CCP NCC is changing risk parameters on Securities market for the following bonds starting from December 13, 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 |
RU000A0JR6S8 |
AGENTSTVO PO IPOTECHNOMU |
24% |
27% |
30% |
21% |
24% |
27% |
2 |
RU000A0JVFJ1 |
ING BANK EURASIA ZAO |
15% |
18% |
21% |
13% |
16% |
19% |
3 |
XS0764220017 |
RUSSIAN RAIL(RZD CAP) |
19% |
24% |
29% |
17% |
22% |
27% |
4 |
XS0919581982 |
RUSSIAN RAIL(RZD CAP) |
17% |
22% |
27% |
15% |
20% |
25% |
5 |
RU000A0JWGG3 |
MEGAFON PJSC |
11% |
15% |
19% |
9% |
13% |
17% |
6 |
XS0918297382 |
METALLOINVEST FINANCE |
13% |
17% |
21% |
11% |
15% |
19% |
7 |
RU000A0JWH46 |
SBERBANK OF RUSSIA PJSC |
12% |
16% |
20% |
10% |
14% |
18% |
8 |
RU000A0JUAH8 |
RUSSIAN RAILWAYS JSC |
8% |
11% |
14% |
12% |
15% |
18% |
9 |
RU000A0JVYG8 |
EXIMBANK OF RUSSIA |
12% |
15% |
18% |
18% |
21% |
24% |
10 |
RU000A0JV1W5 |
ROSNEFT OIL CO PJSC |
10% |
13% |
16% |
20% |
23% |
26% |
11 |
RU000A0JV1X3 |
ROSNEFT OIL CO PJSC |
10% |
13% |
16% |
20% |
23% |
26% |
12 |
RU000A0JV1Y1 |
ROSNEFT OIL CO PJSC |
10% |
13% |
16% |
20% |
23% |
26% |
13 |
RU000A0JV201 |
ROSNEFT OIL CO PJSC |
10% |
13% |
16% |
20% |
23% |
26% |
14 |
RU000A0JV219 |
ROSNEFT OIL CO PJSC |
10% |
13% |
16% |
20% |
23% |
26% |
15 |
RU000A0JV227 |
ROSNEFT OIL CO PJSC |
10% |
13% |
16% |
20% |
23% |
26% |
16 |
RU000A0JV235 |
ROSNEFT OIL CO PJSC |
10% |
13% |
16% |
20% |
23% |
26% |
17 |
RU000A0JV243 |
ROSNEFT OIL CO PJSC |
10% |
13% |
16% |
20% |
23% |
26% |
18 |
RU000A0JV250 |
ROSNEFT OIL CO PJSC |
10% |
13% |
16% |
20% |
23% |
26% |
19 |
RU000A0JV268 |
ROSNEFT OIL CO PJSC |
10% |
13% |
16% |
20% |
23% |
26% |