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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%

 

 

 

 

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