06.02.2018 18:55
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market for the following bonds starting from February 13, 2018:
| № | 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 | RU000A0JW9R7 | GAZPROMBANK JSC | 11% | 14% | 17% | 8% | 11% | 14% |
| 2 | XS1084024584 | GAZPROMBK (GPB FINANCE) | 10% | 13% | 16% | 7% | 10% | 13% |
| 3 | XS0922301717 | POLYUS FINANCE PLC | 13% | 17% | 21% | 10% | 14% | 18% |
| 4 | RU000A0JWCB3 | RUSHYDRO PJSC | 11% | 14% | 17% | 9% | 12% | 15% |
| 5 | RU000A0JVUL6 | FREIGHT ONE JSC | 11% | 14% | 17% | 9% | 12% | 15% |
| 6 | XS0643183220 | VEON HOLDINGS BV | 18% | 22% | 26% | 16% | 20% | 24% |
| 7 | RU000A0JWTL6 | RUSSIAN POST FGUP | 13% | 16% | 19% | 11% | 14% | 17% |
| 8 | RU000A0JWTN2 | ROSTELECOM PJSC | 13% | 16% | 19% | 11% | 14% | 17% |
| 9 | XS0841671000 | SEVERSTAL (STEEL CAP) | 20% | 24% | 28% | 18% | 22% | 26% |
| 10 | XS0743596040 | SBERBANK (SB CAP SA) | 18% | 23% | 28% | 16% | 21% | 26% |
| 11 | RU000A0JWL32 | BUROVOYA KOMP EURASIA | 12% | 15% | 18% | 10% | 13% | 16% |
| 12 | XS0885736925 | GAZPROM (GAZ CAPITAL SA) | 27% | 32% | 37% | 25% | 30% | 35% |
| 13 | XS0304274599 | LUKOIL INTL FINANCE BV | 19% | 24% | 29% | 17% | 22% | 27% |
| 14 | RU000A0JWDU1 | EUROCHEM MINERAL & CHEMI | 11% | 15% | 19% | 9% | 13% | 17% |
| 15 | XS0830192711 | GAZPROM N (GPN CAPITAL) | 20% | 25% | 30% | 18% | 23% | 28% |
| 16 | RU000A0JVPR3 | NIZHNIY NOVGOROD REGION | 13% | 16% | 19% | 11% | 14% | 17% |
| 17 | RU000A0JWBN0 | DELTACREDIT BANK | 10% | 13% | 16% | 8% | 11% | 14% |
| 18 | RU000A0JVEH8 | REPUBLIC OF SAKHA | 11% | 14% | 17% | 9% | 12% | 15% |
| 19 | XS0290580595 | GAZPROM (GAZ CAPITAL SA) | 18% | 23% | 28% | 16% | 21% | 26% |
| 20 | XS1567051443 | SEVERSTAL (STEEL CAP) | 17% | 20% | 23% | 15% | 18% | 21% |
| 21 | XS0513723873 | MOBILE TELESYS (MTS INT) | 13% | 17% | 21% | 11% | 15% | 19% |
| 22 | XS0548633659 | VTB BANK (VTB CAPITAL SA | 14% | 18% | 22% | 12% | 16% | 20% |
| 23 | RU000A0JWNV8 | SIBUR HOLDING PAO | 12% | 15% | 18% | 10% | 13% | 16% |
| 24 | XS1041815116 | RUSSIAN RAIL(RZD CAP) | 21% | 26% | 31% | 19% | 24% | 29% |
| 25 | RU000A0JX0P9 | GAZPROMBANK JSC | 10% | 13% | 16% | 8% | 11% | 14% |
| 26 | RU000A0JWLD0 | NIZHNIY NOVGOROD REGION | 17% | 20% | 23% | 15% | 18% | 21% |
| 27 | XS1040726587 | GAZPROMBK (GPB FINANCE) | 10% | 13% | 16% | 8% | 11% | 14% |
| 28 | XS0555493203 | ALROSA FINANCE SA | 14% | 17% | 20% | 12% | 15% | 18% |
| 29 | RU000A0JRMC0 | ROSSELKHOZBANK | 7% | 10% | 13% | 10% | 13% | 16% |
| 30 | RU000A0JRMB2 | ROSSELKHOZBANK | 7% | 10% | 13% | 10% | 13% | 16% |
| 31 | RU000A0JRLE8 | ROSSELKHOZBANK | 7% | 10% | 13% | 10% | 13% | 16% |