News

New redraft of the Bank of Russia Instruction 2919-У “On Quality Assessment of a Credit Organization operating as a CCP” comes into force on October,12 2014 (BofR Bulletin №87 dated 01.10.2014).

Due to the fact mentioned above,

1. to bring NCC in compliance with the requirements of the new redraft of Instruction 2919-У, starting from October, 13 2014 the following securities will be excluded from the Clearing List as securities failing to meet the requirements to assets accepted as collateral:

Name

Ticker

1

OJSC Gazprom Neft

SIBN

2

OJSC MOSENERGO

MSNG

3

JSC MOESK

MSRS

4

OJSC Raspadskaya

RASP

 

2. staring from October, 13 2014 Clearing List will also include the following securities meeting the requirements of the new redraft of Instruction 2919-У:

Name

Ticker

Minimum Initial Margin for

 the Market Risk, %

Concentration Limit,

numbers of the securities

Level 1, S_1_min

Level 2, S_2_min

Level 3, S_3_min

Level 1

Level 2

1

OJSC Megafon

MFON

25%

35%

45%

20 000

50 000

2

Polymetal International

POLY

30%

40%

50%

64 000

160 000

3

OJCS Sberbank Russia

SBERP

18%

23%

30%

2 769 000

13 841 000

4

Yandex N.V.

YNDX

20%

25%

35%

20 000

50 000