News

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%