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 |