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27.02.2019 11:41

Об изменении сценариев, используемых в целях расчета обеспечения под стресс на фондовом рынке и рынке депозитов

С 5 марта 2019 г. решением НКО НКЦ (АО) на фондовом рынке и рынке депозитов изменяются сценарии, используемые в целях расчета обеспечения под стресс.

ISIN Наименование Текущее значение scen_Up Новое значение scen_Up Изменение scen_UP Текущее значение scen_Down Новое значение scen_Down Изменение scen_Down
RU000A0JS5E9 ВымпелКом1 5.0% 0.0% -5.0% 5.0% 0.0% -5.0%
RU000A0JS5F6 ВымпелКом4 5.0% 0.0% -5.0% 5.0% 0.0% -5.0%
RU000A0JS5M2 ВымпелКом2 5.0% 0.0% -5.0% 5.0% 0.0% -5.0%
RU000A0JXT58 МежИнБ01P1 5.0% 1.5% -3.5% 5.0% 1.5% -3.5%
RU000A0JWC82 РЖД БО-07 5.0% 1.5% -3.5% 5.0% 1.5% -3.5%
RU000A0JTU85 РЖД-28 обл 5.0% 1.5% -3.5% 5.0% 1.5% -3.5%
RU000A0JQXG0 ДОМ.РФ16об 5.0% 1.5% -3.5% 5.0% 1.5% -3.5%
RU000A0JS6M0 ДельтКрБО5 5.0% 1.5% -3.5% 5.0% 1.5% -3.5%
RU000A0JX355 Роснфт1P2 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JT965 Роснефть05 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JT940 Роснефть04 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JWRE5 ГазпрнефБ1 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JWRF2 ГазпрнефБ4 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JWUX9 АльфаБО-17 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JUV81 Дельта13ИП 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JUJG1 Дельта14ИП 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JWUE9 СберБ БО37 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYEE5 ГПБ БО-17 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JWZT6 Дельта18ИП 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JW1K9 ТомскОб 55 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JX215 ХМАО 10 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JWLD0 НижгорОб11 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JXEV5 МТС 001P-1 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYUS1 ТрнфБО1P9 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYXJ4 РСХБ БО-5Р 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZZBN9 СберБ Б12R 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JWXF0 КрасЯрКр12 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYRX7 ГПБ БО-18 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYRY5 ГПБ БО-19 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JXNF9 Газпнф1P1R 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JXPN8 Ростел1P2R 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JXR50 МОЭСК БО10 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYBD3 Новсиб2017 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYPG6 ТрансКонБ1 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JWS92 ТранснфБО6 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JVVA7 iРОСНАНО 6 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JNYN1 МГор48-об 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JWVC1 ТрнфБО1P4 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JX0B9 МосОбл2016 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JUW23 Дельта15ИП 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYR18 БСК 1P1 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
XS1691350455 HYDR-22-RU 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JXQ28 ФПК 1P-01 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JXR43 Якут-09 об 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYC98 МегафнБ1P3 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JW1G7 iРОСНАНО 7 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYDS7 Газпнф1P3R 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYDH0 ФСК ЕЭС Б3 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYFC6 МТС 001P-3 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZZQH9 СвердлОбл5 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JWM56 СамарОбл12 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0ZYG52 Ростел1P3R 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JXT41 СамарОбл13 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
SU26217RMFS8 ОФЗ 26217 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
SU25083RMFS5 ОФЗ 25083 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
SU26209RMFS5 ОФЗ 26209 8.0% 5.0% -3.0% 8.0% 5.0% -3.0%
RU000A0JXXD3 Роснфт1P6 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXXE1 Роснфт1P7 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JVWB3 РСХБ БО9 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JRVN8 РСХБ 15 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JR5F7 ДОМ.РФ17об 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JVFJ1 ИНГБ-БО5 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXS75 УрКаПБО3P 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXRV7 АльфаБО-20 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXRN4 ЕврХимБ1Р2 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXS59 ПочтаРБ1P3 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXTF6 ГПБ БО-13 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXTQ3 РусГидрБП5 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYLH3 ВЭБПБО1Р10 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JWNK1 МОЭСК БО-6 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JWGT6 Якут-08 об 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JVQA7 ВЭБ.РФ Б05 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JR1Y7 ФСК ЕЭС-06 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JR209 ФСК ЕЭС-08 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JR217 ФСК ЕЭС-10 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JUUU9 МОЭСК БО-4 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYAE3 ГПБ БО-14 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXMQ8 РСХБ БО 1P 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYB73 ГПБ БО-24 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYBG6 ДельКрБ1P1 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JS900 ЕАБР08 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYCQ3 РН БАНК1Р2 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXP45 ГПБ БО-16 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JR1Z4 ФСК ЕЭС-07 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXQD7 ТрнфБО1P7 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JUG98 МежИнБанк4 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JX009 Автодор1P1 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JVUP7 ВымпелКБО3 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXRS3 ИКС5Фин1P2 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JWTH4 ТрансКонБ2 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JR3L0 ФСК ЕЭС-11 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYHK5 ГПБ БО-15 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYHH1 ТойотаБ1P1 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYBS1 СберБ БО3R 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYJ42 РСХБ БО 4P 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYM05 ГПБ БО-25 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JWUV3 Новсиб2016 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JWBF6 МЕТАЛИНБ02 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JWBE9 МЕТАЛИНБ08 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JWBK6 СИБУРХол10 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYDQ1 НижгорОб12 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYTM6 Мегафон1P4 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXM97 ТрнфБО1P6 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXMH7 МТС 001P-2 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXMP0 ПочтаРосБ4 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYU21 АЛЬФА БО40 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JWEB9 ТранснфБО5 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZZRR6 ЕАБР 1Р-02 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXRD5 ПочтаРБ1P2 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXRW5 СберБ БО19 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYML3 МосОбл2017 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JVMD0 ПолюсБ1 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXU71 ВЭБ ПБО1Р9 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JVM99 ПолюсБ2 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JXUC1 РСХБ БО 2P 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JRL96 ФСК ЕЭС-13 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0JWST1 ГТЛК БО-08 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
RU000A0ZYBT9 РСХБ БО 3P 7.0% 5.0% -2.0% 7.0% 5.0% -2.0%
RU000A0ZYX69 ФПК 1P-03 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZZ1J8 ГТЛК 1P-09 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZYHX8 СПбГО35001 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZYLC4 Газпнф1P4R 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZYUY9 ГазпромКБ3 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZYUW3 ГазпромКБ2 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZYUV5 ГазпромКБ1 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZYV04 ГазпромКБ4 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZYWY5 МТС 1P-06 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0JXR84 РЖД Б01P3R 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZZES2 ГазпромБ22 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZZET0 ГазпромБ23 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
RU000A0ZYDD9 ТрнфБО1P8 10.0% 8.0% -2.0% 10.0% 8.0% -2.0%
SU26214RMFS5 ОФЗ 26214 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
SU46018RMFS6 ОФЗ 46018 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
SU26205RMFS3 ОФЗ 26205 5.0% 3.0% -2.0% 5.0% 3.0% -2.0%
XS0863439161 FSK-19 RUB 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JW9R7 ГПБ БО-21 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWBN0 Дельта17ИП 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
XS0764253455 RZD-19 RUB 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWCB3 РусГидрБП4 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JVUL6 ПГК 05 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JT874 РСХБ 18 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JS7H8 ФСК ЕЭС-12 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWDU1 ЕврХимБ1Р1 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JVUY9 ДельтКрБО8 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWE56 ГПБ БО-22 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWEZ8 МОЭСК БО-8 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWG05 ИКС5ФинБО6 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWG96 ВЭБ ПБО1Р2 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWGG3 МегафонБ1P 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JQ5Q5 РЖД-12обл 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWGS8 ДельтКрБ20 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JUMJ9 ЮнКрБанБ21 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWGV2 ПочтаРосБ2 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWH46 СберБ БО18 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JRZK5 ФСК ЕЭС-18 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWK41 ГазпрнефБ3 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWKN1 ФПК 01 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWL32 БКЕ Б-1P-1 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JVKK9 ЕврХолдФ 8 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JQ7X7 РЖД-18 обл 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWNB0 ДельтКрБ26 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWNJ3 ВЭБ ПБО1Р4 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JVS10 КрасЯрКр10 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JWNV8 СИБУРХол11 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JW5J2 РусфинБО12 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JV987 РСХБ БО17 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JUU90 АльфаБО-13 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
RU000A0JVA10 ГТЛК БО-04 3.0% 1.5% -1.5% 3.0% 1.5% -1.5%
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