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12 December 2019 Risk parameters change on Securities market
CCP NCC is changing the list of assets that can be accepted as collateral and market risk rates on Securities market starting from December 17, 2019.
- The following bonds will be included in the list:
|
№ |
Ticker |
Description |
Current Eligible collateral |
New Eligible collateral |
|
1 |
RU000A0JXNF9 |
Gazprom Neft 001P-1R |
No |
Yes |
|
2 |
RU000A0ZYDS7 |
Gazprom Neft 001P-03R |
No |
Yes |
|
3 |
RU000A0ZYLC4 |
Gazprom Neft 001P-04R |
No |
Yes |
|
4 |
RU000A0ZYXV9 |
Gazprom Neft 001P-06R |
No |
Yes |
|
5 |
RU000A0JWRE5 |
Gazprom Neft BO-1 |
No |
Yes |
|
6 |
RU000A0JWK41 |
Gazprom Neft BO-3 |
No |
Yes |
|
7 |
RU000A0JWRF2 |
Gazprom Neft BO-4 |
No |
Yes |
|
8 |
RU000A0JXYL4 |
Gazprom Neft 001P-2R |
No |
Yes |
|
9 |
RU000A0ZYLQ4 |
Gazprom Neft 001P-05R |
No |
Yes |
|
10 |
RU000A0JX355 |
Rosneft 001P-02 |
No |
Yes |
|
11 |
RU000A0JXQK2 |
Rosneft 001P-04 |
No |
Yes |
|
12 |
RU000A0JXXD3 |
Rosneft 001P-06 |
No |
Yes |
|
13 |
RU000A0JXXE1 |
Rosneft 001P-07 |
No |
Yes |
|
14 |
RU000A0ZYCP5 |
Rosneft 001P-08 |
No |
Yes |
|
15 |
RU000A0ZYJH7 |
Rosneft 002P-01 |
No |
Yes |
|
16 |
RU000A0ZYJJ3 |
Rosneft 002P-02 |
No |
Yes |
|
17 |
RU000A0ZYLG5 |
Rosneft 002P-03 |
No |
Yes |
|
18 |
RU000A0ZYT40 |
Rosneft 002P-04 |
No |
Yes |
|
19 |
RU000A0ZYVU5 |
Rosneft 002P-05 |
No |
Yes |
|
20 |
RU000A1008P1 |
Rosneft 002P-06 |
No |
Yes |
|
21 |
RU000A100KY3 |
Rosneft 002P-08 |
No |
Yes |
|
22 |
RU000A0JT940 |
Rosneft 04 |
No |
Yes |
|
23 |
RU000A0JT965 |
Rosneft 05 |
No |
Yes |
|
24 |
RU000A0JTS06 |
Rosneft 07 |
No |
Yes |
|
25 |
RU000A0JTS22 |
Rosneft 08 |
No |
Yes |
|
26 |
RU000A0JUFU0 |
Rosneft BO-01 |
No |
Yes |
|
27 |
RU000A0JUFV8 |
Rosneft BO-07 |
No |
Yes |
|
28 |
RU000A100YQ0 |
Rosneft 002P-09 |
No |
Yes |
|
29 |
RU000A100EJ7 |
Bank VTB B-1-18 |
No |
Yes |
|
30 |
RU000A100SS8 |
Bank VTB B-1-26 |
No |
Yes |
|
31 |
RU000A100774 |
Bank VTB B-1-27 |
No |
Yes |
|
32 |
RU000A100AE6 |
Bank VTB B-1-28 |
No |
Yes |
|
33 |
RU000A100CS2 |
Bank VTB B-1-29 |
No |
Yes |
|
34 |
RU000A0ZZH84 |
Bank VTB B-1-8 |
No |
Yes |
|
35 |
XS2069992258 |
MMC Finance DAC 28/10/24 |
No |
Yes |
|
36 |
XS1622146758 |
MMC Finance DAC 3.849 08/04/22 |
No |
Yes |
|
37 |
XS1589324075 |
MMC Finance DAC 4.1 11/04/23 |
No |
Yes |
|
38 |
XS1298447019 |
MMC Finance DAC 14/10/22 |
No |
Yes |
|
39 |
RU000A0ZZ117 |
Sberbank BO 001P-06R |
No |
Yes |
|
40 |
RU000A0ZZWZ9 |
Sberbank 001P-52R |
No |
Yes |
|
41 |
RU000A100758 |
Sberbank IOS 001P-78R |
No |
Yes |
2. Market risk rates will be changed for the following bonds:
|
№ |
Ticker |
Description |
Current market risk rates |
New market risk rates |
||||
|
S_1_min |
S_2_min |
S_3_min |
S_1_min |
S_2_min |
S_3_min |
|||
|
1 |
RU000A100EJ7 |
Bank VTB B-1-18 |
8% |
11% |
14% |
14% |
17% |
20% |
|
2 |
RU000A100SS8 |
Bank VTB B-1-26 |
8% |
11% |
14% |
16% |
19% |
22% |
|
3 |
RU000A100774 |
Bank VTB B-1-27 |
8% |
11% |
14% |
14% |
17% |
20% |
|
4 |
RU000A100AE6 |
Bank VTB B-1-28 |
8% |
11% |
14% |
14% |
17% |
20% |
|
5 |
RU000A100CS2 |
Bank VTB B-1-29 |
8% |
11% |
14% |
14% |
17% |
20% |
|
6 |
RU000A0ZZH84 |
Bank VTB B-1-8 |
13% |
16% |
19% |
22% |
25% |
28% |
|
7 |
RU000A0JXYL4 |
Gazprom Neft 001P-2R |
17% |
20% |
23% |
32% |
35% |
38% |
|
8 |
RU000A0ZYLQ4 |
Gazprom Neft 001P-05R |
18% |
21% |
24% |
34% |
37% |
40% |
|
9 |
RU000A100YQ0 |
Rosneft 002P-09 |
16% |
19% |
22% |
32% |
35% |
38% |
|
10 |
RU000A0ZZ117 |
Sberbank BO 001P-06R |
15% |
18% |
21% |
28% |
31% |
34% |
|
11 |
RU000A0ZZWZ9 |
Sberbank 001P-52R |
14% |
17% |
20% |
24% |
27% |
30% |
|
12 |
RU000A100758 |
Sberbank 001P-78R |
11% |
14% |
17% |
18% |
21% |
24% |