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16 December 2016 Risk Parameters Change
Securities market
NCC Clearing Bank is changing risk parameters in Securities market for the following bonds starting from December 23, 2016:
|
№ |
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 |
XS0888245122 |
PHOSAGRO(PHOS BOND FUND) |
14% |
17% |
20% |
11% |
14% |
17% |
|
2 |
XS0955232854 |
OJSC RUSS AGRIC BK(RSHB) |
11% |
14% |
17% |
8% |
11% |
14% |
|
3 |
RU000A0JV7T8 |
DELTACREDIT BANK |
11% |
14% |
17% |
8% |
11% |
14% |
|
4 |
XS0524610812 |
VNESHECONOMBANK(VEB) |
17% |
21% |
25% |
14% |
18% |
22% |
|
5 |
RU000A0JQ7W9 |
RUSSIAN RAILWAYS JSC |
11% |
14% |
17% |
8% |
11% |
14% |
|
6 |
XS0954912514 |
GAZPROM (GAZ CAPITAL SA) |
11% |
14% |
17% |
8% |
11% |
14% |
|
7 |
RU000A0JTTA5 |
MOBILE TELESYSTEMS PJSC |
12% |
15% |
18% |
9% |
12% |
15% |
|
8 |
RU000A0JTVJ2 |
ROSSELKHOZBANK |
12% |
15% |
18% |
9% |
12% |
15% |
|
9 |
RU000A0JR878 |
GAZPROM NEFT PJSC |
11% |
14% |
17% |
8% |
11% |
14% |
|
10 |
RU000A0JRZK5 |
FED GRID UNIFIED ENERGY |
16% |
21% |
25% |
13% |
18% |
22% |
|
11 |
RU000A0JWCD9 |
SBERBANK OF RUSSIA PJSC |
12% |
15% |
18% |
9% |
12% |
15% |
|
12 |
RU000A0JU6K0 |
VNESHECONOMBANK |
14% |
18% |
22% |
12% |
16% |
20% |
|
13 |
RU000A0JWH46 |
SBERBANK OF RUSSIA PJSC |
16% |
20% |
24% |
14% |
18% |
22% |
|
14 |
XS0982861287 |
MMC NORILSK NICK VIA MMC |
18% |
23% |
27% |
16% |
21% |
25% |
|
15 |
XS0554659671 |
LUKOIL INTL FINANCE BV |
18% |
23% |
27% |
16% |
21% |
25% |
|
16 |
XS1043519567 |
SBERBANK (SB CAP SA) |
13% |
16% |
19% |
11% |
14% |
17% |
|
17 |
XS0906949523 |
GAZPROM (GAZ CAPITAL SA) |
25% |
30% |
35% |
23% |
28% |
33% |
|
18 |
XS0587031096 |
VIMPELCOM (VIP FIN) |
18% |
23% |
28% |
16% |
21% |
26% |
|
19 |
RU000A0JTNB6 |
GAZPROM CAPITAL OOO |
11% |
14% |
17% |
9% |
12% |
15% |
|
20 |
XS1043520144 |
SBERBANK (SB CAP SA) |
13% |
16% |
19% |
11% |
14% |
17% |
|
21 |
XS1084024584 |
GAZPROMBK (GPB FINANCE) |
14% |
17% |
20% |
12% |
15% |
18% |
|
22 |
XS1038646078 |
GAZPROM (GAZ CAPITAL SA) |
19% |
24% |
29% |
17% |
22% |
27% |
|
23 |
SU46005RMFS3 |
RUSSIA GOVT BOND - OFZ |
7% |
8% |
9% |
5% |
6% |
7% |
|
24 |
RU000A0JR217 |
FED GRID UNIFIED ENERGY |
18% |
22% |
26% |
16% |
20% |
24% |
|
25 |
SU46020RMFS2 |
RUSSIA GOVT BOND - OFZ |
16% |
17% |
18% |
14% |
15% |
16% |
|
26 |
SU46014RMFS5 |
RUSSIA GOVT BOND - OFZ |
7% |
8% |
9% |
5% |
6% |
7% |
|
27 |
XS0304274599 |
LUKOIL INTL FINANCE BV |
21% |
26% |
31% |
19% |
24% |
29% |
|
28 |
RU000A0JWC82 |
RUSSIAN RAILWAYS JSC |
17% |
21% |
25% |
15% |
19% |
23% |
|
29 |
XS1041815116 |
RZD CAPITAL PLC (RZD) |
23% |
28% |
33% |
21% |
26% |
31% |
|
30 |
RU000A0JTKD8 |
ROSTELECOM PJSC |
10% |
13% |
16% |
8% |
11% |
14% |
|
31 |
RU000A0JTKC0 |
ROSTELECOM PJSC |
10% |
13% |
16% |
8% |
11% |
14% |
|
32 |
XS0588433267 |
NOVATEK(NOVATEK FIN LTD) |
18% |
23% |
27% |
16% |
21% |
25% |
|
33 |
RU000A0JT965 |
ROSNEFT PJSC |
10% |
13% |
16% |
8% |
11% |
14% |
|
34 |
RU000A0JRVN8 |
ROSSELKHOZBANK |
10% |
13% |
16% |
8% |
11% |
14% |
|
35 |
RU000A0JTR15 |
ROSTELECOM PJSC |
10% |
13% |
16% |
8% |
11% |
14% |
|
36 |
SU26214RMFS5 |
RUSSIA GOVT BOND - OFZ |
8% |
9% |
10% |
6% |
7% |
8% |
|
37 |
RU000A0JTF43 |
DELTACREDIT BANK |
10% |
13% |
16% |
8% |
11% |
14% |
|
38 |
XS0708813810 |
GAZPROM (GAZ CAPITAL SA) |
18% |
23% |
27% |
16% |
21% |
25% |
|
39 |
XS0921331509 |
MOBILE TELESYS (MTS INT) |
23% |
28% |
33% |
21% |
26% |
31% |
|
40 |
RU000A0JW662 |
Magnit PJSC |
10% |
14% |
18% |
8% |
12% |
16% |
|
41 |
RU000A0JU0A4 |
DELTACREDIT BANK |
12% |
15% |
18% |
10% |
13% |
16% |
|
42 |
XS0906946008 |
GAZPROM (GAZ CAPITAL SA) |
16% |
21% |
26% |
14% |
19% |
24% |
|
43 |
XS0764220017 |
RZD CAPITAL PLC (RZD) |
21% |
26% |
31% |
19% |
24% |
29% |
|
44 |
XS0381439305 |
TRANSNEFT(TRANS CAP INV) |
10% |
13% |
16% |
8% |
11% |
14% |
|
45 |
XS0841671000 |
SEVERSTAL (STEEL CAP) |
22% |
26% |
30% |
20% |
24% |
28% |
|
46 |
SU26210RMFS3 |
RUSSIA GOVT BOND - OFZ |
8% |
9% |
10% |
6% |
7% |
8% |
|
47 |
XS0191754729 |
GAZPROM (GAZ CAPITAL SA) |
31% |
36% |
41% |
29% |
34% |
39% |
|
48 |
SU26209RMFS5 |
RUSSIA GOVT BOND - OFZ |
9% |
10% |
11% |
7% |
8% |
9% |
|
49 |
RU000A0JUMJ9 |
UNICREDIT BANK ZAO |
15% |
19% |
23% |
13% |
17% |
21% |
|
50 |
XS1082459568 |
SBERBANK (SB CAP SA) |
15% |
20% |
25% |
13% |
18% |
23% |
|
51 |
RU000A0JNYP6 |
CITY OF MOSCOW |
9% |
12% |
15% |
7% |
10% |
13% |
|
52 |
RU000A0JS7H8 |
FED GRID UNIFIED ENERGY |
15% |
19% |
23% |
13% |
17% |
21% |
|
53 |
XS0800817073 |
VNESHECONOMBANK(VEB) |
21% |
26% |
31% |
19% |
24% |
29% |
|
54 |
RU000A0JS5R1 |
OAO RUSSIAN BANK FOR DEV |
13% |
17% |
22% |
11% |
15% |
20% |
|
55 |
XS0861981180 |
ROSNEFT(ROSNEFT INT FIN) |
21% |
26% |
31% |
19% |
24% |
29% |
|
56 |
XS0643183220 |
VIMPELCOM HOLDINGS BV |
20% |
24% |
28% |
18% |
22% |
26% |
|
57 |
RU000A0JUV57 |
ROSBANK PJSC |
9% |
12% |
15% |
7% |
10% |
13% |
|
58 |
XS0830192711 |
GAZPROM N (GPN CAPITAL) |
22% |
27% |
32% |
20% |
25% |
30% |
|
59 |
RU000A0JUQA9 |
ALFA-BANK AO |
9% |
12% |
15% |
7% |
10% |
13% |
|
60 |
RU000A0JPJE6 |
AGENTSTVO PO IPOTECHNOMU |
9% |
12% |
15% |
12% |
15% |
18% |
|
61 |
RU000A0JUAD7 |
ROSSELKHOZBANK |
8% |
11% |
14% |
12% |
15% |
18% |
|
62 |
RU000A0JUAJ4 |
UNICREDIT BANK ZAO |
7% |
10% |
13% |
12% |
15% |
18% |