CCP NCC is changing the list of assets that can be accepted as collateral and market risk rates on Securities market starting from June 1, 2020.
1. The following bonds will be included in the list:
|
№ |
Ticker |
Description |
Current Eligible collateral |
New Eligible collateral |
|
1 |
XS0555493203 |
ALROSA FINANCE SA REGS 7.750 0 |
No |
Yes |
|
2 |
XS1843441731 |
ALROSA FIN SA 4.65 09/04/24 |
No |
Yes |
|
3 |
RU000A0JU773 |
Bank VTB BO-43 |
No |
Yes |
|
4 |
RU000A0JV3Q3 |
Bank VTB BO-30 |
No |
Yes |
|
5 |
RU000A100TY4 |
Bank VTB B-1-40 |
No |
Yes |
|
6 |
RU000A100Y01 |
Bank VTB B-1-38 |
No |
Yes |
|
7 |
RU000A1012L2 |
Bank VTB B-1-41 |
No |
Yes |
|
8 |
RU000A101C22 |
Bank VTB B-1-49 |
No |
Yes |
|
9 |
RU000A0ZZER4 |
GAZPROM BO-07 |
No |
Yes |
|
10 |
XS0974126186 |
GAZ CAPITAL S.A. 25/09/20 |
No |
Yes |
|
11 |
XS1951084471 |
GAZ CAPITAL S.A. 5.15 11/02/26 |
No |
Yes |
|
12 |
XS2124187571 |
Gaz Finance Plc 3.25 25/02/30 |
No |
Yes |
|
13 |
RU000A101137 |
Gazprom Neft 003P-01R |
No |
Yes |
|
14 |
RU000A1017J5 |
Gazprom Neft 003P-02R |
No |
Yes |
|
15 |
RU000A100VQ6 |
MMC NORILSK NICKEL BO-001P-01 |
No |
Yes |
|
16 |
RU000A0JQAL8 |
DOM.RF-14 |
No |
Yes |
|
17 |
RU000A0JUKX4 |
DOM.RF - 30 |
No |
Yes |
|
18 |
RU000A0JX2R1 |
DOM.RF BO-05 |
No |
Yes |
|
19 |
RU000A0ZYAR5 |
DOM.RF BO-09 |
No |
Yes |
|
20 |
RU000A0ZYF20 |
DOM.RF BO-06 |
No |
Yes |
|
21 |
RU000A0ZYF38 |
DOM.RF BO-07 |
No |
Yes |
|
22 |
RU000A0ZYFM5 |
DOM.RF BO-08 |
No |
Yes |
|
23 |
RU000A0ZYFN3 |
DOM.RF BO-10 |
No |
Yes |
|
24 |
RU000A0ZYLU6 |
DOM.RF BO 001P-01R |
No |
Yes |
|
25 |
RU000A0ZYQU5 |
DOM.RF BO 001P-02R |
No |
Yes |
|
26 |
RU000A0ZZ1N0 |
DOM.RF 001P-03R |
No |
Yes |
|
27 |
RU000A0ZZ7C0 |
DOM.RF 001P-04R |
No |
Yes |
|
28 |
RU000A1004W6 |
DOM.RF 001P-05R |
No |
Yes |
|
29 |
RU000A100ET6 |
DOM.RF 001P-06R |
No |
Yes |
|
30 |
RU000A0JS900 |
Evraziyskiy bank razvitiya 08 |
No |
Yes |
|
31 |
RU000A0ZZDB0 |
Eurasian Develop Bank 1P-01 |
No |
Yes |
|
32 |
RU000A0ZZRR6 |
Eurasian Develop Bank 1P-02 |
No |
Yes |
|
33 |
RU000A1004X4 |
Eurasian Develop Bank 1P-03 |
No |
Yes |
|
34 |
RU000A100JC1 |
Eurasian Develop Bank 1P-04 |
No |
Yes |
|
35 |
RU000A101574 |
Eurasian Develop Bank 1P-05 |
No |
Yes |
|
36 |
RU000A0JUUU9 |
MOESK BO-04 |
No |
Yes |
|
37 |
RU000A0JWNK1 |
MOESK BO-06 |
No |
Yes |
|
38 |
RU000A0JXR50 |
MOESK BO-10 |
No |
Yes |
|
39 |
RU000A100AD8 |
MOESK PJSC 001P-01 |
No |
Yes |
|
40 |
CH0379268748 |
RZD Capital PLC 23 CHF |
No |
Yes |
|
41 |
RU000A0ZZ4P9 |
RZD BO 1P-06R |
No |
Yes |
|
42 |
RU000A1008D7 |
RZD BO 001P-14R |
No |
Yes |
|
43 |
RU000A1010M4 |
RZD BO 001P-17R |
No |
Yes |
|
44 |
RU000A0JWHU2 |
RZD BO-17 |
No |
Yes |
|
45 |
RU000A0JS6M0 |
Rosbank BO-05 |
No |
Yes |
|
46 |
RU000A0JVNB2 |
Rosbank BO-25 |
No |
Yes |
|
47 |
RU000A0JWNB0 |
RosbankBO-26 |
No |
Yes |
|
48 |
RU000A0ZYBG6 |
Rosbank BO-001P-01 |
No |
Yes |
|
49 |
RU000A100TH9 |
Rosbank BO-002P-06 |
No |
Yes |
|
50 |
RU000A0JXVM8 |
Rosseti BO-001P-01 |
No |
Yes |
|
51 |
RU000A0JVD25 |
RusGidro(PAO) 09 |
No |
Yes |
|
52 |
XS1691350455 |
RusHydro Cap. 28/09/22 |
No |
Yes |
|
53 |
XS1912654677 |
RusHydro Cap. 8.975 27/01/22 |
No |
Yes |
|
54 |
XS2082937967 |
RusHydro Capital Markets 6.8 |
No |
Yes |
|
55 |
RU000A0ZYHX8 |
Sankt-Peterburg 35001 |
No |
Yes |
|
56 |
RU000A100VB8 |
Sberbank 001P-SBER13 |
No |
Yes |
|
57 |
RU000A1012R9 |
Sberbank 001P-SBER14 |
No |
Yes |
|
58 |
RU000A101C89 |
Sber 001P-SBER15 |
No |
Yes |
|
59 |
RU000A1008W7 |
Severstal BO-06 |
No |
Yes |
|
60 |
XS2046736919 |
STEEL CAPITAL S.A. 16/09/24 |
No |
Yes |
|
61 |
RU000A0JWBK6 |
SIBUR Holding 10 |
No |
Yes |
|
62 |
XS1693971043 |
Sibur Securities D.A.C. 23 |
No |
Yes |
|
63 |
XS2010044621 |
Sibur Securities DAC 23/09/24 |
No |
Yes |
|
64 |
RU000A0JWK90 |
Transneft BO-01-001P |
No |
Yes |
|
65 |
RU000A0JWMS6 |
Transneft BO-001-P02 |
No |
Yes |
|
66 |
RU000A0JXPK4 |
Transneft BO-07 |
No |
Yes |
|
67 |
RU000A0ZYDD9 |
Transneft BO-001P-08 |
No |
Yes |
|
68 |
RU000A100E39 |
Transneft BO-001P-11 |
No |
Yes |
|
69 |
RU000A100JF4 |
Transneft BO-001P-12 |
No |
Yes |
|
70 |
RU000A1010B7 |
Transneft BO-001P-13 |
No |
Yes |
|
71 |
RU000A0ZYDH0 |
FSK EES BO-03 |
No |
Yes |
|
72 |
RU000A0ZYJ91 |
FSK EES BO-04 |
No |
Yes |
|
73 |
RU000A0ZZQN7 |
FGC UES BO 001P-01R |
No |
Yes |
|
74 |
RU000A0JX215 |
HMAO-Yugra ob. 35001 |
No |
Yes |
|
75 |
RU000A0ZYKW4 |
HMAO-Yugra ob. 35002 |
No |
Yes |
|
76 |
RU000A0JX0Z8 |
Yamal-Nenets AO 2016 |
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 |
RU000A0JU773 |
Bank VTB BO-43 |
9% |
13% |
17% |
18% |
22% |
26% |
|
2 |
RU000A0JV3Q3 |
Bank VTB BO-30 |
10% |
13% |
16% |
20% |
23% |
26% |
|
3 |
RU000A100TY4 |
Bank VTB B-1-40 |
7% |
10% |
13% |
14% |
17% |
20% |
|
4 |
RU000A100Y01 |
Bank VTB B-1-38 |
8% |
11% |
14% |
16% |
19% |
22% |
|
5 |
RU000A1012L2 |
Bank VTB B-1-41 |
8% |
11% |
14% |
16% |
19% |
22% |
|
6 |
RU000A101C22 |
Bank VTB B-1-49 |
8% |
11% |
14% |
16% |
19% |
22% |
|
7 |
RU000A0ZZER4 |
GAZPROM BO-07 |
19% |
22% |
25% |
38% |
41% |
44% |
|
8 |
XS2124187571 |
Gaz Finance Plc 3.25 25/02/30 |
26% |
29% |
32% |
52% |
55% |
58% |
|
9 |
RU000A0JUKX4 |
DOM.RF - 30 |
10% |
13% |
16% |
20% |
23% |
26% |
|
10 |
RU000A0ZYF20 |
DOM.RF BO-06 |
8% |
11% |
14% |
16% |
19% |
22% |
|
11 |
RU000A0ZYF38 |
DOM.RF BO-07 |
8% |
11% |
14% |
16% |
19% |
22% |
|
12 |
RU000A0ZYFN3 |
DOM.RF BO-10 |
13% |
16% |
19% |
26% |
29% |
32% |
|
13 |
RU000A0JWHU2 |
RZD BO-17 |
27% |
30% |
33% |
54% |
57% |
60% |
|
14 |
RU000A0JS6M0 |
Rosbank BO-05 |
8% |
11% |
14% |
16% |
19% |
22% |
|
15 |
RU000A0JVNB2 |
Rosbank BO-25 |
9% |
12% |
15% |
18% |
21% |
24% |
|
16 |
RU000A0JWNB0 |
RosbankBO-26 |
12% |
15% |
18% |
24% |
27% |
30% |
|
17 |
RU000A0ZYBG6 |
Rosbank BO-001P-01 |
9% |
12% |
15% |
18% |
21% |
24% |
|
18 |
RU000A100TH9 |
Rosbank BO-002P-06 |
14% |
17% |
20% |
28% |
31% |
34% |
|
19 |
XS2082937967 |
RusHydro Capital Markets 6.8 |
17% |
20% |
23% |
34% |
37% |
40% |
|
20 |
RU000A100VB8 |
Sberbank 001P-SBER13 |
10% |
13% |
16% |
20% |
23% |
26% |
|
21 |
RU000A1012R9 |
Sberbank 001P-SBER14 |
11% |
14% |
17% |
22% |
25% |
28% |
|
22 |
RU000A101C89 |
Sber 001P-SBER15 |
15% |
18% |
21% |
30% |
33% |
36% |
|
23 |
RU000A0JWK90 |
Transneft BO-01-001P |
15% |
18% |
21% |
30% |
33% |
36% |
|
24 |
RU000A0JWMS6 |
Transneft BO-001-P02 |
15% |
18% |
21% |
30% |
33% |
36% |
|
25 |
RU000A0JXPK4 |
Transneft BO-07 |
16% |
19% |
22% |
32% |
35% |
38% |
Please note that additional information was published regarding risk parameters changes