21.10.2020 19:18
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from October 23, 2020:
| № | Ticker | Description | Current market risk rates | New market risk rates | New concentration limits, number of securities | |||||
|---|---|---|---|---|---|---|---|---|---|---|
| S_1_min | S_2_min | S_3_min | S_1_min | S_2_min | S_3_min | LK1 | LK2 | |||
| 1 | RU000A101NQ1 | Bank RRDB 1P-04 | 100% | 100% | 100% | 8% | 11% | 14% | 100 000 | 500 000 |
| 2 | RU000A0ZYLJ9 | VEB.RF PBO-001P-11 | 100% | 100% | 100% | 12% | 15% | 18% | 600 000 | 3 000 000 |
| 3 | RU000A101JT3 | Bank VTB B-1-62 | 100% | 100% | 100% | 14% | 17% | 20% | 124 079 | 620 393 |
| 4 | RU000A101M53 | Bank VTB B-1-63 | 100% | 100% | 100% | 14% | 17% | 20% | 200 000 | 1 000 000 |
| 5 | RU000A1001V4 | VEB.RF PBO-001P-13 | 100% | 100% | 100% | 14% | 17% | 20% | 200 000 | 1 000 000 |
| 6 | RU000A1003W8 | VEB.RF PBO-001P-14 | 100% | 100% | 100% | 14% | 17% | 20% | 100 000 | 500 000 |
| 7 | RU000A101Q67 | Bank VTB B-1-64 | 100% | 100% | 100% | 16% | 19% | 22% | 200 000 | 1 000 000 |
| 8 | RU000A101TB0 | VEB.RF PBO-001P-19 | 100% | 100% | 100% | 21% | 24% | 27% | 300 000 | 1 500 000 |
| 9 | RU000A0JVUN2 | VimpelKom BO-02 | 100% | 100% | 100% | 40% | 43% | 46% | 200 000 | 1 000 000 |
| 10 | RU000A0JUEE7 | VEB-lizing AO BO-01 | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 11 | RU000A0JVQQ3 | VEB-leasing AO BO-09 | 100% | 100% | 100% | 40% | 43% | 46% | 100 000 | 500 000 |
| 12 | RU000A101SF3 | Rosneft 002P-10 | 100% | 100% | 100% | 17% | 20% | 23% | 300 000 | 1 500 000 |
| 13 | RU000A1025U5 | Sber 001P-SBER17 | 100% | 100% | 100% | 28% | 31% | 34% | 1 000 000 | 5 000 000 |
| 14 | XS2134628069 | MMC Finance DAC 11/09/25 (GMKN-25) | 100% | 100% | 100% | 15% | 18% | 21% | 10 000 | 50 000 |
| 15 | RU000A1018M7 | SCPF FPF 01 | 100% | 100% | 100% | 40% | 43% | 46% | 200 000 | 1 000 000 |
| 16 | RU000A101TB0 | VEB.RF PBO-001P-19 | 100% | 100% | 100% | 21% | 24% | 27% | 300 000 | 1 500 000 |
| 17 | RU000A101QL5 | STLC BO 001P-17 | 100% | 100% | 100% | 19% | 22% | 25% | 200 000 | 1 000 000 |
| 18 | RU000A101SC0 | STLC BO 001P-18 | 100% | 100% | 100% | 21% | 24% | 27% | 100 000 | 500 000 |
| 19 | RU000A101SD8 | STLC BO 001P-19 | 100% | 100% | 100% | 22% | 25% | 28% | 100 000 | 500 000 |
| 20 | RU000A0ZYM21 | DOMODEDOVO FUEL FACLITIES 1P-1 | 100% | 100% | 100% | 12% | 15% | 18% | 200 000 | 1 000 000 |
| 21 | RU000A0JXS34 | KTZ Finance 01 | 100% | 100% | 100% | 11% | 14% | 17% | 300 000 | 1 500 000 |
| 22 | RU000A101RJ7 | Inter.Bank for Econ.Co 001P-02 | 100% | 100% | 100% | 14% | 17% | 20% | 100 000 | 500 000 |
| 23 | RU000A101RF5 | IDGC of Center and Volga 1P-01 | 100% | 100% | 100% | 14% | 17% | 20% | 160 000 | 800 000 |
| 24 | RU000A0JWK74 | AO "Ob`ed.dvigatelestr.corp"01 | 100% | 100% | 100% | 18% | 21% | 24% | 132 840 | 664 200 |
| 25 | RU000A101ST4 | RESO-LEASING BO-P-03 | 100% | 100% | 100% | 11% | 14% | 17% | 100 000 | 500 000 |
| 26 | RU000A101R09 | Rosagroleasing 001P-01 | 100% | 100% | 100% | 17% | 20% | 23% | 160 000 | 800 000 |
| 27 | RU000A101WB4 | Chelpipe 001P-05 | 100% | 100% | 100% | 17% | 20% | 23% | 200 000 | 1 000 000 |
| 28 | RU000A1026V1 | Toyota Bank BO-001P-04 | 100% | 100% | 100% | 14% | 17% | 20% | 100 000 | 500 000 |
| 29 | RU000A102788 | ALFA-BANK 002P-07 | 100% | 100% | 100% | 9% | 12% | 15% | 120 000 | 600 000 |
| № | Ticker | Description | New Eligible collateral |
New ban on short selling attribute |
|---|---|---|---|---|
| 1 | RU000A101NQ1 | Bank RRDB 1P-04 | No | No |
| 2 | RU000A0ZYLJ9 | VEB.RF PBO-001P-11 | No | No |
| 3 | RU000A101JT3 | Bank VTB B-1-62 | Yes | No |
| 4 | RU000A101M53 | Bank VTB B-1-63 | Yes | No |
| 5 | RU000A1001V4 | VEB.RF PBO-001P-13 | No | No |
| 6 | RU000A1003W8 | VEB.RF PBO-001P-14 | No | No |
| 7 | RU000A101Q67 | Bank VTB B-1-64 | Yes | No |
| 8 | RU000A101TB0 | VEB.RF PBO-001P-19 | No | No |
| 9 | RU000A0JVUN2 | VimpelKom BO-02 | No | No |
| 10 | RU000A0JUEE7 | VEB-lizing AO BO-01 | No | No |
| 11 | RU000A0JVQQ3 | VEB-leasing AO BO-09 | No | No |
| 12 | RU000A101SF3 | Rosneft 002P-10 | Yes | No |
| 13 | RU000A1025U5 | Sber 001P-SBER17 | Yes | No |
| 14 | XS2134628069 | MMC Finance DAC 11/09/25 (GMKN-25) | Yes | No |
| 15 | RU000A1018M7 | SCPF FPF 01 | Yes | No |
| 16 | RU000A101TB0 | VEB.RF PBO-001P-19 | No | No |
| 17 | RU000A101QL5 | STLC BO 001P-17 | No | No |
| 18 | RU000A101SC0 | STLC BO 001P-18 | No | No |
| 19 | RU000A101SD8 | STLC BO 001P-19 | No | No |
| 20 | RU000A0ZYM21 | DOMODEDOVO FUEL FACLITIES 1P-1 | No | No |
| 21 | RU000A0JXS34 | KTZ Finance 01 | No | No |
| 22 | RU000A101RJ7 | Inter.Bank for Econ.Co 001P-02 | No | No |
| 23 | RU000A101RF5 | IDGC of Center and Volga 1P-01 | No | No |
| 24 | RU000A0JWK74 | AO "Ob`ed.dvigatelestr.corp"01 | No | No |
| 25 | RU000A101ST4 | RESO-LEASING BO-P-03 | No | No |
| 26 | RU000A101R09 | Rosagroleasing 001P-01 | No | No |
| 27 | RU000A101WB4 | Chelpipe 001P-05 | No | No |
| 28 | RU000A1026V1 | Toyota Bank BO-001P-04 | No | No |
| 29 | RU000A102788 | ALFA-BANK 002P-07 | No | No |