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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
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.

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