13.02.2019 12:26
Об изменении риск-параметров на фондовом рынке и рынке депозитов
С 18 февраля 2019 г. решением НКО НКЦ (АО) на фондовом рынке и рынке депозитов изменяются риск-параметры по следующим облигациям:
| № | Торговый код | Название | Действующие Минимальные ограничительные уровни Ставок рыночного риска | Новые Минимальные ограничительные уровни Ставок рыночного риска | |||||
|---|---|---|---|---|---|---|---|---|---|
| 1 уровень, S1_min | 2 уровень, S2_min | 3 уровень, S3_min | 1 уровень, S1_min | 2 уровень, S2_min | 3 уровень, S3_min | ||||
| 1 | RU000A0JUUA1 | Альфа-Банк АО обл. БО-14 | 7% | 10% | 13% | 14% | 17% | 20% | |
| 2 | RU000A0JW9G0 | ИКС 5 ФИНАНС ООО БО-05 | 7% | 10% | 13% | 14% | 17% | 20% | |
| 3 | RU000A0JR4J2 | Мобильные ТелеСистемы ПАО об 8 | 7% | 10% | 13% | 12% | 15% | 18% | |
| 4 | RU000A0JS918 | Евразийский банк развития 09 | 7% | 10% | 13% | 12% | 15% | 18% | |
| 5 | RU000A0JX2M2 | РОСЭКСИМБАНК АО БО-001P-01 | 12% | 15% | 18% | 15% | 18% | 21% | |
| 6 | RU000A0JS8Z8 | Евразийский банк развития 07 | 7% | 10% | 13% | 10% | 13% | 16% | |
| 7 | RU000A0JUQE1 | Банк ВТБ (ПАО) БО-26 | 7% | 10% | 13% | 10% | 13% | 16% | |
| 8 | RU000A0JWHT4 | РОСБАНК ПАО обл. БО-14 | 7% | 11% | 15% | 8% | 12% | 16% | |
| 9 | RU000A0JWM31 | АО "Тинькофф Банк" БО-07 | 7% | 10% | 13% | 8% | 11% | 14% | |
| 10 | RU000A0JX0P9 | ГПБ (АО) БО-12 | 7% | 10% | 13% | 8% | 11% | 14% | |
| 11 | RU000A0ZYJR6 | Совкомбанк ПАО обл. БО-05 | 7% | 10% | 13% | 8% | 11% | 14% | |
| 12 | RU000A0JV7A8 | ПАО НК Роснефть БО-20 | 12% | 15% | 18% | 12% | 14% | 16% | |
| 13 | XS0643183220 | VEON Holdings B.V. 7.5043 | 15% | 19% | 23% | 13% | 17% | 21% | |
| 14 | XS0290580595 | GAZ CAPITAL SA 6.51000 07/03/2 | 15% | 20% | 25% | 13% | 18% | 23% | |
| 15 | CH0346828400 | GAZ CAPITAL SA 2.75 30/11/21 | 15% | 18% | 21% | 13% | 16% | 19% | |
| 16 | XS0743596040 | SB CAPITAL S.A. 6.125 07/02/22 | 15% | 20% | 25% | 13% | 18% | 23% | |
| 17 | XS1622146758 | MMC Finance DAC 3.849 08/04/22 | 16% | 19% | 22% | 14% | 17% | 20% | |
| 18 | RU000A0JXR43 | Республика Саха (Якутия) об.09 | 16% | 19% | 22% | 14% | 17% | 20% | |
| 19 | RU000A0ZYR18 | Башкирская содовая комп. 1P-01 | 16% | 19% | 22% | 14% | 17% | 20% | |
| 20 | XS1691350455 | RusHydro Cap. 8.125 28/09/22 | 16% | 19% | 22% | 14% | 17% | 20% | |
| 21 | RU000A0JWVC1 | Транснефть ПАО БО-001P-04 | 16% | 19% | 22% | 14% | 17% | 20% | |
| 22 | RU000A0JX0B9 | МЭФ Московской обл. 2016 | 16% | 19% | 22% | 14% | 17% | 20% | |
| 23 | XS0800817073 | Veb Finance plc 6.025 05/07/22 | 16% | 21% | 26% | 14% | 19% | 24% | |
| 24 | RU000A0ZYC98 | МегаФон ПАО БО-001P-03 | 16% | 19% | 22% | 14% | 17% | 20% | |
| 25 | RU000A0JXQ28 | ФедералПассажирКомпан 001P-01 | 16% | 19% | 22% | 14% | 17% | 20% | |
| 26 | RU000A0JT965 | ПАО НК Роснефть обл.05 | 17% | 20% | 23% | 15% | 18% | 21% | |
| 27 | RU000A0JT940 | ПАО НК Роснефть обл.04 | 17% | 20% | 23% | 15% | 18% | 21% | |
| 28 | XS1298447019 | MMC Finance DAC 14/10/22 | 17% | 21% | 25% | 15% | 19% | 23% | |
| 29 | XS0831571434 | Eurasian Development Bank 4.76 | 17% | 22% | 27% | 15% | 20% | 25% | |
| 30 | XS0841671000 | STEEL CAPITAL | 17% | 21% | 25% | 15% | 19% | 23% | |
| 31 | XS0830192711 | GPN Capital S.A. 4.37500 19/09 | 17% | 22% | 27% | 15% | 20% | 25% | |
| 32 | RU000A0ZYT40 | ПАО НК Роснефть 002P-04 | 17% | 20% | 23% | 15% | 18% | 21% | |
| 33 | CH0374882816 | GAZ CAPITAL SA 2.25 19/07/22 | 17% | 20% | 23% | 15% | 18% | 21% | |
| 34 | RU000A0ZYKW4 | ХМАО-Югры об. 35002 | 17% | 20% | 23% | 15% | 18% | 21% | |
| 35 | RU000A0JXQK2 | ПАО НК Роснефть 001P-04 | 18% | 21% | 24% | 16% | 19% | 22% | |
| 36 | XS1759801720 | CBOM Finance P.L.C. 5.55 | 18% | 21% | 24% | 16% | 19% | 22% | |
| 37 | XS1502188375 | RZD Capital PLC 9.2 07/10/23 | 19% | 22% | 25% | 17% | 20% | 23% | |
| 38 | RU000A0JXYS9 | Краснодарский кр. 35001 обл. | 18% | 21% | 24% | 16% | 19% | 22% | |
| 39 | RU000A0JV201 | ПАО НК Роснефть БО-08 | 20% | 23% | 26% | 18% | 21% | 24% | |
| 40 | RU000A0ZYLC4 | Газпром нефть ПАО 001P-04R | 21% | 24% | 27% | 19% | 22% | 25% | |
| 41 | XS1592279522 | GAZ CAPITAL SA 4.25 06/04/24 | 21% | 24% | 27% | 19% | 22% | 25% | |
| 42 | RU000A0JWWW7 | СУЭК-Финанс ООО БО 001P-01R | 10% | 13% | 16% | 8% | 11% | 14% | |
| 43 | RU000A0ZYKM5 | Автодор ГК БО-001P-02 | 10% | 13% | 16% | 8% | 11% | 14% | |
| 44 | RU000A0JXHQ8 | ГПБ (АО) БО-23 | 11% | 14% | 17% | 9% | 12% | 15% | |
| 45 | RU000A0JTM36 | ПАО "АНК "Башнефть" об. 07 | 11% | 16% | 21% | 9% | 14% | 19% | |
| 46 | RU000A0JX5W4 | Альфа-Банк АО обл. БО-18 | 11% | 14% | 17% | 9% | 12% | 15% | |
| 47 | RU000A0JS5F6 | Вымпел-Коммуникации ПАО обл.04 | 11% | 14% | 17% | 9% | 12% | 15% | |
| 48 | RU000A0JTTA5 | Мобильные ТелеСистемы ПАО БО-1 | 11% | 14% | 17% | 9% | 12% | 15% | |
| 49 | XS0918297382 | Metalloinvest Finance Ltd 5.62 | 9% | 13% | 17% | 7% | 11% | 15% | |
| 50 | XS0918604496 | EDC Finance Ltd 4.875 17/4/20 | 9% | 12% | 15% | 7% | 10% | 13% | |
| 51 | XS0922301717 | POLYUS FINANCE PLC 20 | 9% | 13% | 17% | 7% | 11% | 15% | |
| 52 | RU000A0JXRV7 | Альфа-Банк АО обл. БО-20 | 12% | 15% | 18% | 10% | 13% | 16% | |
| 53 | RU000A0JXRN4 | ЕвроХим МХК АО БО-001Р-02 | 12% | 15% | 18% | 10% | 13% | 16% | |
| 54 | RU000A0JXS75 | Уралкалий ПАО ПБО-03-P | 12% | 15% | 18% | 10% | 13% | 16% | |
| 55 | RU000A0JXTQ3 | РусГидро (ПАО) БО-П05 | 12% | 15% | 18% | 10% | 13% | 16% | |
| 56 | RU000A0JXS59 | Почта России (ФГУП) БО-001P-03 | 12% | 15% | 18% | 10% | 13% | 16% | |
| 57 | RU000A0JXTF6 | ГПБ (АО) БО-13 | 12% | 15% | 18% | 10% | 13% | 16% | |
| 58 | XS0524610812 | VEB FINANCE LIMITED 6.902 09/0 | 10% | 14% | 18% | 8% | 12% | 16% | |
| 59 | RU000A0ZYLH3 | ВЭБ.РФ ПБО-001Р-10 | 12% | 15% | 18% | 10% | 13% | 16% | |
| 60 | RU000A0JWGT6 | Республика Саха (Якутия) об.08 | 12% | 15% | 18% | 10% | 13% | 16% | |
| 61 | XS0513723873 | MTS INTERNATIONAL FUNDING 8.62 | 9% | 13% | 17% | 7% | 11% | 15% | |
| 62 | RU000A0JWNK1 | ПАО "МОЭСК" БО-06 | 12% | 15% | 18% | 10% | 13% | 16% | |
| 63 | RU000A0JUUU9 | ПАО "МОЭСК" БО-04 | 13% | 16% | 19% | 11% | 14% | 17% | |
| 64 | RU000A0ZYAE3 | ГПБ (АО) БО-14 | 13% | 16% | 19% | 11% | 14% | 17% | |
| 65 | XS0972645112 | Eurasian Development Bank 5.00 | 11% | 16% | 21% | 9% | 14% | 19% | |
| 66 | XS0548633659 | VTB CAPITAL S.A. 6.551 13/10/2 | 11% | 15% | 19% | 9% | 13% | 17% | |
| 67 | RU000A0ZYB73 | ГПБ (АО) БО-24 | 13% | 16% | 19% | 11% | 14% | 17% | |
| 68 | RU000A0JS8Y1 | Евразийский банк развития 06 | 13% | 16% | 19% | 11% | 14% | 17% | |
| 69 | RU000A0ZYBG6 | КБ ДельтаКредит АО БО-001P-01 | 13% | 16% | 19% | 11% | 14% | 17% | |
| 70 | RU000A0ZYCQ3 | РН БАНК АО БО-001Р-02 | 13% | 16% | 19% | 11% | 14% | 17% | |
| 71 | XS1501561739 | RZD CAPITAL PLC 3.45 06/10/20 | 11% | 14% | 17% | 9% | 12% | 15% | |
| 72 | XS0555493203 | ALROSA FINANCE SA REGS 7.750 0 | 11% | 14% | 17% | 9% | 12% | 15% | |
| 73 | XS0982861287 | MMC Finance Limited 5.55 28/10 | 11% | 16% | 20% | 9% | 14% | 18% | |
| 74 | XS0554659671 | LUKOIL INTERNATIONAL 6.125 09/ | 11% | 16% | 20% | 9% | 14% | 18% | |
| 75 | RU000A0JXXD3 | ПАО НК Роснефть 001P-06 | 13% | 14% | 15% | 11% | 12% | 13% | |
| 76 | RU000A0JXXE1 | ПАО НК Роснефть 001P-07 | 13% | 14% | 15% | 11% | 12% | 13% | |
| 77 | XS0708813810 | GAZ CAPITAL S.A. 5.999 23/01/2 | 12% | 17% | 21% | 10% | 15% | 19% | |
| 78 | XS0587031096 | VIP FINANCE REGS 7.748 02/02/2 | 12% | 17% | 22% | 10% | 15% | 20% | |
| 79 | XS0588433267 | Novatek Finance 6.604 03/02/21 | 12% | 17% | 21% | 10% | 15% | 19% | |
| 80 | XS0638572973 | SB CAPITAL S.A. 5.717 16/06/21 | 13% | 18% | 23% | 11% | 16% | 21% | |
| 81 | XS0919581982 | RZD Capital PLC 3.3744 20/05/2 | 13% | 18% | 23% | 11% | 16% | 21% | |
| 82 | XS1625994022 | VEON Holdings B.V. 21 | 13% | 16% | 19% | 11% | 14% | 17% | |
| 83 | RU000A0JWNE4 | ВЭБ.РФ ПБО-001Р-03 USD | 13% | 16% | 19% | 11% | 14% | 17% | |
| 84 | RU000A0JXMH7 | Мобильные ТелеСистемы 001P-02 | 14% | 17% | 20% | 12% | 15% | 18% | |
| 85 | XS1567051443 | STEEL CAPITAL SA 3.85 27/08/21 | 14% | 17% | 20% | 12% | 15% | 18% | |
| 86 | RU000A0JY023 | ГосТранспортЛизингКомп 001P-05 | 14% | 17% | 20% | 12% | 15% | 18% | |
| 87 | RU000A0JTS06 | ПАО НК Роснефть обл.07 | 17% | 20% | 23% | 15% | 18% | 21% | |
| 88 | RU000A0ZYX69 | Федерал пассажир комп 001Р-03 | 20% | 23% | 26% | 18% | 21% | 24% | |
| 89 | RU000A0ZZ1J8 | ГТЛК БО 001P-09 | 20% | 23% | 26% | 18% | 21% | 24% | |
| 90 | RU000A0ZYU05 | РЖД БО 001Р-05R | 23% | 26% | 29% | 21% | 24% | 27% | |
| 91 | RU000A0JVYG8 | РОСЭКСИМБАНК АО обл.01 | 15% | 18% | 21% | 12% | 15% | 18% | |
| 92 | RU000A0JXT58 | Международн.инвест.банк БО1P-1 | 11% | 14% | 17% | 8% | 11% | 14% | |
| 93 | RU000A0ZZ083 | ИКС 5 ФИНАНС 001P-03 | 11% | 14% | 17% | 8% | 11% | 14% | |
| 94 | RU000A0JVWB3 | Россельхозбанк (АО) БО-09 | 12% | 15% | 18% | 9% | 12% | 15% | |
| 95 | XS0906946008 | GAZ CAPITAL SA 3.389 20/03/20 | 9% | 14% | 19% | 6% | 11% | 16% | |
| 96 | RU000A0JVFJ1 | ИНГ БАНК (ЕВРАЗИЯ) АО БО-05 | 12% | 15% | 18% | 9% | 12% | 15% | |
| 97 | RU000A0JV789 | ПАО НК Роснефть БО-19 | 15% | 17% | 19% | 12% | 14% | 16% | |
| 98 | RU000A0JV763 | ПАО НК Роснефть БО-18 | 15% | 17% | 19% | 12% | 14% | 16% | |
| 99 | RU000A0JV7C4 | ПАО НК Роснефть БО-22 | 15% | 17% | 19% | 12% | 14% | 16% | |
| 100 | RU000A0JV7B6 | ПАО НК Роснефть БО-23 | 15% | 17% | 19% | 12% | 14% | 16% | |
| 101 | RU000A0JV797 | ПАО НК Роснефть БО-25 | 15% | 17% | 19% | 12% | 14% | 16% | |
| 102 | RU000A0JV7D2 | ПАО НК Роснефть БО-21 | 15% | 17% | 19% | 12% | 14% | 16% | |
| 103 | RU000A0JV1Y1 | ПАО НК Роснефть БО-04 | 20% | 23% | 26% | 17% | 20% | 23% | |
| 104 | RU000A0ZYVU5 | ПАО НК Роснефть 002P-05 | 20% | 23% | 26% | 17% | 20% | 23% | |
| 105 | RU000A0JXP45 | ГПБ (АО) БО-16 | 13% | 16% | 19% | 10% | 13% | 16% | |
| 106 | RU000A0JXQD7 | Транснефть ПАО БО-001P-07 | 14% | 17% | 20% | 11% | 14% | 17% | |
| 107 | XS1038646078 | GAZ CAPITAL SA 3.6 26/02/21 | 13% | 18% | 23% | 10% | 15% | 20% | |
| 108 | XS1599428726 | Phosagro Bond Funding DAC 3.95 | 17% | 20% | 23% | 13% | 16% | 19% | |
| 109 | XS1752568144 | Phosagro BondFunding DAC 3.949 | 31% | 34% | 37% | 16% | 19% | 22% | |