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National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
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09.11.2016 17:31

Risk Parameters Change

NCC Clearing Bank is changing risk parameters in Securities market for the following instruments starting from November 15, 2016:

Shares:

№ 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 PHST Pharmstandard ordinary shares 60% 70% 80% 100% 100% 100%

Bonds:

№ 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 RU000A0JTW83 AGENTSTVO PO IPOTECHNOMU 12% 16% 20% 8% 12% 16%
2 RU000A0JVNB2 DELTACREDIT BANK 13% 16% 19% 10% 13% 16%
3 RU000A0JTRA9 MEGAFON FINANS OOO 12% 15% 18% 10% 13% 16%
4 RU000A0JTR98 MEGAFON FINANS OOO 12% 15% 18% 10% 13% 16%
5 RU000A0JWC74 ING BANK EURASIA ZAO 12% 15% 18% 10% 13% 16%
6 RU000A0JVCJ8 AGENTSTVO PO IPOTECHNOMU 8% 11% 14% 10% 13% 16%
7 RU000A0JT6J5 GAZPROMBANK JSC 7% 10% 13% 10% 13% 16%
8 RU000A0JT8N3 RUSSIAN POST FGUP 7% 10% 13% 11% 14% 17%
9 RU000A0JT7M7 ROSSELKHOZBANK 7% 10% 13% 12% 15% 18%
10 RU000A0JT403 VNESHECONOMBANK 8% 11% 14% 15% 18% 21%
11 RU000A0JS6M0 DELTACREDIT BANK 7% 10% 13% 15% 18% 21%
12 RU000A0JR3G0 VNESHECONOMBANK 7% 10% 13% 16% 19% 22%
13 RU000A0JT6B2 VNESHECONOMBANK 7% 10% 13% 16% 19% 22%
14 RU000A0JRUY7 VEB-LEASING 11% 15% 19% 22% 26% 30%
15 RU000A0JRV52 VEB-LEASING 11% 15% 19% 22% 26% 30%

NCC Clearing Bank is excluding the following bonds from the list of assets that can be accepted as collateral starting from November 15, 2016:

№ Ticker Issuer Name Eligible collateral
1 XS0921331509 MOBILE TELESYS (MTS INT) No
2 XS0513723873 MOBILE TELESYS (MTS INT) No
3 RU000A0JTTA5 MOBILE TELESYSTEMS PJSC No
4 RU000A0JR4J2 MOBILE TELESYSTEMS PJSC No
5 RU000A0JR4H6 MOBILE TELESYSTEMS PJSC No
6 RU000A0JPTJ4 MOBILE TELESYSTEMS PJSC No

 

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