31.07.2017 15:37
Об изменении риск-параметров на фондовом рынке и рынке депозитов
С 1 августа 2017 года решением Банка НКЦ (АО) на фондовом рынке и рынке депозитов изменяются риск-параметры по следующим облигациям:
| Наименование ценной бумаги | Торговый код | Ставка рыночного риска первого уровня (S_1_min) | Ставка рыночного риска второго уровня (S_2_min) | Ставка рыночного риска третьего уровня (S_3_min) | |||
|---|---|---|---|---|---|---|---|
| Текущее значение | Новое значение | Текущее значение | Новое значение | Текущее значение | Новое значение | ||
| AHML-18 RU | XS0886632685 | 8.5% | 7.5% | 11.5% | 10.5% | 14.5% | 13.5% |
| FSK-19 RUB | XS0863439161 | 11.5% | 10.5% | 14.5% | 13.5% | 17.5% | 16.5% |
| RSHB-18 RU | XS0884734343 | 8% | 7.5% | 11% | 10.5% | 14% | 13.5% |
| RUS-18 RUB | XS0564087541 | 4% | 3.5% | 5% | 4.5% | 6% | 5.5% |
| RZD-19 RUB | XS0764253455 | 11.5% | 10.5% | 14.5% | 13.5% | 17.5% | 16.5% |
| АИЖК 10об | RU000A0JPJE6 | 10% | 9% | 13% | 12% | 16% | 15% |
| АИЖК 16об | RU000A0JQXG0 | 11% | 10.5% | 14% | 13.5% | 17% | 16.5% |
| АИЖК 17об | RU000A0JR5F7 | 14% | 13.5% | 17% | 16.5% | 20% | 19.5% |
| АИЖК 21об | RU000A0JS488 | 12.5% | 12% | 15.5% | 15% | 18.5% | 18% |
| АИЖК 24об | RU000A0JTDX1 | 8% | 7% | 11% | 10% | 14% | 13% |
| АИЖК 25об | RU000A0JTW83 | 8.5% | 8% | 11.5% | 11% | 14.5% | 14% |
| АИЖК 30об | RU000A0JUKX4 | 10% | 9% | 13% | 12% | 16% | 15% |
| АИЖК БО-03 | RU000A0JVCJ8 | 8.5% | 8% | 11.5% | 11% | 14.5% | 14% |
| ВЭБ 06 | RU000A0JR3H8 | 8% | 7% | 11% | 10% | 14% | 13% |
| ВЭБ 09 | RU000A0JRCX7 | 8% | 7% | 11% | 10% | 14% | 13% |
| ВЭБ 10 | RU000A0JRTN2 | 13.5% | 13% | 16.5% | 16% | 19.5% | 19% |
| ВЭБ 18 | RU000A0JT403 | 13% | 12% | 16% | 15% | 19% | 18% |
| ВЭБ 21 | RU000A0JS4Z7 | 11% | 10% | 14% | 13% | 17% | 16% |
| ВЭБ Б04 | RU000A0JUD83 | 10.5% | 9.5% | 13.5% | 12.5% | 16.5% | 15.5% |
| ВЭБ Б14 | RU000A0JU6K0 | 9.5% | 8.5% | 12.5% | 11.5% | 15.5% | 14.5% |
| ВЭБ ПБО1Р1 | RU000A0JW6P7 | 18% | 20.5% | 21% | 20.5% | 24% | 20.5% |
| ВЭБ ПБО1Р2 | RU000A0JWG96 | 11.5% | 11% | 14.5% | 14% | 17.5% | 17% |
| Дельта09ИП | RU000A0JTF43 | 7.5% | 8% | 10.5% | 11% | 13.5% | 14% |
| Дельта12ИП | RU000A0JU4X8 | 9% | 8.5% | 12% | 11.5% | 15% | 14.5% |
| Дельта13ИП | RU000A0JUV81 | 15.5% | 14.5% | 18.5% | 17.5% | 21.5% | 20.5% |
| Дельта14ИП | RU000A0JUJG1 | 15% | 14.5% | 18% | 17.5% | 21% | 20.5% |
| Дельта15ИП | RU000A0JUW23 | 17% | 16.5% | 20% | 19.5% | 23% | 22.5% |
| Дельта16ИП | RU000A0JV7T8 | 8% | 7.5% | 11% | 10.5% | 14% | 13.5% |
| Дельта17ИП | RU000A0JWBN0 | 11.5% | 10.5% | 14.5% | 13.5% | 17.5% | 16.5% |
| ДельтКрБ12 | RU000A0JWUB5 | 13% | 12% | 16% | 15% | 19% | 18% |
| ДельтКрБ19 | RU000A0JVWA5 | 8% | 7% | 11% | 10% | 14% | 13% |
| ДельтКрБ20 | RU000A0JWGS8 | 11.5% | 11% | 14.5% | 14% | 17.5% | 17% |
| ДельтКрБО7 | RU000A0JVTA1 | 9.5% | 8.5% | 12.5% | 11.5% | 15.5% | 14.5% |
| ДельтКрБО8 | RU000A0JVUY9 | 11.5% | 10.5% | 14.5% | 13.5% | 17.5% | 16.5% |
| ОФЗ 25081 | SU25081RMFS9 | 4% | 3.5% | 5% | 4.5% | 6% | 5.5% |
| ОФЗ 26204 | SU26204RMFS6 | 4% | 3.5% | 5% | 4.5% | 6% | 5.5% |
| ОФЗ 26208 | SU26208RMFS7 | 5.5% | 5% | 6.5% | 6% | 7.5% | 7% |
| ОФЗ 26212 | SU26212RMFS9 | 9% | 8.5% | 10% | 9.5% | 11% | 10.5% |
| ОФЗ 26215 | SU26215RMFS2 | 6.5% | 6% | 7.5% | 7% | 8.5% | 8% |
| ОФЗ 26218 | SU26218RMFS6 | 10.5% | 10% | 11.5% | 11% | 12.5% | 12% |
| ОФЗ 26221 | SU26221RMFS0 | 11% | 10.5% | 12% | 11.5% | 13% | 12.5% |
| ОФЗ 46005 | SU46005RMFS3 | 4.5% | 4% | 5.5% | 5% | 6.5% | 6% |
| ОФЗ 46014 | SU46014RMFS5 | 4.5% | 4% | 5.5% | 5% | 6.5% | 6% |
| ОФЗ 46019 | SU46019RMFS4 | 5% | 4.5% | 6% | 5.5% | 7% | 6.5% |
| ОФЗ 46021 | SU46021RMFS0 | 4% | 3.5% | 5% | 4.5% | 6% | 5.5% |
| РЖД-18 обл | RU000A0JQ7X7 | 12.5% | 12% | 15.5% | 15% | 18.5% | 18% |
| РСХБ 10 | RU000A0JQS09 | 7% | 13% | 10% | 16% | 13% | 19% |
| РСХБ 11 | RU000A0JQS74 | 7% | 13% | 10% | 16% | 13% | 19% |
| РСХБ 14 | RU000A0JRLE8 | 7.5% | 8% | 10.5% | 11% | 13.5% | 14% |
| РСХБ 15 | RU000A0JRVN8 | 8% | 7% | 11% | 10% | 14% | 13% |
| РСХБ 16 | RU000A0JS6N8 | 8.5% | 8% | 11.5% | 11% | 14.5% | 14% |
| РСХБ 17 | RU000A0JT7M7 | 10% | 8.5% | 13% | 11.5% | 16% | 14.5% |
| РСХБ 18 | RU000A0JT874 | 11.5% | 11% | 14.5% | 14% | 17.5% | 17% |
| РСХБ 20 | RU000A0JTVJ2 | 8.5% | 8% | 11.5% | 11% | 14.5% | 14% |
| РСХБ 22 | RU000A0JU6A1 | 8.5% | 8% | 11.5% | 11% | 14.5% | 14% |
| РСХБ 23 | RU000A0JUAD7 | 10% | 9% | 13% | 12% | 16% | 15% |
| РСХБ 4 | RU000A0JPF47 | 8% | 7% | 11% | 10% | 14% | 13% |
| РСХБ 5 | RU000A0JQ1H3 | 7.5% | 8% | 10.5% | 11% | 13.5% | 14% |
| РСХБ 6 | RU000A0JPMT8 | 8% | 7.5% | 11% | 10.5% | 14% | 13.5% |
| РСХБ 7 | RU000A0JPTE5 | 7% | 8.5% | 10% | 11.5% | 13% | 14.5% |
| РСХБ БО13 | RU000A0JUW31 | 12.5% | 12% | 15.5% | 15% | 18.5% | 18% |
| РСХБ БО17 | RU000A0JV987 | 7.5% | 7% | 10.5% | 10% | 13.5% | 13% |
| ФСК ЕЭС-09 | RU000A0JR3M8 | 8% | 7% | 11% | 10% | 14% | 13% |
| ФСК ЕЭС-11 | RU000A0JR3L0 | 8% | 7% | 11% | 10% | 14% | 13% |
| ФСК ЕЭС-12 | RU000A0JS7H8 | 12% | 11% | 15% | 14% | 18% | 17% |
| ФСК ЕЭС-13 | RU000A0JRL96 | 15% | 14.5% | 18% | 17.5% | 21% | 20.5% |
| ФСК ЕЭС-15 | RU000A0JRUS9 | 10% | 8.5% | 13% | 11.5% | 16% | 14.5% |
| ФСК ЕЭС-18 | RU000A0JRZK5 | 12% | 11.5% | 15% | 14.5% | 18% | 17.5% |
| ФСК ЕЭС-21 | RU000A0JT7T2 | 21% | 20% | 24% | 23% | 27% | 26% |
| ФСК ЕЭС-24 | RU000A0JTKA4 | 13.5% | 13% | 16.5% | 16% | 19.5% | 19% |
| ФСК ЕЭС-25 | RU000A0JT2K2 | 13% | 12% | 16% | 15% | 19% | 18% |
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