NCC Clearing Bank is changing risk parameters in Securities market for the following bonds starting from October 19, 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 |
RU000A0JWK41 |
GAZPROM NEFT PJSC |
13% |
17% |
21% |
10% |
14% |
18% |
2 |
RU000A0JUMJ9 |
UNICREDIT BANK ZAO |
13% |
17% |
21% |
10% |
14% |
18% |
3 |
XS0424860947 |
GAZPROM (GAZ CAPITAL SA) |
10% |
13% |
16% |
7% |
10% |
13% |
4 |
RU000A0JUU90 |
ALFA-BANK AO |
14% |
17% |
20% |
11% |
14% |
17% |
5 |
XS1038646078 |
GAZPROM (GAZ CAPITAL SA) |
17% |
22% |
27% |
14% |
19% |
24% |
6 |
XS0906946008 |
GAZPROM (GAZ CAPITAL SA) |
14% |
19% |
24% |
11% |
16% |
21% |
7 |
XS0799357354 |
SBERBANK (SB CAP SA) |
11% |
14% |
17% |
8% |
11% |
14% |
8 |
XS0484209159 |
ROSNEFT FINANCE SA |
13% |
16% |
19% |
11% |
14% |
17% |
9 |
XS0461926569 |
LUKOIL INTL FINANCE BV |
12% |
15% |
18% |
10% |
13% |
16% |
10 |
XS0708813810 |
GAZPROM (GAZ CAPITAL SA) |
16% |
21% |
25% |
14% |
19% |
23% |
11 |
XS0588433267 |
NOVATEK(NOVATEK FIN LTD) |
16% |
21% |
25% |
14% |
19% |
23% |
12 |
RU000A0JWMT4 |
VOLKSWAGEN BANK RUS OOO |
11% |
14% |
17% |
9% |
12% |
15% |
13 |
XS0893212398 |
VNESHECONOMBANK(VEB) |
22% |
27% |
32% |
20% |
25% |
30% |
14 |
RU000A0JX2F6 |
ROSBANK PJSC |
14% |
17% |
20% |
12% |
15% |
18% |
15 |
RU000A0JWUE9 |
SBERBANK OF RUSSIA PJSC |
17% |
20% |
23% |
15% |
18% |
21% |
16 |
XS0885733153 |
GAZPROM (GAZ CAPITAL SA) |
13% |
17% |
21% |
11% |
15% |
19% |
17 |
RU000A0JX0B9 |
MOSCOW OBLAST |
19% |
22% |
25% |
17% |
20% |
23% |
18 |
RU000A0JX2D1 |
ROSBANK PJSC |
14% |
17% |
20% |
12% |
15% |
18% |
19 |
XS0972645112 |
EURASIAN DEVELOPMENT BAN |
15% |
20% |
25% |
13% |
18% |
23% |
20 |
RU000A0JWEZ8 |
MOSCOW UNITED ELECTRIC |
12% |
16% |
20% |
10% |
14% |
18% |
21 |
XS0524610812 |
VNESHECONOMBANK(VEB) |
14% |
18% |
22% |
12% |
16% |
20% |
22 |
RU000A0JWGT6 |
REPUBLIC OF SAKHA |
15% |
18% |
21% |
13% |
16% |
19% |
23 |
RU000A0JWKN1 |
FPK OAO |
12% |
15% |
18% |
10% |
13% |
16% |
24 |
RU000A0JVSG0 |
ROSBANK PJSC |
10% |
13% |
16% |
8% |
11% |
14% |
25 |
RU000A0JTAQ1 |
ROSTELECOM PJSC |
9% |
12% |
15% |
7% |
10% |
13% |
26 |
RU000A0JWML1 |
MAGNIT PJSC |
9% |
12% |
15% |
7% |
10% |
13% |
27 |
RU000A0JTDY9 |
GAZPROM NEFT PJSC |
9% |
12% |
15% |
7% |
10% |
13% |
28 |
RU000A0JVS10 |
KRASNOYARSK REGION |
12% |
15% |
18% |
10% |
13% |
16% |
29 |
RU000A0JV3Q3 |
VTB BANK PJSC |
10% |
13% |
16% |
8% |
11% |
14% |
30 |
RU000A0JS8Z8 |
EURASIAN DEVELOPMENT BAN |
10% |
13% |
16% |
8% |
11% |
14% |
31 |
RU000A0JR043 |
EURASIAN DEVELOPMENT BAN |
7% |
10% |
13% |
9% |
12% |
15% |
32 |
RU000A0JVA10 |
STATE TRANSPORT LEASING |
8% |
11% |
14% |
12% |
15% |
18% |
33 |
RU000A0JW5J2 |
RUSFINANS BANK |
7% |
10% |
13% |
11% |
14% |
17% |
34 |
RU000A0JVUP7 |
VIMPEL-COMMUNICATIONS |
8% |
11% |
14% |
20% |
23% |
26% |
35 |
RU000A0JUUU9 |
MOSCOW UNITED ELECTRIC |
7% |
10% |
13% |
14% |
17% |
20% |
36 |
RU000A0JPJE6 |
AGENTSTVO PO IPOTECHNOMU |
9.0% |
12.0% |
15.0% |
8.5% |
11.5% |
14.5% |
37 |
RU000A0JPMT8 |
ROSSELKHOZBANK |
7.5% |
10.5% |
13.5% |
8.0% |
11.0% |
14.0% |
38 |
RU000A0JPTE5 |
ROSSELKHOZBANK |
8.5% |
11.5% |
14.5% |
8.0% |
11.0% |
14.0% |
39 |
RU000A0JQ1H3 |
ROSSELKHOZBANK |
8.0% |
11.0% |
14.0% |
7.0% |
10.0% |
13.0% |
40 |
RU000A0JQ7X7 |
RUSSIAN RAILWAYS JSC |
12.0% |
15.0% |
18.0% |
11.0% |
14.0% |
17.0% |
41 |
RU000A0JQK64 |
ROSSELKHOZBANK |
8.5% |
11.5% |
14.5% |
7.5% |
10.5% |
13.5% |
42 |
RU000A0JQK72 |
ROSSELKHOZBANK |
8.5% |
11.5% |
14.5% |
7.5% |
10.5% |
13.5% |
43 |
RU000A0JQS09 |
ROSSELKHOZBANK |
13.0% |
16.0% |
19.0% |
12.5% |
15.5% |
18.5% |
44 |
RU000A0JQS74 |
ROSSELKHOZBANK |
13.0% |
16.0% |
19.0% |
12.5% |
15.5% |
18.5% |
45 |
RU000A0JQXG0 |
AGENTSTVO PO IPOTECHNOMU |
10.5% |
13.5% |
16.5% |
13.0% |
16.0% |
19.0% |
46 |
RU000A0JR3G0 |
VNESHECONOMBANK |
14.0% |
17.0% |
20.0% |
13.5% |
16.5% |
19.5% |
47 |
RU000A0JR3H8 |
VNESHECONOMBANK |
7.0% |
10.0% |
13.0% |
13.5% |
16.5% |
19.5% |
48 |
RU000A0JR5F7 |
AGENTSTVO PO IPOTECHNOMU |
13.5% |
16.5% |
19.5% |
13.0% |
16.0% |
19.0% |
49 |
RU000A0JRCX7 |
VNESHECONOMBANK |
7.0% |
10.0% |
13.0% |
14.0% |
17.0% |
20.0% |
50 |
RU000A0JRL96 |
FED GRID UNIFIED ENERGY |
14.5% |
17.5% |
20.5% |
14.0% |
17.0% |
20.0% |
51 |
RU000A0JRLE8 |
ROSSELKHOZBANK |
8.0% |
11.0% |
14.0% |
7.0% |
10.0% |
13.0% |
52 |
RU000A0JRMB2 |
ROSSELKHOZBANK |
8.0% |
11.0% |
14.0% |
7.0% |
10.0% |
13.0% |
53 |
RU000A0JRMC0 |
ROSSELKHOZBANK |
8.0% |
11.0% |
14.0% |
7.0% |
10.0% |
13.0% |
54 |
RU000A0JRZK5 |
FED GRID UNIFIED ENERGY |
11.5% |
14.5% |
17.5% |
10.5% |
13.5% |
16.5% |
55 |
RU000A0JS488 |
AGENTSTVO PO IPOTECHNOMU |
12.0% |
15.0% |
18.0% |
11.5% |
14.5% |
17.5% |
56 |
RU000A0JS4Z7 |
VNESHECONOMBANK |
10.0% |
13.0% |
16.0% |
9.5% |
12.5% |
15.5% |
57 |
RU000A0JS6M0 |
DELTACREDIT BANK |
13.5% |
16.5% |
19.5% |
13.0% |
16.0% |
19.0% |
58 |
RU000A0JS7H8 |
FED GRID UNIFIED ENERGY |
11.0% |
14.0% |
17.0% |
10.0% |
13.0% |
16.0% |
59 |
RU000A0JT7T2 |
FED GRID UNIFIED ENERGY |
20.0% |
23.0% |
26.0% |
19.5% |
22.5% |
25.5% |
60 |
RU000A0JT874 |
ROSSELKHOZBANK |
11.0% |
14.0% |
17.0% |
10.0% |
13.0% |
16.0% |
61 |
RU000A0JTF43 |
DELTACREDIT BANK |
8.0% |
11.0% |
14.0% |
7.0% |
10.0% |
13.0% |
62 |
RU000A0JTKA4 |
FED GRID UNIFIED ENERGY |
13.0% |
16.0% |
19.0% |
12.5% |
15.5% |
18.5% |
63 |
RU000A0JTU85 |
RUSSIAN RAILWAYS JSC |
13.5% |
16.5% |
19.5% |
13.0% |
16.0% |
19.0% |
64 |
RU000A0JU0A4 |
DELTACREDIT BANK |
8.5% |
11.5% |
14.5% |
8.0% |
11.0% |
14.0% |
65 |
RU000A0JUAD7 |
ROSSELKHOZBANK |
9.0% |
12.0% |
15.0% |
8.5% |
11.5% |
14.5% |
66 |
RU000A0JUD83 |
VNESHECONOMBANK |
9.5% |
12.5% |
15.5% |
8.5% |
11.5% |
14.5% |
67 |
RU000A0JUJG1 |
DELTACREDIT BANK |
14.5% |
17.5% |
20.5% |
14.0% |
17.0% |
20.0% |
68 |
RU000A0JUKX4 |
AGENTSTVO PO IPOTECHNOMU |
9.0% |
12.0% |
15.0% |
8.5% |
11.5% |
14.5% |
69 |
RU000A0JUW31 |
ROSSELKHOZBANK |
12.0% |
15.0% |
18.0% |
11.5% |
14.5% |
17.5% |
70 |
RU000A0JUW72 |
ROSSELKHOZBANK |
12.5% |
15.5% |
18.5% |
11.5% |
14.5% |
17.5% |
71 |
RU000A0JV0D7 |
VNESHECONOMBANK |
7.5% |
10.5% |
13.5% |
7.0% |
10.0% |
13.0% |
72 |
RU000A0JV987 |
ROSSELKHOZBANK |
7.0% |
10.0% |
13.0% |
11.5% |
14.5% |
17.5% |
73 |
RU000A0JVCJ8 |
AGENTSTVO PO IPOTECHNOMU |
8.0% |
11.0% |
14.0% |
7.5% |
10.5% |
13.5% |
74 |
RU000A0JVQA7 |
VNESHECONOMBANK |
14.0% |
17.0% |
20.0% |
13.5% |
16.5% |
19.5% |
75 |
RU000A0JVUY9 |
DELTACREDIT BANK |
10.5% |
13.5% |
16.5% |
9.5% |
12.5% |
15.5% |
76 |
RU000A0JVW71 |
RUSSIAN RAILWAYS JSC |
13.5% |
16.5% |
19.5% |
13.0% |
16.0% |
19.0% |
77 |
RU000A0JW6P7 |
VNESHECONOMBANK |
20.5% |
20.5% |
20.5% |
20.0% |
23.0% |
26.0% |
78 |
RU000A0JWBN0 |
DELTACREDIT BANK |
10.5% |
13.5% |
16.5% |
10.0% |
13.0% |
16.0% |
79 |
RU000A0JWC82 |
RUSSIAN RAILWAYS JSC |
13.5% |
16.5% |
19.5% |
13.0% |
16.0% |
19.0% |
80 |
RU000A0JWG96 |
VNESHECONOMBANK |
11.0% |
14.0% |
17.0% |
10.0% |
13.0% |
16.0% |
81 |
RU000A0JWGS8 |
DELTACREDIT BANK |
11.0% |
14.0% |
17.0% |
10.0% |
13.0% |
16.0% |
82 |
RU000A0JWNB0 |
DELTACREDIT BANK |
12.0% |
15.0% |
18.0% |
11.0% |
14.0% |
17.0% |
83 |
RU000A0JWNJ3 |
VNESHECONOMBANK |
12.0% |
15.0% |
18.0% |
11.0% |
14.0% |
17.0% |
84 |
RU000A0JWZT6 |
DELTACREDIT BANK |
15.0% |
18.0% |
21.0% |
14.5% |
17.5% |
20.5% |
85 |
RU000A0JX1S1 |
RUSSIAN RAILWAYS JSC |
13.0% |
16.0% |
19.0% |
12.0% |
15.0% |
18.0% |
86 |
RU000A0JX2R1 |
AGENTSTVO PO IPOTECHNOMU |
13.0% |
16.0% |
19.0% |
12.5% |
15.5% |
18.5% |
87 |
RU000A0JXMJ3 |
VNESHECONOMBANK |
8.0% |
11.0% |
14.0% |
8.5% |
11.5% |
14.5% |
88 |
RU000A0JXMQ8 |
ROSSELKHOZBANK |
13.0% |
16.0% |
19.0% |
14.0% |
17.0% |
20.0% |
89 |
RU000A0JXQ44 |
RUSSIAN RAILWAYS JSC |
23.0% |
26.0% |
29.0% |
22.5% |
25.5% |
28.5% |
90 |
RU000A0JXRP9 |
VNESHECONOMBANK |
11.0% |
14.0% |
17.0% |
12.0% |
15.0% |
18.0% |
91 |
RU000A0JXU71 |
VNESHECONOMBANK |
15.0% |
18.0% |
21.0% |
14.0% |
17.0% |
20.0% |
92 |
RU000A0JXUC1 |
ROSSELKHOZBANK |
15.0% |
18.0% |
21.0% |
14.0% |
17.0% |
20.0% |
93 |
SU26210RMFS3 |
RUSSIA GOVT BOND - OFZ |
6.0% |
7.0% |
8.0% |
5.5% |
6.5% |
7.5% |
94 |
SU26212RMFS9 |
RUSSIA GOVT BOND - OFZ |
8.5% |
9.5% |
10.5% |
9.0% |
10.0% |
11.0% |
95 |
SU26216RMFS0 |
RUSSIA GOVT BOND - OFZ |
5.5% |
6.5% |
7.5% |
5.0% |
6.0% |
7.0% |
96 |
SU26220RMFS2 |
RUSSIA GOVT BOND - OFZ |
6.0% |
7.0% |
8.0% |
5.5% |
6.5% |
7.5% |
97 |
SU26221RMFS0 |
RUSSIA GOVT BOND - OFZ |
10.5% |
11.5% |
12.5% |
11.0% |
12.0% |
13.0% |
98 |
SU26222RMFS8 |
RUSSIA GOVT BOND - OFZ |
7.0% |
7.0% |
7.0% |
6.5% |
7.5% |
8.5% |
99 |
SU46005RMFS3 |
RUSSIA GOVT BOND - OFZ |
4.0% |
5.0% |
6.0% |
3.5% |
4.5% |
5.5% |
100 |
SU46018RMFS6 |
RUSSIA GOVT BOND - OFZ |
5.0% |
6.0% |
7.0% |
5.5% |
6.5% |
7.5% |
101 |
SU46021RMFS0 |
RUSSIA GOVT BOND - OFZ |
3.5% |
4.5% |
5.5% |
4.0% |
5.0% |
6.0% |
102 |
XS0764253455 |
RZD CAPITAL PLC (RZD) |
10.5% |
13.5% |
16.5% |
10.0% |
13.0% |
16.0% |
103 |
XS0863439161 |
FED GRID CO OJSC FED FIN |
10.5% |
13.5% |
16.5% |
9.5% |
12.5% |
15.5% |
104 |
XS0884734343 |
OJSC RUSS AGRIC BK(RSHB) |
7.5% |
10.5% |
13.5% |
8.0% |
11.0% |
14.0% |
105 |
XS0886632685 |
AHML (AHML FINANCE LTD) |
7.5% |
10.5% |
13.5% |
8.0% |
11.0% |
14.0% |
106 |
XS1574787294 |
RZD CAPITAL PLC (RZD) |
20.0% |
23.0% |
26.0% |
19.5% |
22.5% |
25.5% |