Contact us
08 August 2016 Risk Parameters Change
Securities market
NCC Clearing Bank is changing risk parameters in Securities market for the following instruments starting from August 12, 2016:
Shares:
|
№ |
Ticker |
Name |
Current IM rates |
New IM rates |
New concentration limits, sec. |
|||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
1st level |
2nd level |
|||
|
1 |
MSRS |
MOESK |
100% |
100% |
100% |
70% |
85% |
95% |
10 638 298 |
21 276 596 |
|
2 |
UNAC |
Ob.aviastroitelnaya korp. |
100% |
100% |
100% |
70% |
85% |
95% |
19 900 498 |
39 800 995 |
|
3 |
AGRO |
GDR ROS AGRO |
100% |
100% |
100% |
70% |
85% |
95% |
10 638 |
21 277 |
|
4 |
UWGN |
OVK ordinary shares |
100% |
100% |
100% |
70% |
85% |
95% |
13 432 |
26 864 |
|
5 |
IRKT |
IRKUT-3 |
100% |
100% |
100% |
70% |
85% |
95% |
1 091 703 |
2 183 406 |
|
6 |
FESH |
DVMP ordinary shares |
60% |
70% |
95% |
70% |
85% |
95% |
3 703 700 |
7 407 400 |
|
7 |
VZRZ |
Vozrojdenie |
60% |
70% |
80% |
100% |
100% |
100% |
5 774 |
11 548 |
|
8 |
CHZN |
Chelabinskyi cinkovyi zavod |
70% |
85% |
95% |
100% |
100% |
100% |
5 290 |
10 580 |
NCC sets a ban for shortsells for FESH and MRKY shares and cancels a ban for shortsells for MSRS shares starting from August 12, 2016.
Bonds:
|
№ |
Ticker |
Name |
Current IM rates |
New IM rates |
||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
|||
|
1 |
RU000A0JVWC1 |
NOVOLIPETSK STEEL PJSC |
12% |
15% |
18% |
10% |
13% |
16% |
|
2 |
XS0366630902 |
OJSC RUSS AGRIC BK(RSHB) |
11% |
14% |
17% |
9% |
12% |
15% |
|
3 |
RU000A0JPLU8 |
AGENTSTVO PO IPOTECHNOMU |
13% |
17% |
21% |
11% |
15% |
19% |
|
4 |
XS0918297382 |
METALLOINVEST FINANCE |
17% |
21% |
25% |
15% |
19% |
23% |
|
5 |
RU000A0JV987 |
ROSSELKHOZBANK |
11% |
14% |
17% |
9% |
12% |
15% |
|
6 |
RU000A0JR043 |
EURASIAN DEVELOPMENT BANK |
11% |
14% |
17% |
9% |
12% |
15% |
|
7 |
SU25080RMFS1 |
RUSSIA GOVT BOND - OFZ |
6% |
7% |
8% |
4% |
5% |
6% |
|
8 |
XS0922301717 |
POLYUS GOLD INTL LTD |
17% |
21% |
25% |
15% |
19% |
23% |
|
9 |
RU000A0JRUY7 |
VEB-LEASING |
13% |
17% |
21% |
11% |
15% |
19% |
|
10 |
XS0808632847 |
OJSC NOVO(STEEL FUNDING) |
10% |
13% |
16% |
8% |
11% |
14% |
|
11 |
RU000A0JU849 |
ALFA-BANK AO |
9% |
12% |
15% |
7% |
10% |
13% |
|
12 |
RU000A0JT8N3 |
RUSSIAN POST FGUP |
9% |
12% |
15% |
7% |
10% |
13% |
|
13 |
RU000A0JT7M7 |
ROSSELKHOZBANK |
9% |
12% |
15% |
7% |
10% |
13% |
|
14 |
RU000A0JR3G0 |
VNESHECONOMBANK |
9% |
12% |
15% |
7% |
10% |
13% |
|
15 |
RU000A0JTYN8 |
ROSNEFT PJSC |
15% |
20% |
24% |
13% |
18% |
22% |
|
16 |
RU000A0JTYL2 |
ROSNEFT PJSC |
15% |
20% |
24% |
13% |
18% |
22% |
|
17 |
XS0555493203 |
ALROSA FINANCE SA |
18% |
21% |
24% |
16% |
19% |
22% |
|
18 |
RU000A0JU6K0 |
VNESHECONOMBANK |
16% |
20% |
24% |
14% |
18% |
22% |
|
19 |
RU000A0JVNB2 |
DELTACREDIT BANK |
10% |
13% |
16% |
13% |
16% |
19% |
|
20 |
RU000A0JU1Q8 |
ROSSELKHOZBANK |
7% |
10% |
13% |
14% |
17% |
20% |
Derivatives Market
NCC Clearing Bank is changing risk parameters in Derivatives market for the following instruments starting from August 11, 2016 at 7:00 pm:
|
|
Underlying |
Futures contract |
Current Basic IM Rate |
New Basic IM Rate |
|
1 |
GBPU |
GBP/USD Exchange rate |
10% |
7% |