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06 February 2018 Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market for the following bonds starting from February 13, 2018:
|
№ |
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 |
RU000A0JW9R7 |
GAZPROMBANK JSC |
11% |
14% |
17% |
8% |
11% |
14% |
|
2 |
XS1084024584 |
GAZPROMBK (GPB FINANCE) |
10% |
13% |
16% |
7% |
10% |
13% |
|
3 |
XS0922301717 |
POLYUS FINANCE PLC |
13% |
17% |
21% |
10% |
14% |
18% |
|
4 |
RU000A0JWCB3 |
RUSHYDRO PJSC |
11% |
14% |
17% |
9% |
12% |
15% |
|
5 |
RU000A0JVUL6 |
FREIGHT ONE JSC |
11% |
14% |
17% |
9% |
12% |
15% |
|
6 |
XS0643183220 |
VEON HOLDINGS BV |
18% |
22% |
26% |
16% |
20% |
24% |
|
7 |
RU000A0JWTL6 |
RUSSIAN POST FGUP |
13% |
16% |
19% |
11% |
14% |
17% |
|
8 |
RU000A0JWTN2 |
ROSTELECOM PJSC |
13% |
16% |
19% |
11% |
14% |
17% |
|
9 |
XS0841671000 |
SEVERSTAL (STEEL CAP) |
20% |
24% |
28% |
18% |
22% |
26% |
|
10 |
XS0743596040 |
SBERBANK (SB CAP SA) |
18% |
23% |
28% |
16% |
21% |
26% |
|
11 |
RU000A0JWL32 |
BUROVOYA KOMP EURASIA |
12% |
15% |
18% |
10% |
13% |
16% |
|
12 |
XS0885736925 |
GAZPROM (GAZ CAPITAL SA) |
27% |
32% |
37% |
25% |
30% |
35% |
|
13 |
XS0304274599 |
LUKOIL INTL FINANCE BV |
19% |
24% |
29% |
17% |
22% |
27% |
|
14 |
RU000A0JWDU1 |
EUROCHEM MINERAL & CHEMI |
11% |
15% |
19% |
9% |
13% |
17% |
|
15 |
XS0830192711 |
GAZPROM N (GPN CAPITAL) |
20% |
25% |
30% |
18% |
23% |
28% |
|
16 |
RU000A0JVPR3 |
NIZHNIY NOVGOROD REGION |
13% |
16% |
19% |
11% |
14% |
17% |
|
17 |
RU000A0JWBN0 |
DELTACREDIT BANK |
10% |
13% |
16% |
8% |
11% |
14% |
|
18 |
RU000A0JVEH8 |
REPUBLIC OF SAKHA |
11% |
14% |
17% |
9% |
12% |
15% |
|
19 |
XS0290580595 |
GAZPROM (GAZ CAPITAL SA) |
18% |
23% |
28% |
16% |
21% |
26% |
|
20 |
XS1567051443 |
SEVERSTAL (STEEL CAP) |
17% |
20% |
23% |
15% |
18% |
21% |
|
21 |
XS0513723873 |
MOBILE TELESYS (MTS INT) |
13% |
17% |
21% |
11% |
15% |
19% |
|
22 |
XS0548633659 |
VTB BANK (VTB CAPITAL SA |
14% |
18% |
22% |
12% |
16% |
20% |
|
23 |
RU000A0JWNV8 |
SIBUR HOLDING PAO |
12% |
15% |
18% |
10% |
13% |
16% |
|
24 |
XS1041815116 |
RUSSIAN RAIL(RZD CAP) |
21% |
26% |
31% |
19% |
24% |
29% |
|
25 |
RU000A0JX0P9 |
GAZPROMBANK JSC |
10% |
13% |
16% |
8% |
11% |
14% |
|
26 |
RU000A0JWLD0 |
NIZHNIY NOVGOROD REGION |
17% |
20% |
23% |
15% |
18% |
21% |
|
27 |
XS1040726587 |
GAZPROMBK (GPB FINANCE) |
10% |
13% |
16% |
8% |
11% |
14% |
|
28 |
XS0555493203 |
ALROSA FINANCE SA |
14% |
17% |
20% |
12% |
15% |
18% |
|
29 |
RU000A0JRMC0 |
ROSSELKHOZBANK |
7% |
10% |
13% |
10% |
13% |
16% |
|
30 |
RU000A0JRMB2 |
ROSSELKHOZBANK |
7% |
10% |
13% |
10% |
13% |
16% |
|
31 |
RU000A0JRLE8 |
ROSSELKHOZBANK |
7% |
10% |
13% |
10% |
13% |
16% |