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09 November 2016 Risk Parameters Change
Securities market
NCC Clearing Bank is changing risk parameters in Securities market for the following instruments starting from November 15, 2016:
Shares:
|
№ |
Ticker |
Issuer 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 |
PHST |
Pharmstandard ordinary shares |
60% |
70% |
80% |
100% |
100% |
100% |
Bonds:
|
№ |
Ticker |
Issuer 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 |
RU000A0JTW83 |
AGENTSTVO PO IPOTECHNOMU |
12% |
16% |
20% |
8% |
12% |
16% |
|
2 |
RU000A0JVNB2 |
DELTACREDIT BANK |
13% |
16% |
19% |
10% |
13% |
16% |
|
3 |
RU000A0JTRA9 |
MEGAFON FINANS OOO |
12% |
15% |
18% |
10% |
13% |
16% |
|
4 |
RU000A0JTR98 |
MEGAFON FINANS OOO |
12% |
15% |
18% |
10% |
13% |
16% |
|
5 |
RU000A0JWC74 |
ING BANK EURASIA ZAO |
12% |
15% |
18% |
10% |
13% |
16% |
|
6 |
RU000A0JVCJ8 |
AGENTSTVO PO IPOTECHNOMU |
8% |
11% |
14% |
10% |
13% |
16% |
|
7 |
RU000A0JT6J5 |
GAZPROMBANK JSC |
7% |
10% |
13% |
10% |
13% |
16% |
|
8 |
RU000A0JT8N3 |
RUSSIAN POST FGUP |
7% |
10% |
13% |
11% |
14% |
17% |
|
9 |
RU000A0JT7M7 |
ROSSELKHOZBANK |
7% |
10% |
13% |
12% |
15% |
18% |
|
10 |
RU000A0JT403 |
VNESHECONOMBANK |
8% |
11% |
14% |
15% |
18% |
21% |
|
11 |
RU000A0JS6M0 |
DELTACREDIT BANK |
7% |
10% |
13% |
15% |
18% |
21% |
|
12 |
RU000A0JR3G0 |
VNESHECONOMBANK |
7% |
10% |
13% |
16% |
19% |
22% |
|
13 |
RU000A0JT6B2 |
VNESHECONOMBANK |
7% |
10% |
13% |
16% |
19% |
22% |
|
14 |
RU000A0JRUY7 |
VEB-LEASING |
11% |
15% |
19% |
22% |
26% |
30% |
|
15 |
RU000A0JRV52 |
VEB-LEASING |
11% |
15% |
19% |
22% |
26% |
30% |
NCC Clearing Bank is excluding the following bonds from the list of assets that can be accepted as collateral starting from November 15, 2016:
|
№ |
Ticker |
Issuer Name |
Eligible collateral |
|
1 |
XS0921331509 |
MOBILE TELESYS (MTS INT) |
No |
|
2 |
XS0513723873 |
MOBILE TELESYS (MTS INT) |
No |
|
3 |
RU000A0JTTA5 |
MOBILE TELESYSTEMS PJSC |
No |
|
4 |
RU000A0JR4J2 |
MOBILE TELESYSTEMS PJSC |
No |
|
5 |
RU000A0JR4H6 |
MOBILE TELESYSTEMS PJSC |
No |
|
6 |
RU000A0JPTJ4 |
MOBILE TELESYSTEMS PJSC |
No |