12.12.2019 14:58

Risk parameters change on Securities market

CCP NCC is changing the list of assets that can be accepted as collateral and market risk rates on Securities market starting from December 17, 2019.

1. The following bonds will be included in the list:

Ticker Description Current
Eligible collateral
New
Eligible collateral
1 RU000A0JXNF9 Gazprom Neft 001P-1R No Yes
2 RU000A0ZYDS7 Gazprom Neft 001P-03R No Yes
3 RU000A0ZYLC4 Gazprom Neft 001P-04R No Yes
4 RU000A0ZYXV9 Gazprom Neft 001P-06R No Yes
5 RU000A0JWRE5 Gazprom Neft BO-1 No Yes
6 RU000A0JWK41 Gazprom Neft BO-3 No Yes
7 RU000A0JWRF2 Gazprom Neft BO-4 No Yes
8 RU000A0JXYL4 Gazprom Neft 001P-2R No Yes
9 RU000A0ZYLQ4 Gazprom Neft 001P-05R No Yes
10 RU000A0JX355 Rosneft 001P-02 No Yes
11 RU000A0JXQK2 Rosneft 001P-04 No Yes
12 RU000A0JXXD3 Rosneft 001P-06 No Yes
13 RU000A0JXXE1 Rosneft 001P-07 No Yes
14 RU000A0ZYCP5 Rosneft 001P-08 No Yes
15 RU000A0ZYJH7 Rosneft 002P-01 No Yes
16 RU000A0ZYJJ3 Rosneft 002P-02 No Yes
17 RU000A0ZYLG5 Rosneft 002P-03 No Yes
18 RU000A0ZYT40 Rosneft 002P-04 No Yes
19 RU000A0ZYVU5 Rosneft 002P-05 No Yes
20 RU000A1008P1 Rosneft 002P-06 No Yes
21 RU000A100KY3 Rosneft 002P-08 No Yes
22 RU000A0JT940 Rosneft 04 No Yes
23 RU000A0JT965 Rosneft 05 No Yes
24 RU000A0JTS06 Rosneft 07 No Yes
25 RU000A0JTS22 Rosneft 08 No Yes
26 RU000A0JUFU0 Rosneft BO-01 No Yes
27 RU000A0JUFV8 Rosneft BO-07 No Yes
28 RU000A100YQ0 Rosneft 002P-09 No Yes
29 RU000A100EJ7 Bank VTB B-1-18 No Yes
30 RU000A100SS8 Bank VTB B-1-26 No Yes
31 RU000A100774 Bank VTB B-1-27 No Yes
32 RU000A100AE6 Bank VTB B-1-28 No Yes
33 RU000A100CS2 Bank VTB B-1-29 No Yes
34 RU000A0ZZH84 Bank VTB B-1-8 No Yes
35 XS2069992258 MMC Finance DAC 28/10/24 No Yes
36 XS1622146758 MMC Finance DAC 3.849 08/04/22 No Yes
37 XS1589324075 MMC Finance DAC 4.1 11/04/23 No Yes
38 XS1298447019 MMC Finance DAC 14/10/22 No Yes
39 RU000A0ZZ117 Sberbank BO 001P-06R No Yes
40 RU000A0ZZWZ9 Sberbank 001P-52R No Yes
41 RU000A100758 Sberbank IOS 001P-78R No Yes

 

2. Market risk rates will be changed for the following bonds:

Ticker Description Current market risk rates New market risk rates
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min
1 RU000A100EJ7 Bank VTB B-1-18 8% 11% 14% 14% 17% 20%
2 RU000A100SS8 Bank VTB B-1-26 8% 11% 14% 16% 19% 22%
3 RU000A100774 Bank VTB B-1-27 8% 11% 14% 14% 17% 20%
4 RU000A100AE6 Bank VTB B-1-28 8% 11% 14% 14% 17% 20%
5 RU000A100CS2 Bank VTB B-1-29 8% 11% 14% 14% 17% 20%
6 RU000A0ZZH84 Bank VTB B-1-8 13% 16% 19% 22% 25% 28%
7 RU000A0JXYL4 Gazprom Neft 001P-2R 17% 20% 23% 32% 35% 38%
8 RU000A0ZYLQ4 Gazprom Neft 001P-05R 18% 21% 24% 34% 37% 40%
9 RU000A100YQ0 Rosneft 002P-09 16% 19% 22% 32% 35% 38%
10 RU000A0ZZ117 Sberbank BO 001P-06R 15% 18% 21% 28% 31% 34%
11 RU000A0ZZWZ9 Sberbank 001P-52R 14% 17% 20% 24% 27% 30%
12 RU000A100758 Sberbank 001P-78R 11% 14% 17% 18% 21% 24%

 

 

Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form
Main news