU000A0JT7T2 | FED GRID UNIFIED ENERGY | 20.0% | 23.0% | 26.0% | 19.5% | 22.5% | 25.5% |
| 60 | RU000A0JT874 | ROSSELKHOZBANK | 11.0% | 14.0% | 17.0% | 10.0% | 13.0% | 16.0% |
| 61 | RU000A0JTF43 | DELTACREDIT BANK | 8.0% | 11.0% | 14.0% | 7.0% | 10.0% | 13.0% |
| 62 | RU000A0JTKA4 | FED GRID UNIFIED ENERGY | 13.0% | 16.0% | 19.0% | 12.5% | 15.5% | 18.5% |
| 63 | RU000A0JTU85 | RUSSIAN RAILWAYS JSC | 13.5% | 16.5% | 19.5% | 13.0% | 16.0% | 19.0% |
| 64 | RU000A0JU0A4 | DELTACREDIT BANK | 8.5% | 11.5% | 14.5% | 8.0% | 11.0% | 14.0% |
| 65 | RU000A0JUAD7 | ROSSELKHOZBANK | 9.0% | 12.0% | 15.0% | 8.5% | 11.5% | 14.5% |
| 66 | RU000A0JUD83 | VNESHECONOMBANK | 9.5% | 12.5% | 15.5% | 8.5% | 11.5% | 14.5% |
| 67 | RU000A0JUJG1 | DELTACREDIT BANK | 14.5% | 17.5% | 20.5% | 14.0% | 17.0% | 20.0% |
| 68 | RU000A0JUKX4 | AGENTSTVO PO IPOTECHNOMU | 9.0% | 12.0% | 15.0% | 8.5% | 11.5% | 14.5% |
| 69 | RU000A0JUW31 | ROSSELKHOZBANK | 12.0% | 15.0% | 18.0% | 11.5% | 14.5% | 17.5% |
| 70 | RU000A0JUW72 | ROSSELKHOZBANK | 12.5% | 15.5% | 18.5% | 11.5% | 14.5% | 17.5% |
| 71 | RU000A0JV0D7 | VNESHECONOMBANK | 7.5% | 10.5% | 13.5% | 7.0% | 10.0% | 13.0% |
| 72 | RU000A0JV987 | ROSSELKHOZBANK | 7.0% | 10.0% | 13.0% | 11.5% | 14.5% | 17.5% |
| 73 | RU000A0JVCJ8 | AGENTSTVO PO IPOTECHNOMU | 8.0% | 11.0% | 14.0% | 7.5% | 10.5% | 13.5% |
| 74 | RU000A0JVQA7 | VNESHECONOMBANK | 14.0% | 17.0% | 20.0% | 13.5% | 16.5% | 19.5% |
| 75 | RU000A0JVUY9 | DELTACREDIT BANK | 10.5% | 13.5% | 16.5% | 9.5% | 12.5% | 15.5% |
| 76 | RU000A0JVW71 | RUSSIAN RAILWAYS JSC | 13.5% | 16.5% | 19.5% | 13.0% | 16.0% | 19.0% |
| 77 | RU000A0JW6P7 | VNESHECONOMBANK | 20.5% | 20.5% | 20.5% | 20.0% | 23.0% | 26.0% |
| 78 | RU000A0JWBN0 | DELTACREDIT BANK | 10.5% | 13.5% | 16.5% | 10.0% | 13.0% | 16.0% |
| 79 | RU000A0JWC82 | RUSSIAN RAILWAYS JSC | 13.5% | 16.5% | 19.5% | 13.0% | 16.0% | 19.0% |
| 80 | RU000A0JWG96 | VNESHECONOMBANK | 11.0% | 14.0% | 17.0% | 10.0% | 13.0% | 16.0% |
| 81 | RU000A0JWGS8 | DELTACREDIT BANK | 11.0% | 14.0% | 17.0% | 10.0% | 13.0% | 16.0% |
| 82 | RU000A0JWNB0 | DELTACREDIT BANK | 12.0% | 15.0% | 18.0% | 11.0% | 14.0% | 17.0% |
| 83 | RU000A0JWNJ3 | VNESHECONOMBANK | 12.0% | 15.0% | 18.0% | 11.0% | 14.0% | 17.0% |
| 84 | RU000A0JWZT6 | DELTACREDIT BANK | 15.0% | 18.0% | 21.0% | 14.5% | 17.5% | 20.5% |
| 85 | RU000A0JX1S1 | RUSSIAN RAILWAYS JSC | 13.0% | 16.0% | 19.0% | 12.0% | 15.0% | 18.0% |
| 86 | RU000A0JX2R1 | AGENTSTVO PO IPOTECHNOMU | 13.0% | 16.0% | 19.0% | 12.5% | 15.5% | 18.5% |
| 87 | RU000A0JXMJ3 | VNESHECONOMBANK | 8.0% | 11.0% | 14.0% | 8.5% | 11.5% | 14.5% |
| 88 | RU000A0JXMQ8 | ROSSELKHOZBANK | 13.0% | 16.0% | 19.0% | 14.0% | 17.0% | 20.0% |
| 89 | RU000A0JXQ44 | RUSSIAN RAILWAYS JSC | 23.0% | 26.0% | 29.0% | 22.5% | 25.5% | 28.5% |
| 90 | RU000A0JXRP9 | VNESHECONOMBANK | 11.0% | 14.0% | 17.0% | 12.0% | 15.0% | 18.0% |
| 91 | RU000A0JXU71 | VNESHECONOMBANK | 15.0% | 18.0% | 21.0% | 14.0% | 17.0% | 20.0% |
| 92 | RU000A0JXUC1 | ROSSELKHOZBANK | 15.0% | 18.0% | 21.0% | 14.0% | 17.0% | 20.0% |
| 93 | SU26210RMFS3 | RUSSIA GOVT BOND - OFZ | 6.0% | 7.0% | 8.0% | 5.5% | 6.5% | 7.5% |
| 94 | SU26212RMFS9 | RUSSIA GOVT BOND - OFZ | 8.5% | 9.5% | 10.5% | 9.0% | 10.0% | 11.0% |
| 95 | SU26216RMFS0 | RUSSIA GOVT BOND - OFZ | 5.5% | 6.5% | 7.5% | 5.0% | 6.0% | 7.0% |
| 96 | SU26220RMFS2 | RUSSIA GOVT BOND - OFZ | 6.0% | 7.0% | 8.0% | 5.5% | 6.5% | 7.5% |
| 97 | SU26221RMFS0 | RUSSIA GOVT BOND - OFZ | 10.5% | 11.5% | 12.5% | 11.0% | 12.0% | 13.0% |
| 98 | SU26222RMFS8 | RUSSIA GOVT BOND - OFZ | 7.0% | 7.0% | 7.0% | 6.5% | 7.5% | 8.5% |
| 99 | SU46005RMFS3 | RUSSIA GOVT BOND - OFZ | 4.0% | 5.0% | 6.0% | 3.5% | 4.5% | 5.5% |
| 100 | SU46018RMFS6 | RUSSIA GOVT BOND - OFZ | 5.0% | 6.0% | 7.0% | 5.5% | 6.5% | 7.5% |
| 101 | SU46021RMFS0 | RUSSIA GOVT BOND - OFZ | 3.5% | 4.5% | 5.5% | 4.0% | 5.0% | 6.0% |
| 102 | XS0764253455 | RZD CAPITAL PLC (RZD) | 10.5% | 13.5% | 16.5% | 10.0% | 13.0% | 16.0% |
| 103 | XS0863439161 | FED GRID CO OJSC FED FIN | 10.5% | 13.5% | 16.5% | 9.5% | 12.5% | 15.5% |
| 104 | XS0884734343 | OJSC RUSS AGRIC BK(RSHB) | 7.5% | 10.5% | 13.5% | 8.0% | 11.0% | 14.0% |
| 105 | XS0886632685 | AHML (AHML FINANCE LTD) | 7.5% | 10.5% | 13.5% | 8.0% | 11.0% | 14.0% |
| 106 | XS1574787294 | RZD CAPITAL PLC (RZD) | 20.0% | 23.0% | 26.0% | 19.5% | 22.5% | 25.5% |