21.07.2021 19:15
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from July 26, 2021:
| № | 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 | RU000A0JVNB2 | ROSBANK PJSC | 18% | 21% | 24% | 34% | 37% | 40% |
| 2 | XS1577953174 | OJSC NOVO(STEEL FUNDING) | 16% | 19% | 22% | 28% | 31% | 34% |
| 3 | XS1693971043 | SIBUR SECURITIES DAC | 13% | 16% | 19% | 22% | 25% | 28% |
| 4 | RU000A0JT6B2 | VEB.RF | 10% | 13% | 16% | 18% | 21% | 24% |
| 5 | XS1912654677 | RUSHYDRO (RUSHYDRO CAP) | 9% | 12% | 15% | 14% | 17% | 20% |
| 6 | XS0559915961 | VNESHECONOMBANK(VEB FIN) | 23% | 26% | 29% | 24% | 27% | 30% |
| 7 | XS0800817073 | VNESHECONOMBANK(VEB FIN) | 13% | 16% | 19% | 12% | 15% | 18% |
| 8 | RU000A0JT403 | VEB.RF | 19% | 22% | 25% | 20% | 23% | 26% |
| 9 | XS0743596040 | SBERBANK (SB CAP SA) | 14% | 17% | 20% | 12% | 15% | 18% |
| 10 | RU000A1025U5 | SBERBANK OF RUSSIA PJSC | 28% | 31% | 34% | 26% | 29% | 32% |
| 11 | XS0893212398 | VNESHECONOMBANK(VEB FIN) | 16% | 19% | 22% | 14% | 17% | 20% |
| 12 | XS2010030919 | ALROSA FINANCE SA | 22% | 25% | 28% | 42% | 45% | 48% |
| 13 | XS2134628069 | MMC NORILSK (MMC FIN) | 15% | 18% | 21% | 34% | 37% | 40% |
| 14 | XS1514045886 | LUKOIL INTL FINANCE BV | 23% | 26% | 29% | 40% | 43% | 46% |
| 15 | CH0419041618 | RUSSIAN RAIL(RZD CAP) | 20% | 23% | 26% | 36% | 39% | 42% |
| 16 | XS1843435337 | OJSC NOVO(STEEL FUNDING) | 22% | 25% | 28% | 36% | 39% | 42% |
| 17 | XS2199713384 | SIBUR SECURITIES DAC | 19% | 22% | 25% | 32% | 35% | 38% |
| 18 | RU000A100ET6 | DOM RF | 7% | 10% | 13% | 20% | 23% | 26% |
| 19 | XS2046736919 | SEVERSTAL (STEEL CAP) | 16% | 19% | 22% | 28% | 31% | 34% |
| 20 | RU000A0ZYUW3 | GAZPROM CAPITAL OOO | 17% | 20% | 23% | 28% | 31% | 34% |
| 21 | XS1843441731 | ALROSA FINANCE SA | 14% | 17% | 20% | 24% | 27% | 30% |
| 22 | RU000A101574 | EURASIAN DEVELOPMENT BAN | 14% | 17% | 20% | 24% | 27% | 30% |
| 23 | XS1843434959 | MMK INTL CAPITAL DAC | 17% | 20% | 23% | 26% | 29% | 32% |
| 24 | CH0379268748 | RUSSIAN RAIL(RZD CAP) | 13% | 16% | 19% | 22% | 25% | 28% |
| 25 | RU000A101L54 | EURASIAN DEVELOPMENT BAN | 13% | 16% | 19% | 22% | 25% | 28% |
| 26 | XS1592279522 | GAZPROM (GAZ CAPITAL SA) | 16% | 19% | 22% | 24% | 27% | 30% |
| 27 | XS2010044621 | SIBUR SECURITIES DAC | 16% | 19% | 22% | 24% | 27% | 30% |
| 28 | RU000A0JS934 | EURASIAN DEVELOPMENT BAN | 8% | 11% | 14% | 14% | 17% | 20% |
| 29 | RU000A0ZYLU6 | DOM RF | 8% | 11% | 14% | 14% | 17% | 20% |
| 30 | RU000A0ZZ1N0 | DOM RF | 8% | 11% | 14% | 14% | 17% | 20% |
| 31 | XS1567051443 | SEVERSTAL (STEEL CAP) | 6% | 9% | 12% | 12% | 15% | 18% |
| 32 | RU000A0ZZDB0 | EURASIAN DEVELOPMENT BAN | 14% | 17% | 20% | 20% | 23% | 26% |
| 33 | RU000A100JC1 | EURASIAN DEVELOPMENT BAN | 14% | 17% | 20% | 20% | 23% | 26% |
| 34 | CH0346828400 | GAZPROM (GAZ CAPITAL SA) | 9% | 12% | 15% | 14% | 17% | 20% |
| 35 | XS1589324075 | MMC NORILSK (MMC FIN) | 13% | 16% | 19% | 18% | 21% | 24% |
| 36 | RU000A101590 | DOM RF | 10% | 13% | 16% | 14% | 17% | 20% |
| 37 | XS0919504562 | LUKOIL INTL FINANCE BV | 14% | 17% | 20% | 18% | 21% | 24% |
| 38 | XS1691350455 | RUSHYDRO (RUSHYDRO CAP) | 14% | 17% | 20% | 18% | 21% | 24% |
| 39 | CH0374882816 | GAZPROM (GAZ CAPITAL SA) | 11% | 14% | 17% | 14% | 17% | 20% |
| 40 | XS2069992258 | MMC NORILSK (MMC FIN) | 24% | 27% | 30% | 26% | 29% | 32% |
| 41 | XS1622146758 | MMC NORILSK (MMC FIN) | 10% | 13% | 16% | 12% | 15% | 18% |
| 42 | RU000A1018M7 | SOPF OOO | 19% | 22% | 25% | 18% | 21% | 24% |
| 43 | RU000A101PK9 | EURASIAN DEVELOPMENT BAN | 30% | 33% | 36% | 28% | 31% | 34% |
| 44 | RU000A0ZYFN3 | DOM RF | 16% | 19% | 22% | 14% | 17% | 20% |
| 45 | RU000A0JWUE9 | SBERBANK OF RUSSIA PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
| 46 | RU000A0ZYUJ0 | SBERBANK OF RUSSIA PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
| 47 | RU000A0ZZH84 | VTB BANK PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
| 48 | RU000A100VB8 | SBERBANK OF RUSSIA PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
| 49 | RU000A1012R9 | SBERBANK OF RUSSIA PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
| 50 | XS1843437036 | RUSSIAN RAIL(RZD CAP) | 44% | 47% | 50% | 42% | 45% | 48% |
| 51 | XS2159874002 | LUKOIL SECURITIES BV | 50% | 53% | 56% | 48% | 51% | 54% |
| 52 | CH0419041634 | RUSSIAN RAIL(RZD CAP) | 46% | 49% | 52% | 44% | 47% | 50% |
| 53 | RU000A0JXFY6 | GAZPROM CAPITAL OOO | 28% | 31% | 34% | 26% | 29% | 32% |
| 54 | RU000A0ZZ117 | SBERBANK OF RUSSIA PJSC | 26% | 29% | 32% | 24% | 27% | 30% |
| 55 | RU000A0ZZXS2 | SBERBANK OF RUSSIA PJSC | 28% | 31% | 34% | 26% | 29% | 32% |
| 56 | RU000A101C89 | SBERBANK OF RUSSIA PJSC | 28% | 31% | 34% | 26% | 29% | 32% |
| 57 | RU000A102CU4 | SBERBANK OF RUSSIA PJSC | 28% | 31% | 34% | 26% | 29% | 32% |
| 58 | RU000A0ZZBN9 | SBERBANK OF RUSSIA PJSC | 18% | 21% | 24% | 14% | 17% | 20% |
| 59 | RU000A0ZZWZ9 | SBERBANK OF RUSSIA PJSC | 18% | 21% | 24% | 14% | 17% | 20% |
| 60 | RU000A100220 | ROSBANK PJSC | 18% | 21% | 24% | 14% | 17% | 20% |
| 61 | RU000A102F28 | ROSBANK PJSC | 24% | 27% | 30% | 20% | 23% | 26% |
| 62 | RU000A102FR3 | SBERBANK OF RUSSIA PJSC | 24% | 27% | 30% | 20% | 23% | 26% |
| 63 | RU000A100TH9 | ROSBANK PJSC | 26% | 29% | 32% | 22% | 25% | 28% |
| 64 | RU000A0ZZE20 | SBERBANK OF RUSSIA PJSC | 26% | 29% | 32% | 20% | 23% | 26% |
| 65 | RU000A100K80 | SBERBANK OF RUSSIA PJSC | 22% | 25% | 28% | 16% | 19% | 22% |
| 66 | RU000A101YR6 | VTB BANK PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
| № | Ticker | Description | Current concentration limits, number of securities | New concentration limits, number of securities | ||
|---|---|---|---|---|---|---|
| LK1 | LK2 | 1-й уровень | 2-й уровень | |||
| 1 | RU000A0JVNB2 | ROSBANK PJSC | 100 000 | 500 000 | 120 000 | 600 000 |
| 2 | XS1577953174 | OJSC NOVO(STEEL FUNDING) | 10 000 | 50 000 | 5 916 | 29 582 |
| 3 | XS1693971043 | SIBUR SECURITIES DAC | 10 000 | 50 000 | 6 160 | 30 798 |
| 4 | RU000A0JT6B2 | VEB.RF | 400 000 | 2 000 000 | 200 000 | 1 000 000 |
| 5 | XS1912654677 | RUSHYDRO (RUSHYDRO CAP) | 300 000 | 1 500 000 | 3 000 | 15 000 |
| 6 | XS0559915961 | VNESHECONOMBANK(VEB FIN) | 4 600 | 23 000 | 20 000 | 100 000 |
| 7 | XS0800817073 | VNESHECONOMBANK(VEB FIN) | 5 000 | 24 000 | 20 000 | 100 000 |
| 8 | RU000A0JT403 | VEB.RF | 400 000 | 2 000 000 | 200 000 | 1 000 000 |
| 9 | XS0743596040 | SBERBANK (SB CAP SA) | 4 200 | 21 000 | 30 000 | 150 000 |
| 10 | RU000A1025U5 | SBERBANK OF RUSSIA PJSC | 1 000 000 | 5 000 000 | 800 000 | 4 000 000 |
| 11 | XS0893212398 | VNESHECONOMBANK(VEB FIN) | 4 100 | 20 500 | 10 000 | 50 000 |
| 12 | XS0831571434 | EURASIAN DEVELOPMENT BAN | 1 400 | 4 200 | 10 000 | 50 000 |
| 13 | XS1433454243 | SCF CAPITAL LTD | 15 000 | 75 000 | 9 969 | 49 843 |
| 14 | XS1713474325 | POLYUS FINANCE PLC | 10 000 | 50 000 | 9 403 | 47 013 |
| 15 | XS1912655054 | RUSHYDRO (RUSHYDRO CAP) | 2 000 | 10 000 | 3 000 | 15 000 |
| 16 | RU000A0JR5F7 | DOM RF | 100 000 | 500 000 | 24 000 | 120 000 |
| 17 | RU000A0JTDX1 | DOM RF | 200 000 | 1 000 000 | 120 000 | 600 000 |
| 18 | RU000A0JTW83 | DOM RF | 200 000 | 1 000 000 | 120 000 | 600 000 |
| 19 | RU000A0JUKX4 | DOM RF | 100 000 | 500 000 | 120 000 | 600 000 |
| 20 | RU000A0JRTN2 | VEB.RF | 200 000 | 1 000 000 | 300 000 | 1 500 000 |
| 21 | RU000A0JS4Z7 | VEB.RF | 400 000 | 2 000 000 | 300 000 | 1 500 000 |
| 22 | RU000A0JU773 | VTB BANK PJSC | 400 000 | 2 000 000 | 393 241 | 1 966 204 |
| 23 | RU000A0JU7Y9 | GAZPROMBANK JSC | 400 000 | 2 000 000 | 200 000 | 1 000 000 |
| 24 | RU000A0JV3Q3 | VTB BANK PJSC | 400 000 | 2 000 000 | 200 000 | 1 000 000 |
| 25 | RU000A0JWNB0 | ROSBANK PJSC | 100 000 | 500 000 | 140 000 | 700 000 |
| 26 | RU000A1022J5 | VTB BANK PJSC | 200 000 | 1 000 000 | 183 031 | 915 155 |
| 27 | RU000A102RS6 | SBERBANK OF RUSSIA PJSC | 1 000 000 | 5 000 000 | 820 000 | 4 100 000 |
| 28 | RU000A102YG7 | SBERBANK OF RUSSIA PJSC | 800 000 | 4 000 000 | 360 000 | 1 800 000 |
| 29 | RU000A102YH5 | SBERBANK OF RUSSIA PJSC | 600 000 | 3 000 000 | 540 000 | 2 700 000 |
| 30 | XS0993162683 | VNESHECONOMBANK(VEB FIN) | 4 900 | 24 500 | 23 000 | 115 000 |