10.02.2017 22:14

Risk parameters change in Securities and Derivatives market

Securities market

NCC Clearing Bank is changing risk parameters in Securities market for the following instruments starting from February 17, 2017:

Bonds:

№	Ticker	Issuer Name	Current IM rates			New IM rates
№	Ticker	Issuer Name	S_1_min	S_2_min	S_3_min	S_1_min	S_2_min	S_3_min
1	RU000A0JU773	VTB BANK PJSC	17%	21%	25%	7%	11%	15%
3	XS0357281558	GAZPROM (GAZ CAPITAL SA)	9%	12%	15%	6%	9%	12%
4	RU000A0JWS92	TRANSNEFT PJSC	20%	25%	30%	17%	22%	27%
5	XS0923110232	OFCB CAPITAL PLC	9%	12%	15%	6%	9%	12%
2	XS0361041808	VIMPELCOM (VIP FIN)	9%	12%	15%	6%	9%	12%
6	XS0922883318	URALKALI (URALKALI FINAN	9%	12%	15%	6%	9%	12%
7	XS0922296883	GAZPROM NEFT (GPN CAPITA	9%	12%	15%	6%	9%	12%
8	XS0922134712	MMC NORILSK NICK VIA MMC	9%	12%	15%	6%	9%	12%
9	XS0366630902	OJSC RUSS AGRIC BK(RSHB)	9%	12%	15%	7%	10%	13%
10	XS0365923977	VTB BANK (VTB CAPITAL SA	9%	12%	15%	7%	10%	13%
11	XS0987109658	GAZPROMBK (GPB FINANCE)	11%	14%	17%	9%	12%	15%
12	RU000A0JQK64	ROSSELKHOZBANK	11%	14%	17%	9%	12%	15%
13	RU000A0JQK72	ROSSELKHOZBANK	11%	14%	17%	9%	12%	15%
14	XS0993162170	VNESHECONOMBANK(VEB)	11%	14%	17%	9%	12%	15%
15	XS0972645112	EURASIAN DEVELOPMENT BAN	17%	22%	27%	15%	20%	25%
16	RU000A0JRMX6	FED GRID UNIFIED ENERGY	12%	17%	21%	10%	15%	19%
17	RU000A0JU4X8	DELTACREDIT BANK	12%	15%	18%	10%	13%	16%
18	RU000A0JQ7Z2	RUSSIAN RAILWAYS JSC	12%	17%	21%	10%	15%	19%
19	XS0461926569	LUKOIL INTL FINANCE BV	14%	17%	20%	12%	15%	18%
20	RU000A0JT7T2	FED GRID UNIFIED ENERGY	9%	12%	15%	7%	10%	13%
21	RU000A0JU1Q8	ROSSELKHOZBANK	12%	15%	18%	10%	13%	16%
22	RU000A0JQRD9	RUSSIAN RAILWAYS JSC	12%	16%	20%	10%	14%	18%
23	RU000A0JTRA9	MEGAFON FINANS OOO	10%	13%	16%	8%	11%	14%
24	RU000A0JTR98	MEGAFON FINANS OOO	10%	13%	16%	8%	11%	14%
25	RU000A0JV7W2	GAZPROMBANK JSC	10%	13%	16%	8%	11%	14%
26	RU000A0JPMT8	ROSSELKHOZBANK	10%	13%	16%	8%	11%	14%
27	XS0884734343	OJSC RUSS AGRIC BK(RSHB)	10%	13%	16%	8%	11%	14%
28	RU000A0JWC74	ING BANK EURASIA ZAO	10%	13%	16%	8%	11%	14%
29	XS0424860947	GAZPROM (GAZ CAPITAL SA)	12%	15%	18%	10%	13%	16%
30	XS0889402029	VIMPELCOM HOLDINGS BV	10%	13%	16%	8%	11%	14%
31	XS0886632685	AHML (AHML FINANCE LTD)	10%	13%	16%	8%	11%	14%
32	RU000A0JTS22	ROSNEFT OIL CO PJSC	10%	13%	16%	8%	11%	14%
33	XS0799357354	SBERBANK (SB CAP SA)	13%	16%	19%	11%	14%	17%
34	XS0889401724	VIMPELCOM HOLDINGS BV	22%	27%	32%	20%	25%	30%
35	XS0919581982	RZD CAPITAL PLC (RZD)	19%	24%	29%	17%	22%	27%
36	RU000A0JV0U1	ALFA-BANK AO	11%	14%	17%	9%	12%	15%
37	RU000A0JT6J5	GAZPROMBANK JSC	10%	13%	16%	8%	11%	14%
38	XS0290580595	GAZPROM (GAZ CAPITAL SA)	20%	25%	30%	18%	23%	28%
39	RU000A0JS8Y1	EURASIAN DEVELOPMENT BAN	10%	13%	16%	8%	11%	14%
40	RU000A0JUW31	ROSSELKHOZBANK	15%	19%	23%	13%	17%	21%
41	XS0885733153	GAZPROM (GAZ CAPITAL SA)	15%	19%	23%	13%	17%	21%
42	RU000A0JRF37	AGENTSTVO PO IPOTECHNOMU	14%	17%	20%	12%	15%	18%
43	RU000A0JR043	EURASIAN DEVELOPMENT BAN	9%	12%	15%	7%	10%	13%
44	XS0993162683	VNESHECONOMBANK(VEB)	23%	28%	33%	21%	26%	31%
45	XS0863439161	FED GRID CO OJSC FED FIN	14%	19%	23%	12%	17%	21%
46	RU000A0JVFJ1	ING BANK EURASIA ZAO	8%	11%	14%	15%	18%	21%

Shares:

NCC Clearing Bank is excluding the following shares from the list of assets that can be accepted as collateral starting from February 17, 2017:

№	Ticker	Issuer Name	Eligible collateral
1	BANE	Bashneft ANK ao	No
2	MVID	M.video	No
3	AKRN	Acron	No
4	LSRG	LSR	No

Derivatives market

NCC Clearing Bank is changing the following risk parameters in Derivatives market starting from February 16, 2017 at 7:00 pm:

№	Underlying	Futures contract	Current Basic IM Rate	New Basic IM Rate
1	UJPY	USD/JPY exchange rate futures	4%	5%

For further information, please contact the Public Relations Department at (495) 363-3232.