06.04.2017 17:00

Risk parameters change in Securities market

Update of announcement from 05.04.2017 (list of bonds which are subjected to changes of risk-parameters is expanded)

NCC Bank is changing risk parameters in Securities market for the following bonds starting from April 12, 2017:

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 RU000A0JV763 ROSNEFT OIL CO PJSC 20% 24% 28% 15% 17% 19%
2 RU000A0JV789 ROSNEFT OIL CO PJSC 20% 23% 26% 15% 17% 19%
3 RU000A0JV797 ROSNEFT OIL CO PJSC 20% 23% 26% 15% 17% 19%
4 RU000A0JX132 ROSNEFT OIL CO PJSC 20% 20% 20% 15% 17% 19%
5 RU000A0JUV81 DELTACREDIT BANK 18% 21% 23% 14% 17% 19%
6 RU000A0JRL96 FED GRID UNIFIED ENERGY 18% 23% 28% 15% 20% 25%
7 RU000A0JTYM0 ROSNEFT OIL CO PJSC 11% 14% 17% 8% 11% 14%
8 RU000A0JWZT6 DELTACREDIT BANK 18% 21% 24% 15% 18% 21%
9 RU000A0JWRE5 GAZPROM NEFT PJSC 18% 23% 28% 15% 20% 25%
10 RU000A0JWRF2 GAZPROM NEFT PJSC 18% 23% 28% 15% 20% 25%
11 RU000A0JWEB9 TRANSNEFT PJSC 17% 21% 25% 14% 18% 22%
12 RU000A0JVM99 POLYUS PJSC 17% 21% 25% 14% 18% 22%
13 RU000A0JVMD0 POLYUS PJSC 17% 21% 25% 14% 18% 22%
14 RU000A0JNYN1 CITY OF MOSCOW 20% 25% 30% 17% 22% 27%
15 RU000A0JWDU1 EUROCHEM MINERAL & CHEMI 14% 18% 22% 11% 15% 19%
16 RU000A0JVUK8 SISTEMA PJSC FC 12% 15% 18% 9% 12% 15%
17 RU000A0JRUS9 FED GRID UNIFIED ENERGY 12% 16% 20% 9% 13% 17%
18 RU000A0JXC24 TRANSNEFT PJSC 22% 25% 28% 19% 22% 25%
19 RU000A0JWGG3 MEGAFON PJSC 14% 18% 22% 11% 15% 19%
20 RU000A0JWEZ8 MOSCOW UNITED ELECTRIC 14% 18% 22% 12% 16% 20%
21 RU000A0JUW23 DELTACREDIT BANK 19% 24% 29% 17% 22% 27%
22 RU000A0JT7M7 ROSSELKHOZBANK 12% 15% 18% 10% 13% 16%
23 XS0764253455 RZD CAPITAL PLC (RZD) 14% 19% 23% 12% 17% 21%
24 RU000A0JVSG0 ROSBANK PJSC 12% 15% 18% 10% 13% 16%
25 RU000A0JXFS8 GAZPROM CAPITAL OOO 22% 25% 28% 20% 23% 26%
26 RU000A0JS8Z8 EURASIAN DEVELOPMENT BAN 12% 15% 18% 10% 13% 16%
27 RU000A0JWNK1 MOSCOW UNITED ELECTRIC 16% 19% 22% 14% 17% 20%
28 RU000A0JWH46 SBERBANK OF RUSSIA PJSC 14% 18% 22% 12% 16% 20%
29 XS0783242877 SISTEMA JSFC (SISTEMA IN 12% 15% 18% 10% 13% 16%
30 RU000A0JR1Y7 FED GRID UNIFIED ENERGY 16% 20% 24% 14% 18% 22%
31 RU000A0JR209 FED GRID UNIFIED ENERGY 16% 22% 27% 14% 20% 25%
32 RU000A0JR217 FED GRID UNIFIED ENERGY 16% 20% 24% 14% 18% 22%
33 RU000A0JX009 RUSSIAN HIGHWAYS 16% 19% 22% 14% 17% 20%
34 XS0743596040 SBERBANK (SB CAP SA) 20% 25% 30% 18% 23% 28%
35 RU000A0JV3Q3 VTB BANK PJSC 12% 15% 18% 10% 13% 16%
36 XS0918297382 METALLOINVEST FINANCE 15% 19% 23% 13% 17% 21%
37 RU000A0JWST1 STATE TRANSPORT LEASING 17% 20% 23% 15% 18% 21%
38 RU000A0JUCR3 ROSNEFT OIL CO PJSC 13% 18% 22% 11% 16% 20%
39 RU000A0JUCS1 ROSNEFT OIL CO PJSC 13% 18% 22% 11% 16% 20%
40 XS0922301717 POLYUS GOLD INTL LTD 15% 19% 23% 13% 17% 21%
41 RU000A0JUAD7 ROSSELKHOZBANK 12% 15% 18% 10% 13% 16%
42 XS1298447019 MMC NORILSK NICK VIA MMC 21% 25% 29% 19% 23% 27%
43 XS0923472814 NORD GOLD SE 8% 11% 14% 6% 9% 12%
44 XS0997544860 GAZPROM NEFT (GPN CAPITA 23% 28% 33% 21% 26% 31%
45 RU000A0JPTJ4 MOBILE TELESYSTEMS PJSC 10% 13% 16% 8% 11% 14%
46 RU000A0JVCJ8 AGENTSTVO PO IPOTECHNOMU 10% 13% 16% 8% 11% 14%
47 RU000A0JWMT4 VOLKSWAGEN BANK RUS OOO 13% 16% 19% 11% 14% 17%
48 RU000A0JQ557 GAZPROM NEFT PJSC 10% 13% 16% 8% 11% 14%
49 RU000A0JWCF4 MAGNIT PJSC 10% 13% 16% 8% 11% 14%
50 RU000A0JWBE9 METTALOININVEST HLDG 16% 19% 22% 14% 17% 20%
51 RU000A0JWBF6 METTALOININVEST HLDG 16% 19% 22% 14% 17% 20%
52 RU000A0JUJG1 DELTACREDIT BANK 17% 22% 27% 15% 20% 25%
53 XS0864383723 NOVATEK(NOVATEK FIN LTD) 22% 27% 32% 20% 25% 30%
54 XS0805570354 GAZPROM (GAZ CAPITAL SA) 21% 26% 31% 19% 24% 29%
55 XS0555493203 ALROSA FINANCE SA 16% 19% 22% 14% 17% 20%
56 RU000A0JWBK6 SIBUR HOLDING PAO 16% 20% 24% 14% 18% 22%
57 XS0548633659 VTB BANK (VTB CAPITAL SA 16% 20% 24% 14% 18% 22%
58 RU000A0JWKN1 FPK OAO 14% 17% 20% 12% 15% 18%
59 XS0638572973 SBERBANK (SB CAP SA) 18% 23% 28% 16% 21% 26%
60 RU000A0JWPW1 TRANSNEFT PJSC 21% 24% 27% 19% 22% 25%
61 RU000A0JWCB3 RUSHYDRO PJSC 13% 16% 19% 11% 14% 17%
62 RU000A0JR6S8 AGENTSTVO PO IPOTECHNOMU 26% 31% 36% 24% 29% 34%
63 RU000A0JPJE6 AGENTSTVO PO IPOTECHNOMU 12% 15% 18% 11% 14% 17%
64 RU000A0JW9R7 GAZPROMBANK JSC 8% 11% 14% 11% 14% 17%
65 RU000A0JS5E9 VIMPEL-COMMUNICATIONS 8% 11% 14% 14% 17% 20%
66 RU000A0JS5M2 VIMPEL-COMMUNICATIONS 8% 11% 14% 14% 17% 20%
67 RU000A0JS5F6 VIMPEL-COMMUNICATIONS 8% 11% 14% 14% 17% 20%
68 RU000A0JV292 ROSNEFT OIL CO PJSC 20% 23% 26% 15% 17% 19%
69 RU000A0JV7B6 ROSNEFT OIL CO PJSC 20% 24% 28% 15% 17% 19%
70 RU000A0JV7C4 ROSNEFT OIL CO PJSC 20% 23% 26% 15% 17% 19%
71 RU000A0JV7D2 ROSNEFT OIL CO PJSC 20% 23% 26% 15% 17% 19%
72 RU000A0JV771 ROSNEFT OIL CO PJSC 20% 23% 26% 15% 17% 19%
73 RU000A0JV284 ROSNEFT OIL CO PJSC 20% 23% 26% 15% 17% 19%
74 RU000A0JV2A9 ROSNEFT OIL CO PJSC 20% 23% 26% 15% 17% 19%

 

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