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                25.05.2020 16:12

                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 June 1, 2020.

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

                № Ticker Description Current
                Eligible collateral                		 New
                Eligible collateral
                1 XS0555493203 ALROSA FINANCE SA REGS 7.750 0 No Yes
                2 XS1843441731 ALROSA FIN SA 4.65 09/04/24 No Yes
                3 RU000A0JU773 Bank VTB BO-43 No Yes
                4 RU000A0JV3Q3 Bank VTB BO-30 No Yes
                5 RU000A100TY4 Bank VTB B-1-40 No Yes
                6 RU000A100Y01 Bank VTB B-1-38 No Yes
                7 RU000A1012L2 Bank VTB B-1-41 No Yes
                8 RU000A101C22 Bank VTB B-1-49 No Yes
                9 RU000A0ZZER4 GAZPROM BO-07 No Yes
                10 XS0974126186 GAZ CAPITAL S.A. 25/09/20 No Yes
                11 XS1951084471 GAZ CAPITAL S.A. 5.15 11/02/26 No Yes
                12 XS2124187571 Gaz Finance Plc 3.25 25/02/30 No Yes
                13 RU000A101137 Gazprom Neft 003P-01R No Yes
                14 RU000A1017J5 Gazprom Neft 003P-02R No Yes
                15 RU000A100VQ6 MMC NORILSK NICKEL BO-001P-01 No Yes
                16 RU000A0JQAL8 DOM.RF-14 No Yes
                17 RU000A0JUKX4 DOM.RF - 30 No Yes
                18 RU000A0JX2R1 DOM.RF BO-05 No Yes
                19 RU000A0ZYAR5 DOM.RF BO-09 No Yes
                20 RU000A0ZYF20 DOM.RF BO-06 No Yes
                21 RU000A0ZYF38 DOM.RF BO-07 No Yes
                22 RU000A0ZYFM5 DOM.RF BO-08 No Yes
                23 RU000A0ZYFN3 DOM.RF BO-10 No Yes
                24 RU000A0ZYLU6 DOM.RF BO 001P-01R No Yes
                25 RU000A0ZYQU5 DOM.RF BO 001P-02R No Yes
                26 RU000A0ZZ1N0 DOM.RF 001P-03R No Yes
                27 RU000A0ZZ7C0 DOM.RF 001P-04R No Yes
                28 RU000A1004W6 DOM.RF 001P-05R No Yes
                29 RU000A100ET6 DOM.RF 001P-06R No Yes
                30 RU000A0JS900 Evraziyskiy bank razvitiya 08 No Yes
                31 RU000A0ZZDB0 Eurasian Develop Bank 1P-01 No Yes
                32 RU000A0ZZRR6 Eurasian Develop Bank 1P-02 No Yes
                33 RU000A1004X4 Eurasian Develop Bank 1P-03 No Yes
                34 RU000A100JC1 Eurasian Develop Bank 1P-04 No Yes
                35 RU000A101574 Eurasian Develop Bank 1P-05 No Yes
                36 RU000A0JUUU9 MOESK BO-04 No Yes
                37 RU000A0JWNK1 MOESK BO-06 No Yes
                38 RU000A0JXR50 MOESK BO-10 No Yes
                39 RU000A100AD8 MOESK PJSC 001P-01 No Yes
                40 CH0379268748 RZD Capital PLC 23 CHF No Yes
                41 RU000A0ZZ4P9 RZD BO 1P-06R No Yes
                42 RU000A1008D7 RZD BO 001P-14R No Yes
                43 RU000A1010M4 RZD BO 001P-17R No Yes
                44 RU000A0JWHU2 RZD BO-17 No Yes
                45 RU000A0JS6M0 Rosbank BO-05 No Yes
                46 RU000A0JVNB2 Rosbank BO-25 No Yes
                47 RU000A0JWNB0 RosbankBO-26 No Yes
                48 RU000A0ZYBG6 Rosbank BO-001P-01 No Yes
                49 RU000A100TH9 Rosbank BO-002P-06 No Yes
                50 RU000A0JXVM8 Rosseti BO-001P-01 No Yes
                51 RU000A0JVD25 RusGidro(PAO) 09 No Yes
                52 XS1691350455 RusHydro Cap. 28/09/22 No Yes
                53 XS1912654677 RusHydro Cap. 8.975 27/01/22 No Yes
                54 XS2082937967 RusHydro Capital Markets 6.8 No Yes
                55 RU000A0ZYHX8 Sankt-Peterburg 35001 No Yes
                56 RU000A100VB8 Sberbank 001P-SBER13 No Yes
                57 RU000A1012R9 Sberbank 001P-SBER14 No Yes
                58 RU000A101C89 Sber 001P-SBER15 No Yes
                59 RU000A1008W7 Severstal BO-06 No Yes
                60 XS2046736919 STEEL CAPITAL S.A. 16/09/24 No Yes
                61 RU000A0JWBK6 SIBUR Holding 10 No Yes
                62 XS1693971043 Sibur Securities D.A.C. 23 No Yes
                63 XS2010044621 Sibur Securities DAC 23/09/24 No Yes
                64 RU000A0JWK90 Transneft BO-01-001P No Yes
                65 RU000A0JWMS6 Transneft BO-001-P02 No Yes
                66 RU000A0JXPK4 Transneft BO-07 No Yes
                67 RU000A0ZYDD9 Transneft BO-001P-08 No Yes
                68 RU000A100E39 Transneft BO-001P-11 No Yes
                69 RU000A100JF4 Transneft BO-001P-12 No Yes
                70 RU000A1010B7 Transneft BO-001P-13 No Yes
                71 RU000A0ZYDH0 FSK EES BO-03 No Yes
                72 RU000A0ZYJ91 FSK EES BO-04 No Yes
                73 RU000A0ZZQN7 FGC UES BO 001P-01R No Yes
                74 RU000A0JX215 HMAO-Yugra ob. 35001 No Yes
                75 RU000A0ZYKW4 HMAO-Yugra ob. 35002 No Yes
                76 RU000A0JX0Z8 Yamal-Nenets AO 2016 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 RU000A0JU773 Bank VTB BO-43 9% 13% 17% 18% 22% 26%
                2 RU000A0JV3Q3 Bank VTB BO-30 10% 13% 16% 20% 23% 26%
                3 RU000A100TY4 Bank VTB B-1-40 7% 10% 13% 14% 17% 20%
                4 RU000A100Y01 Bank VTB B-1-38 8% 11% 14% 16% 19% 22%
                5 RU000A1012L2 Bank VTB B-1-41 8% 11% 14% 16% 19% 22%
                6 RU000A101C22 Bank VTB B-1-49 8% 11% 14% 16% 19% 22%
                7 RU000A0ZZER4 GAZPROM BO-07 19% 22% 25% 38% 41% 44%
                8 XS2124187571 Gaz Finance Plc 3.25 25/02/30 26% 29% 32% 52% 55% 58%
                9 RU000A0JUKX4 DOM.RF - 30 10% 13% 16% 20% 23% 26%
                10 RU000A0ZYF20 DOM.RF BO-06 8% 11% 14% 16% 19% 22%
                11 RU000A0ZYF38 DOM.RF BO-07 8% 11% 14% 16% 19% 22%
                12 RU000A0ZYFN3 DOM.RF BO-10 13% 16% 19% 26% 29% 32%
                13 RU000A0JWHU2 RZD BO-17 27% 30% 33% 54% 57% 60%
                14 RU000A0JS6M0 Rosbank BO-05 8% 11% 14% 16% 19% 22%
                15 RU000A0JVNB2 Rosbank BO-25 9% 12% 15% 18% 21% 24%
                16 RU000A0JWNB0 RosbankBO-26 12% 15% 18% 24% 27% 30%
                17 RU000A0ZYBG6 Rosbank BO-001P-01 9% 12% 15% 18% 21% 24%
                18 RU000A100TH9 Rosbank BO-002P-06 14% 17% 20% 28% 31% 34%
                19 XS2082937967 RusHydro Capital Markets 6.8 17% 20% 23% 34% 37% 40%
                20 RU000A100VB8 Sberbank 001P-SBER13 10% 13% 16% 20% 23% 26%
                21 RU000A1012R9 Sberbank 001P-SBER14 11% 14% 17% 22% 25% 28%
                22 RU000A101C89 Sber 001P-SBER15 15% 18% 21% 30% 33% 36%
                23 RU000A0JWK90 Transneft BO-01-001P 15% 18% 21% 30% 33% 36%
                24 RU000A0JWMS6 Transneft BO-001-P02 15% 18% 21% 30% 33% 36%
                25 RU000A0JXPK4 Transneft BO-07 16% 19% 22% 32% 35% 38%

                Please note that additional information was published regarding risk parameters changes

                 

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