25.02.2022 00:22
Об изменении риск-параметров на фондовом рынке и рынке депозитов
С 25 февраля 2022 решением НКО НКЦ (АО) устанавливаются следующие риск-параметры на фондовом рынке и рынке депозитов:
| № | Торговый код | Ценная бумага | Действующий минимальный ограничительный уровень Ставок рыночного риска, % | Новый минимальный ограничительный уровень Ставок рыночного риска, % | ||||
|---|---|---|---|---|---|---|---|---|
| 1-ый уровень, S1_min | 2-ой уровень, S2_min | 3-ий уровень, S3_min | 1-ый уровень, S1_min | 2-ой уровень, S2_min | 3-ий уровень, S3_min | |||
| 1 | YNDX | Yandex clA | 19% | 25% | 32% | 40% | 46% | 47% |
| 2 | VTBX | VTBX ETF | 22% | 34% | 100% | 40% | 52% | 100% |
| 3 | VTBR-ME | VTBR-гдр | 35% | 49% | 78% | 40% | 54% | 69% |
| 4 | VTBR | ВТБ ао | 23% | 29% | 36% | 40% | 46% | 47% |
| 5 | VSMO | ВСМПО-АВСМ | 33% | 50% | 75% | 40% | 57% | 65% |
| 6 | VKCO | VK-гдр | 19% | 25% | 32% | 40% | 46% | 47% |
| 7 | UPRO | Юнипро ао | 34% | 40% | 47% | 40% | 46% | 47% |
| 8 | TRNFP | Транснф ап | 25% | 31% | 38% | 40% | 46% | 47% |
| 9 | TMOS | TMOS ETF | 15% | 24% | 100% | 40% | 49% | 100% |
| 10 | TGKA | ТГК-1 | 33% | 50% | 75% | 40% | 57% | 65% |
| 11 | TCSG | TCS-гдр | 21% | 27% | 34% | 40% | 46% | 47% |
| 12 | TATNP | Татнфт 3ап | 19% | 25% | 32% | 40% | 46% | 47% |
| 13 | TATN | Татнфт 3ао | 26% | 32% | 39% | 40% | 46% | 47% |
| 14 | SNGSP | Сургнфгз-п | 24% | 30% | 37% | 40% | 46% | 47% |
| 15 | SNGS | Сургнфгз | 24% | 30% | 37% | 40% | 46% | 47% |
| 16 | SIBN | Газпрнефть | 19% | 25% | 32% | 40% | 46% | 47% |
| 17 | SGGD-ME | SGGD-адр | 35% | 49% | 78% | 40% | 54% | 69% |
| 18 | SBMX | SBMX ETF | 26% | 40% | 100% | 40% | 54% | 100% |
| 19 | SBGB | SBGB ETF | 26% | 38% | 100% | 40% | 52% | 100% |
| 20 | SBERP | Сбербанк-п | 23% | 29% | 36% | 40% | 46% | 47% |
| 21 | SBER-ME | SBER-адр | 20% | 28% | 45% | 40% | 48% | 57% |
| 22 | SBER | Сбербанк | 23% | 29% | 36% | 40% | 46% | 47% |
| 23 | SBCB | SBCB ETF | 28% | 34% | 100% | 40% | 46% | 100% |
| 24 | RUAL | РУСАЛ ао | 19% | 25% | 32% | 40% | 46% | 47% |
| 25 | RTKMP | Ростел -ап | 33% | 50% | 75% | 40% | 57% | 65% |
| 26 | RTKM-ME | RTKM-адр | 37% | 52% | 83% | 40% | 55% | 71% |
| 27 | RTKM | Ростел -ао | 29% | 35% | 42% | 40% | 46% | 47% |
| 28 | RSTI | Россети ао | 25% | 31% | 38% | 40% | 46% | 47% |
| 29 | ROSN | Роснефть | 25% | 31% | 38% | 40% | 46% | 47% |
| 30 | RCMX | RCMX ETF | 15% | 27% | 100% | 40% | 52% | 100% |
| 31 | RASP | Распадская | 29% | 35% | 42% | 40% | 46% | 47% |
| 32 | QIWI | iQIWI | 29% | 35% | 42% | 40% | 46% | 47% |
| 33 | POLY | Polymetal | 19% | 25% | 32% | 40% | 46% | 47% |
| 34 | PLZL | Полюс | 24% | 30% | 37% | 40% | 46% | 47% |
| 35 | PIKK | ПИК ао | 37% | 43% | 50% | 40% | 46% | 47% |
| 36 | PHOR | ФосАгро ао | 19% | 25% | 32% | 40% | 46% | 47% |
| 37 | OPNR | OPNR ETF | 22% | 37% | 100% | 40% | 55% | 100% |
| 38 | OPNB | OPNB ETF | 29% | 39% | 100% | 40% | 50% | 100% |
| 39 | OGZD | Газпром др | 22% | 31% | 49% | 40% | 49% | 58% |
| 40 | OGKB | ОГК-2 ао | 33% | 50% | 75% | 40% | 57% | 65% |
| 41 | NVTK-ME | NVTK-гдр | 20% | 28% | 45% | 40% | 48% | 57% |
| 42 | NVTK | Новатэк ао | 20% | 26% | 33% | 40% | 46% | 47% |
| 43 | NMTP | НМТП ао | 33% | 50% | 75% | 40% | 57% | 65% |
| 44 | NLMK-ME | NLMK-гдр | 35% | 49% | 78% | 40% | 54% | 69% |
| 45 | NLMK | НЛМК ао | 25% | 31% | 38% | 40% | 46% | 47% |
| 46 | NKNCP | НКНХ ап | 33% | 50% | 75% | 40% | 57% | 65% |
| 47 | NKNC | НКНХ ао | 33% | 50% | 75% | 40% | 57% | 65% |
| 48 | MVID | М.видео | 27% | 33% | 40% | 40% | 46% | 47% |
| 49 | MTSS-ME | MTSS-адр | 25% | 35% | 56% | 40% | 50% | 61% |
| 50 | MTSS | МТС-ао | 23% | 29% | 36% | 40% | 46% | 47% |
| 51 | MSNG | +МосЭнерго | 33% | 50% | 75% | 40% | 57% | 65% |
| 52 | MRKP | РСетиЦП ао | 33% | 50% | 75% | 40% | 57% | 65% |
| 53 | MOEX | МосБиржа | 19% | 25% | 32% | 40% | 46% | 47% |
| 54 | MNOD-ME | MNOD-адр | 25% | 29% | 36% | 40% | 44% | 47% |
| 55 | MGNT-ME | MGNT-гдр | 30% | 42% | 67% | 40% | 52% | 65% |
| 56 | MGNT | Магнит ао | 19% | 25% | 32% | 40% | 46% | 47% |
| 57 | MAGN | ММК | 20% | 26% | 33% | 40% | 46% | 47% |
| 58 | LSNGP | РСетиЛЭ-п | 33% | 50% | 75% | 40% | 57% | 65% |
| 59 | LKOH | ЛУКОЙЛ | 19% | 25% | 32% | 40% | 46% | 47% |
| 60 | LKOD-ME | LKOD-адр | 18% | 25% | 40% | 40% | 47% | 55% |
| 61 | IRAO | ИнтерРАОао | 29% | 35% | 42% | 40% | 46% | 47% |
| 62 | HYDR | РусГидро | 24% | 30% | 37% | 40% | 46% | 47% |
| 63 | GMKN | ГМКНорНик | 25% | 31% | 38% | 40% | 46% | 47% |
| 64 | GLTR | GLTR-гдр | 34% | 40% | 47% | 40% | 46% | 47% |
| 65 | GCHE | ЧеркизГ-ао | 33% | 50% | 75% | 40% | 57% | 65% |
| 66 | GAZP | ГАЗПРОМ ао | 19% | 25% | 32% | 40% | 46% | 47% |
| 67 | FXRU | FXRU ETF | 12% | 19% | 70% | 40% | 47% | 91% |
| 68 | FXRL | FXRL ETF | 25% | 50% | 70% | 40% | 65% | 60% |
| 69 | FXRB | FXRB ETF | 12% | 19% | 70% | 40% | 47% | 91% |
| 70 | FLOT | Совкомфлот | 27% | 33% | 40% | 40% | 46% | 47% |
| 71 | FIVE | FIVE-гдр | 19% | 25% | 32% | 40% | 46% | 47% |
| 72 | FEES | ФСК ЕЭС ао | 27% | 33% | 40% | 40% | 46% | 47% |
| 73 | ENRU | ЭнелРос ао | 33% | 50% | 75% | 40% | 57% | 65% |
| 74 | DSKY | ДетскийМир | 28% | 34% | 41% | 40% | 46% | 47% |
| 75 | CHMF | СевСт-ао | 22% | 28% | 35% | 40% | 46% | 47% |
| 76 | CBOM | МКБ ао | 33% | 50% | 75% | 40% | 57% | 65% |
| 77 | BSPB | БСП ао | 33% | 50% | 75% | 40% | 57% | 65% |
| 78 | BANEP | Башнефт ап | 30% | 36% | 43% | 40% | 46% | 47% |
| 79 | BANE | Башнефт ао | 33% | 50% | 75% | 40% | 57% | 65% |
| 80 | ATAD-ME | ATAD-адр | 37% | 52% | 83% | 40% | 55% | 71% |
| 81 | ALRS | АЛРОСА ао | 19% | 25% | 32% | 40% | 46% | 47% |
| 82 | AKRN | Акрон | 37% | 54% | 79% | 40% | 57% | 65% |
| 83 | AFLT | Аэрофлот | 19% | 25% | 32% | 40% | 46% | 47% |
| 84 | AFKS | Система ао | 29% | 35% | 42% | 40% | 46% | 47% |
| 85 | ROSN-ME | ГДР Роснефть ORD SHS | 28% | 40% | 63% | 40% | 52% | 63% |
| 86 | SVST-ME | ГДР СЕВЕРСТАЛЬ ORD SHS | 28% | 40% | 63% | 40% | 52% | 63% |