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Minimum market risk rate levels and concentration limits for bonds will be changed as follows from 9 July:
|
No |
Bond |
ISIN |
Minimum market risk rate levels, % |
Concentration limit, units |
|||
|
Level 1, S_1_min |
Level 2, S_2_min |
Level 3, S_3_min |
Level 1 |
Level 2 |
|||
|
1 |
AHML, 17 |
RU000A0JR5F7 |
10% |
15% |
25% |
100,000 |
500,000 |
|
2 |
AHML, 19 |
RU000A0JRF37 |
10% |
15% |
25% |
100,000 |
500,000 |
|
3 |
AHML, 10 |
RU000A0JPJE6 |
17% |
22% |
32% |
100,000 |
500,000 |
|
4 |
AHML, 18 |
RU000A0JRDY3 |
17% |
22% |
32% |
100,000 |
500,000 |
|
5 |
AHML, 11 |
RU000A0JPLU8 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
6 |
AHML, 25 |
RU000A0JTW83 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
7 |
AHML, 21 |
RU000A0JS488 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
8 |
AHML, 24 |
RU000A0JTDX1 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
9 |
AHML, 16 |
RU000A0JQXG0 |
29% |
34% |
44% |
200,000 |
1,000,000 |
|
10 |
Alfa-Bank, BO-3 |
RU000A0JT213 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
11 |
Alfa-Bank, 01 |
RU000A0JR7S6 |
10% |
15% |
25% |
100,000 |
500,000 |
|
12 |
Alfa-Bank, 02 |
RU000A0JRZB4 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
13 |
Alfa-Bank, BO-07 |
RU000A0JSW35 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
14 |
Alfa-Bank, BO-09 |
RU000A0JU2T0 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
15 |
Alfa-Bank, BO-04 |
RU000A0JU849 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
16 |
Alfa-Bank, BO-8 |
RU000A0JTP41 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
17 |
VEB, 21 |
RU000A0JS4Z7 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
18 |
VEB, 08 |
RU000A0JR3G0 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
19 |
VEB, 10 |
RU000A0JRTN2 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
20 |
VEB, 06 |
RU000A0JR3H8 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
21 |
VEB, 09 |
RU000A0JRCX7 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
22 |
VEB, 18 |
RU000A0JT403 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
23 |
VEB, 19 |
RU000A0JT6B2 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
24 |
VEB, BO-14 |
RU000A0JU6K0 |
29% |
34% |
44% |
200,000 |
1,000,000 |
|
25 |
VTB, BO-04 |
RU000A0JS1P4 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
26 |
VTB, BO-08 |
RU000A0JSX00 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
27 |
VTB, BO-03 |
RU000A0JS1M1 |
10% |
15% |
25% |
100,000 |
500,000 |
|
28 |
VTB, BO-06 |
RU000A0JS1T6 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
29 |
VTB, BO-21 |
RU000A0JTK20 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
30 |
VTB, 06 |
RU000A0JNGU3 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
31 |
VTB, BO-07 |
RU000A0JS1U4 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
32 |
VTB, BO-20 |
RU000A0JT3E3 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
33 |
VTB, BO-19 |
RU000A0JT3C7 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
34 |
VTB, BO-22 |
RU000A0JTN01 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
35 |
VEB-Leasing, 08 |
RU000A0JRUY7 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
36 |
VEB-Leasing, 03 |
RU000A0JREW5 |
10% |
15% |
25% |
100,000 |
500,000 |
|
37 |
VEB-Leasing, 09 |
RU000A0JRV52 |
10% |
15% |
25% |
100,000 |
500,000 |
|
38 |
VEB-Leasing, 04 |
RU000A0JREX3 |
17% |
22% |
32% |
100,000 |
500,000 |
|
39 |
VEB-Leasing, 05 |
RU000A0JREZ8 |
17% |
22% |
32% |
100,000 |
500,000 |
|
40 |
VEB-Leasing, 06 |
RU000A0JS389 |
17% |
22% |
32% |
100,000 |
500,000 |
|
41 |
VEB-Leasing, 11 |
RU000A0JTQU9 |
17% |
22% |
32% |
100,000 |
500,000 |
|
42 |
VEB-Leasing, 10 |
RU000A0JTQS3 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
43 |
VEB-Leasing, 12 |
RU000A0JU9S7 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
44 |
VEB-Leasing, 13 |
RU000A0JU9T5 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
45 |
Gazprom Capital, 05 |
RU000A0JTNC4 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
46 |
Gazprom Capital, 06 |
RU000A0JTND2 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
47 |
Gazprom Capital, 04 |
RU000A0JTNB6 |
29% |
34% |
44% |
200,000 |
1,000,000 |
|
48 |
Gazprom Neft, 11 |
RU000A0JS3B0 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
49 |
Gazprom Neft, 12 |
RU000A0JTDY9 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
50 |
Gazprom Neft, 09 |
RU000A0JR860 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
51 |
Gazprom Neft, 10 |
RU000A0JR878 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
52 |
Gazprom Neft, 08 |
RU000A0JR852 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
53 |
Gazprom Neft, 04 |
RU000A0JQ557 |
29% |
34% |
44% |
200,000 |
1,000,000 |
|
54 |
Gazprombank, 06 |
RU000A0JSD38 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
55 |
Gazprombank, BO-02 |
RU000A0JRMP2 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
56 |
Gazprombank, BO-03 |
RU000A0JS322 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
57 |
Gazprombank, BO-04 |
RU000A0JS173 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
58 |
Gazprombank, 12 |
RU000A0JT6J5 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
59 |
Gazprombank, 10 |
RU000A0JT6D8 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
60 |
Gazprombank, 11 |
RU000A0JT6G1 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
61 |
Gazprombank, 07 |
RU000A0JT767 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
62 |
Moscow, 39 |
RU000A0DASA0 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
63 |
Moscow, 62 |
RU000A0JQ5L6 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
64 |
Moscow, 44 |
RU000A0E6TK0 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
65 |
Moscow, 49 |
RU000A0JNYP6 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
66 |
Moscow, 56 |
RU000A0JPZ50 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
67 |
Moscow, 64 |
RU000A0JQHJ7 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
68 |
Moscow, 48 |
RU000A0JNYN1 |
29% |
34% |
44% |
200,000 |
1,000,000 |
|
69 |
NLMK, BO-4 |
RU000A0JSY74 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
70 |
NLMK, 07 |
RU000A0JSZU2 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
71 |
NLMK, BO-7 |
RU000A0JRW10 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
72 |
NLMK, 08 |
RU000A0JTED1 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
73 |
NLMK, BO-13 |
RU000A0JU7E1 |
17% |
22% |
32% |
100,000 |
500,000 |
|
74 |
RZHD, 14 |
RU000A0JQ4U0 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
75 |
RZHD, 23 |
RU000A0JQRD9 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
76 |
RZHD, 17 |
RU000A0JQ7W9 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
77 |
RZHD, 12 |
RU000A0JQ5Q5 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
78 |
RZHD, 15 |
RU000A0JQ6S9 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
79 |
RZHD, 16 |
RU000A0JQ656 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
80 |
RZHD, 11 |
RU000A0JQ177 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
81 |
RZHD, 19 |
RU000A0JQ7Z2 |
29% |
34% |
44% |
200,000 |
1,000,000 |
|
82 |
RZHD, 28 |
RU000A0JTU85 |
29% |
34% |
44% |
400,000 |
2,000,000 |
|
83 |
Rosbank, BO-04 |
RU000A0JSYR1 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
84 |
Rosbank, 10 |
RU000A0JQH69 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
85 |
Rosbank, BO-03 |
RU000A0JRW85 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
86 |
Rosbank, BO-05 |
RU000A0JRW93 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
87 |
Rosbank, BO-06 |
RU000A0JTKE6 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
88 |
Rosbank, BO-07 |
RU000A0JTQ32 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
89 |
Rosneft, BO-05 |
RU000A0JUCS1 |
29% |
34% |
44% |
400,000 |
2,000,000 |
|
90 |
Rosneft, BO-06 |
RU000A0JUCR3 |
29% |
34% |
44% |
400,000 |
2,000,000 |
|
91 |
Russian Agricultural Bank, 13 |
RU000A0JRMC0 |
10% |
15% |
25% |
100,000 |
500,000 |
|
92 |
Russian Agricultural Bank, 06 |
RU000A0JPMT8 |
10% |
15% |
25% |
100,000 |
500,000 |
|
93 |
Russian Agricultural Bank, 08 |
RU000A0JQK64 |
10% |
15% |
25% |
100,000 |
500,000 |
|
94 |
Russian Agricultural Bank, 07 |
RU000A0JPTE5 |
10% |
15% |
25% |
100,000 |
500,000 |
|
95 |
Russian Agricultural Bank, BO-02 |
RU000A0JS371 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
96 |
Russian Agricultural Bank, 18 |
RU000A0JT874 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
97 |
Russian Agricultural Bank, 17 |
RU000A0JT7M7 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
98 |
Russian Agricultural Bank, 09 |
RU000A0JQK72 |
10% |
15% |
25% |
100,000 |
500,000 |
|
99 |
Russian Agricultural Bank, 12 |
RU000A0JRMB2 |
10% |
15% |
25% |
100,000 |
500,000 |
|
100 |
Russian Agricultural Bank, 03 |
RU000A0JP2G4 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
101 |
Russian Agricultural Bank, 10 |
RU000A0JQS09 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
102 |
Russian Agricultural Bank, 11 |
RU000A0JQS74 |
10% |
15% |
25% |
100,000 |
500,000 |
|
103 |
Russian Agricultural Bank, BO-03 |
RU000A0JS3D6 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
104 |
Russian Agricultural Bank, 14 |
RU000A0JRLE8 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
105 |
Russian Agricultural Bank, 16 |
RU000A0JS6N8 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
106 |
Russian Agricultural Bank, 15 |
RU000A0JRVN8 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
107 |
Russian Agricultural Bank, 05 |
RU000A0JQ1H3 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
108 |
Russian Agricultural Bank, 20 |
RU000A0JTVJ2 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
109 |
FGC UES, 08 |
RU000A0JR209 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
110 |
FGC UES, 06 |
RU000A0JR1Y7 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
111 |
FGC UES, 15 |
RU000A0JRUS9 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
112 |
FGC UES, 18 |
RU000A0JRZK5 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
113 |
FGC UES, BO-01 |
RU000A0JT7U0 |
10% |
15% |
25% |
400,000 |
2,000,000 |
|
114 |
FGC UES, 07 |
RU000A0JR1Z4 |
17% |
22% |
32% |
100,000 |
500,000 |
|
115 |
FGC UES, 09 |
RU000A0JR3M8 |
17% |
22% |
32% |
100,000 |
500,000 |
|
116 |
FGC UES, 10 |
RU000A0JR217 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
117 |
FGC UES, 25 |
RU000A0JT2K2 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
118 |
FGC UES, 12 |
RU000A0JS7H8 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
119 |
FGC UES, 11 |
RU000A0JR3L0 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
120 |
FGC UES, 21 |
RU000A0JT7T2 |
17% |
22% |
32% |
400,000 |
2,000,000 |
|
121 |
FGC UES, 19 |
RU000A0JRMX6 |
29% |
34% |
44% |
400,000 |
2,000,000 |
|
122 |
FGC UES, 13 |
RU000A0JRL96 |
29% |
34% |
44% |
200,000 |
1,000,000 |
|
123 |
FGC UES, 24 |
RU000A0JTKA4 |
29% |
34% |
44% |
200,000 |
1,000,000 |
|
124 |
UniCredit Bank, BO-09 |
RU000A0JTP58 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
125 |
UniCredit Bank, BO-08 |
RU000A0JTP33 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
126 |
UniCredit Bank, BO-04 |
RU000A0JT8V6 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
127 |
UniCredit Bank, BO-05 |
RU000A0JT9F7 |
10% |
15% |
25% |
200,000 |
1,000,000 |
|
128 |
UniCredit Bank, BO-06 |
RU000A0JTMN3 |
17% |
22% |
32% |
200,000 |
1,000,000 |
|
129 |
UniCredit Bank, BO-07 |
RU000A0JTMP8 |
17% |
22% |
32% |
200,000 |
1,000,000 |