16.04.2019 09:56
Risk parameters change on Securities market
CCP NCC is changing the list of assets that can be accepted as collateral and market risk rates on Securities market starting from April 19, 2019.
1. The following bonds will be included in the list:
| № | Ticker | Description | CurrentEligible collateral | NewEligible collateral |
|---|---|---|---|---|
| 1 | RU000A0ZYKG7 | Bank VTB B-1-3 | No | Yes |
| 2 | RU000A0ZZYR2 | Bank VTB B-1-10 | No | Yes |
| 3 | RU000A100089 | Bank VTB B-1-13 | No | Yes |
| 4 | CH0346828400 | GAZ CAPITAL S.A. 21 2.75 CHF | No | Yes |
| 5 | CH0374882816 | GAZ CAPITAL SA 2.25 19/07/22 | No | Yes |
| 6 | CH0404311711 | GAZ CAPITAL SA 1.45 6/3/23 CHF | No | Yes |
| 7 | XS1911645049 | GAZ CAPITAL SA 2.949 24/01/24 | No | Yes |
| 8 | XS1592279522 | GAZ CAPITAL SA 4.25 06/04/24 | No | Yes |
| 9 | RU000A0JXFY6 | GazpromKapital BO-06 | No | Yes |
| 10 | RU000A0JWC74 | ING Bank BO-01 | No | Yes |
| 11 | XS0919504562 | Lukoil International Finance23 | No | Yes |
| 12 | XS1514045886 | Lukoil International Finance26 | No | Yes |
| 13 | XS1577953174 | Steel Funding D.A.C. 21.09.24 | No | Yes |
| 14 | RU000A0ZZX19 | RZD BO 001P-10R | No | Yes |
| 15 | CH0379268748 | RZD Capital PLC 23 CHF | No | Yes |
| 16 | RU000A1002C2 | RZD BO 001P-12R | No | Yes |
| 17 | RU000A100220 | Rosbank BO-002P-04 | No | Yes |
| 18 | RU000A0JX2D1 | Rosbank BO-12 | No | Yes |
| 19 | RU000A0JX2F6 | Rosbank BO-11 | No | Yes |
| 20 | XS1082459568 | SB-19 EUR2 | No | Yes |
| 21 | RU000A0ZYBS1 | Sberbank BO 001P-03R | No | Yes |
| 22 | RU000A0JWH46 | Sberbank PAO BO-18 | No | Yes |
| 23 | RU000A0ZYUJ0 | Sberbank BO 001P-04R | No | Yes |
| 24 | RU000A0JWUE9 | Sberbank BO-37 | No | Yes |
| 25 | RU000A0ZZBN9 | Sberbank BO 001P-12R | No | Yes |
| 26 | RU000A0ZZE20 | Sberbank BO 001P-16R | No | Yes |
| 27 | RU000A0JXRW5 | Sberbank BO-19 | No | Yes |
| 28 | XS1567051443 | STEEL CAPITAL SA 3.85 27/08/21 | No | Yes |
2. Market risk rates will be changed for the following bonds:
| № | Ticker | Description | Current market risk rates | New market risk rates | ||||
|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | |||
| 1 | RU000A0ZYKG7 | Bank VTB B-1-3 | 8% | 11% | 14% | 16% | 19% | 22% |
| 2 | RU000A0ZZYR2 | Bank VTB B-1-10 | 9% | 12% | 15% | 18% | 21% | 24% |
| 3 | RU000A100089 | Bank VTB B-1-13 | 9% | 12% | 15% | 18% | 21% | 24% |
| 4 | RU000A0JXFY6 | GazpromKapital BO-06 | 16% | 19% | 22% | 32% | 35% | 38% |
| 5 | RU000A0JWC74 | ING Bank BO-01 | 14% | 17% | 20% | 28% | 31% | 34% |
| 6 | RU000A1002C2 | RZD BO 001P-12R | 17% | 20% | 23% | 34% | 37% | 40% |
| 7 | RU000A100220 | Rosbank BO-002P-04 | 14% | 17% | 20% | 28% | 31% | 34% |
| 8 | RU000A0JX2D1 | Rosbank BO-12 | 9% | 12% | 15% | 18% | 21% | 24% |
| 9 | RU000A0JX2F6 | Rosbank BO-11 | 10% | 13% | 16% | 20% | 23% | 26% |
| 10 | XS1082459568 | SB-19 EUR2 | 8% | 13% | 18% | 16% | 21% | 26% |
| 11 | RU000A0ZYBS1 | Sberbank BO 001P-03R | 13% | 16% | 19% | 26% | 29% | 32% |
| 12 | RU000A0JWH46 | Sberbank PAO BO-18 | 8% | 12% | 16% | 16% | 20% | 24% |
| 13 | RU000A0ZYUJ0 | Sberbank BO 001P-04R | 14% | 17% | 20% | 28% | 31% | 34% |
| 14 | RU000A0JWUE9 | Sberbank BO-37 | 14% | 17% | 20% | 28% | 31% | 34% |
| 15 | RU000A0ZZBN9 | Sberbank BO 001P-12R | 14% | 17% | 20% | 28% | 31% | 34% |
| 16 | RU000A0ZZE20 | Sberbank BO 001P-16R | 16% | 19% | 22% | 32% | 35% | 38% |
| 17 | RU000A0JXRW5 | Sberbank BO-19 | 14% | 17% | 20% | 28% | 31% | 34% |