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10 March 2017 Risk Parameters Change in Securities market
Securities market
NCC Bank is changing the following risk parameters in Securities market starting from March 14, 2017:
|
№ |
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 |
MTLR |
Mechel ordinary shares |
70% |
85% |
95% |
50% |
60% |
70% |
|
2 |
MTLRP |
Mechel preferred shares |
70% |
85% |
95% |
50% |
60% |
70% |
IR risk (downward scenario) - SECΔ_1 (Y0/Y1 and Y0/YW)
|
№ |
Ticker |
Issuer Name |
Current value |
New value |
|
1 |
MTLR |
Mechel ordinary shares |
20% |
35% |
|
2 |
MTLRP |
Mechel preferred shares |
20% |
35% |
NCC Bank cancels a ban for shortsells for MTLR and MTLRP shares starting from March 14, 2017.
The following bonds will be excluded from the list of assets that can be accepted as collateral starting from March 20, 2017:
|
№ |
Ticker |
Issuer Name |
Short name |
Eligible collateral |
|
1 |
XS0879105558 |
CBOM Finance P.L.C. 7.7 01/02/ |
CBOM Finan |
No |
|
2 |
XS0361041808 |
VIP FIN REGS CL B 9.125 30/04/ |
VIP-18 |
No |
|
3 |
XS0889401724 |
VimpelCom Holdings B.V. 5.95 1 |
VIP-23 |
No |
|
4 |
XS0922883318 |
Uralkali Finance DAC 3.723 |
URKA-18 |
No |
|
5 |
RU000A0JT8N3 |
Pochta Rossii FGUP 02 |
PochtaRos02 |
No |
|
6 |
XS0899969702 |
STEEL CAPITAL SA 4.45 19/03/18 |
STL-18 |
No |