16.04.2018 21:23
Risk Parameters Change on Derivatives and Securities markets
CCP NCC is changing IM rates on Securities market starting from April 17, 2018 for the following shares:
| № | Ticker | 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 | AFLT | 14% | 20% | 31% | 17% | 23% | 34% |
| 2 | ALRS | 14% | 20% | 31% | 17% | 23% | 34% |
| 3 | GAZP | 14% | 18% | 25% | 17% | 21% | 28% |
| 4 | LKOH | 14% | 18% | 25% | 17% | 21% | 28% |
| 5 | MAGN | 14% | 20% | 31% | 17% | 23% | 34% |
| 6 | MOEX | 14% | 20% | 28% | 17% | 23% | 31% |
| 7 | MTSS | 14% | 20% | 31% | 17% | 23% | 34% |
| 8 | NVTK | 14% | 20% | 31% | 17% | 23% | 34% |
| 9 | ROSN | 14% | 18% | 25% | 17% | 21% | 28% |
| 10 | SNGS | 14% | 20% | 31% | 17% | 23% | 34% |
| 11 | SNGSP | 14% | 18% | 25% | 17% | 21% | 28% |
| 12 | VTBR | 14% | 18% | 25% | 17% | 21% | 28% |
| 13 | CHMF | 15% | 21% | 34% | 17% | 23% | 36% |
| 14 | HYDR | 15% | 21% | 34% | 17% | 23% | 36% |
| 15 | TRNFP | 15% | 21% | 34% | 17% | 23% | 36% |
| 16 | TATN | 16% | 23% | 36% | 17% | 24% | 37% |
| 17 | GMKN | 17% | 21% | 28% | 20% | 24% | 31% |
| 18 | SBER | 17% | 21% | 28% | 20% | 24% | 31% |
| 19 | SBERP | 17% | 18% | 28% | 20% | 21% | 31% |
| 20 | POLY | 25% | 35% | 56% | 28% | 38% | 59% |
CCP NCC is changing the following IM rates on Derivatives market starting from 2:00 pm April 17, 2018:
| № | Underlying | Futures description | Current IM rate | New IM rate |
|---|---|---|---|---|
| 1 | AFLT | Aeroflot ordinary shares | 14% | 17% |
| 2 | ALRS | ALROSA ordinary shares | 14% | 17% |
| 3 | CHMF | Severstal ordinary shares | 15% | 17% |
| 4 | GAZR | Gazprom ordinary shares | 14% | 17% |
| 5 | GMKR | MMC Norilsk Nickel ordinary share | 17% | 20% |
| 6 | HYDR | RusHydro ordinary shares | 15% | 17% |
| 7 | LKOH | LUKoil Holdings ordinary shares | 14% | 17% |
| 8 | MOEX | Moscow Exchange ordinary shares | 14% | 17% |
| 9 | MTSI | Mobile TeleSystems ordinary shares | 14% | 17% |
| 10 | NOTK | NOVATEK ordinary shares | 14% | 17% |
| 11 | ROSN | Rosneft ordinary shares | 14% | 17% |
| 12 | SBRF | Sberbank of Russia ordinary shares | 17% | 20% |
| 13 | SBPR | Sberbank of Russia preferred shares | 15% | 20% |
| 14 | SNGP | Surgutneftegas preferred shares | 14% | 17% |
| 15 | SNGR | Surgutneftegas ordinary shares | 14% | 17% |
| 16 | TATN | Tatneft ordinary shares | 16% | 17% |
| 17 | TRNF | TRANSNEFT preferred shares | 15% | 17% |
| 18 | VTBR | VTB Bank ordinary shares | 14% | 17% |