21.07.2021 19:15
Risk parameters change on Securities market
CCP NCC is changing risk parameters on Securities market starting from July 26, 2021:
№ | 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 | RU000A0JVNB2 | ROSBANK PJSC | 18% | 21% | 24% | 34% | 37% | 40% |
2 | XS1577953174 | OJSC NOVO(STEEL FUNDING) | 16% | 19% | 22% | 28% | 31% | 34% |
3 | XS1693971043 | SIBUR SECURITIES DAC | 13% | 16% | 19% | 22% | 25% | 28% |
4 | RU000A0JT6B2 | VEB.RF | 10% | 13% | 16% | 18% | 21% | 24% |
5 | XS1912654677 | RUSHYDRO (RUSHYDRO CAP) | 9% | 12% | 15% | 14% | 17% | 20% |
6 | XS0559915961 | VNESHECONOMBANK(VEB FIN) | 23% | 26% | 29% | 24% | 27% | 30% |
7 | XS0800817073 | VNESHECONOMBANK(VEB FIN) | 13% | 16% | 19% | 12% | 15% | 18% |
8 | RU000A0JT403 | VEB.RF | 19% | 22% | 25% | 20% | 23% | 26% |
9 | XS0743596040 | SBERBANK (SB CAP SA) | 14% | 17% | 20% | 12% | 15% | 18% |
10 | RU000A1025U5 | SBERBANK OF RUSSIA PJSC | 28% | 31% | 34% | 26% | 29% | 32% |
11 | XS0893212398 | VNESHECONOMBANK(VEB FIN) | 16% | 19% | 22% | 14% | 17% | 20% |
12 | XS2010030919 | ALROSA FINANCE SA | 22% | 25% | 28% | 42% | 45% | 48% |
13 | XS2134628069 | MMC NORILSK (MMC FIN) | 15% | 18% | 21% | 34% | 37% | 40% |
14 | XS1514045886 | LUKOIL INTL FINANCE BV | 23% | 26% | 29% | 40% | 43% | 46% |
15 | CH0419041618 | RUSSIAN RAIL(RZD CAP) | 20% | 23% | 26% | 36% | 39% | 42% |
16 | XS1843435337 | OJSC NOVO(STEEL FUNDING) | 22% | 25% | 28% | 36% | 39% | 42% |
17 | XS2199713384 | SIBUR SECURITIES DAC | 19% | 22% | 25% | 32% | 35% | 38% |
18 | RU000A100ET6 | DOM RF | 7% | 10% | 13% | 20% | 23% | 26% |
19 | XS2046736919 | SEVERSTAL (STEEL CAP) | 16% | 19% | 22% | 28% | 31% | 34% |
20 | RU000A0ZYUW3 | GAZPROM CAPITAL OOO | 17% | 20% | 23% | 28% | 31% | 34% |
21 | XS1843441731 | ALROSA FINANCE SA | 14% | 17% | 20% | 24% | 27% | 30% |
22 | RU000A101574 | EURASIAN DEVELOPMENT BAN | 14% | 17% | 20% | 24% | 27% | 30% |
23 | XS1843434959 | MMK INTL CAPITAL DAC | 17% | 20% | 23% | 26% | 29% | 32% |
24 | CH0379268748 | RUSSIAN RAIL(RZD CAP) | 13% | 16% | 19% | 22% | 25% | 28% |
25 | RU000A101L54 | EURASIAN DEVELOPMENT BAN | 13% | 16% | 19% | 22% | 25% | 28% |
26 | XS1592279522 | GAZPROM (GAZ CAPITAL SA) | 16% | 19% | 22% | 24% | 27% | 30% |
27 | XS2010044621 | SIBUR SECURITIES DAC | 16% | 19% | 22% | 24% | 27% | 30% |
28 | RU000A0JS934 | EURASIAN DEVELOPMENT BAN | 8% | 11% | 14% | 14% | 17% | 20% |
29 | RU000A0ZYLU6 | DOM RF | 8% | 11% | 14% | 14% | 17% | 20% |
30 | RU000A0ZZ1N0 | DOM RF | 8% | 11% | 14% | 14% | 17% | 20% |
31 | XS1567051443 | SEVERSTAL (STEEL CAP) | 6% | 9% | 12% | 12% | 15% | 18% |
32 | RU000A0ZZDB0 | EURASIAN DEVELOPMENT BAN | 14% | 17% | 20% | 20% | 23% | 26% |
33 | RU000A100JC1 | EURASIAN DEVELOPMENT BAN | 14% | 17% | 20% | 20% | 23% | 26% |
34 | CH0346828400 | GAZPROM (GAZ CAPITAL SA) | 9% | 12% | 15% | 14% | 17% | 20% |
35 | XS1589324075 | MMC NORILSK (MMC FIN) | 13% | 16% | 19% | 18% | 21% | 24% |
36 | RU000A101590 | DOM RF | 10% | 13% | 16% | 14% | 17% | 20% |
37 | XS0919504562 | LUKOIL INTL FINANCE BV | 14% | 17% | 20% | 18% | 21% | 24% |
38 | XS1691350455 | RUSHYDRO (RUSHYDRO CAP) | 14% | 17% | 20% | 18% | 21% | 24% |
39 | CH0374882816 | GAZPROM (GAZ CAPITAL SA) | 11% | 14% | 17% | 14% | 17% | 20% |
40 | XS2069992258 | MMC NORILSK (MMC FIN) | 24% | 27% | 30% | 26% | 29% | 32% |
41 | XS1622146758 | MMC NORILSK (MMC FIN) | 10% | 13% | 16% | 12% | 15% | 18% |
42 | RU000A1018M7 | SOPF OOO | 19% | 22% | 25% | 18% | 21% | 24% |
43 | RU000A101PK9 | EURASIAN DEVELOPMENT BAN | 30% | 33% | 36% | 28% | 31% | 34% |
44 | RU000A0ZYFN3 | DOM RF | 16% | 19% | 22% | 14% | 17% | 20% |
45 | RU000A0JWUE9 | SBERBANK OF RUSSIA PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
46 | RU000A0ZYUJ0 | SBERBANK OF RUSSIA PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
47 | RU000A0ZZH84 | VTB BANK PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
48 | RU000A100VB8 | SBERBANK OF RUSSIA PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
49 | RU000A1012R9 | SBERBANK OF RUSSIA PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
50 | XS1843437036 | RUSSIAN RAIL(RZD CAP) | 44% | 47% | 50% | 42% | 45% | 48% |
51 | XS2159874002 | LUKOIL SECURITIES BV | 50% | 53% | 56% | 48% | 51% | 54% |
52 | CH0419041634 | RUSSIAN RAIL(RZD CAP) | 46% | 49% | 52% | 44% | 47% | 50% |
53 | RU000A0JXFY6 | GAZPROM CAPITAL OOO | 28% | 31% | 34% | 26% | 29% | 32% |
54 | RU000A0ZZ117 | SBERBANK OF RUSSIA PJSC | 26% | 29% | 32% | 24% | 27% | 30% |
55 | RU000A0ZZXS2 | SBERBANK OF RUSSIA PJSC | 28% | 31% | 34% | 26% | 29% | 32% |
56 | RU000A101C89 | SBERBANK OF RUSSIA PJSC | 28% | 31% | 34% | 26% | 29% | 32% |
57 | RU000A102CU4 | SBERBANK OF RUSSIA PJSC | 28% | 31% | 34% | 26% | 29% | 32% |
58 | RU000A0ZZBN9 | SBERBANK OF RUSSIA PJSC | 18% | 21% | 24% | 14% | 17% | 20% |
59 | RU000A0ZZWZ9 | SBERBANK OF RUSSIA PJSC | 18% | 21% | 24% | 14% | 17% | 20% |
60 | RU000A100220 | ROSBANK PJSC | 18% | 21% | 24% | 14% | 17% | 20% |
61 | RU000A102F28 | ROSBANK PJSC | 24% | 27% | 30% | 20% | 23% | 26% |
62 | RU000A102FR3 | SBERBANK OF RUSSIA PJSC | 24% | 27% | 30% | 20% | 23% | 26% |
63 | RU000A100TH9 | ROSBANK PJSC | 26% | 29% | 32% | 22% | 25% | 28% |
64 | RU000A0ZZE20 | SBERBANK OF RUSSIA PJSC | 26% | 29% | 32% | 20% | 23% | 26% |
65 | RU000A100K80 | SBERBANK OF RUSSIA PJSC | 22% | 25% | 28% | 16% | 19% | 22% |
66 | RU000A101YR6 | VTB BANK PJSC | 16% | 19% | 22% | 14% | 17% | 20% |
№ | Ticker | Description | Current concentration limits, number of securities | New concentration limits, number of securities | ||
---|---|---|---|---|---|---|
LK1 | LK2 | 1-й уровень | 2-й уровень | |||
1 | RU000A0JVNB2 | ROSBANK PJSC | 100 000 | 500 000 | 120 000 | 600 000 |
2 | XS1577953174 | OJSC NOVO(STEEL FUNDING) | 10 000 | 50 000 | 5 916 | 29 582 |
3 | XS1693971043 | SIBUR SECURITIES DAC | 10 000 | 50 000 | 6 160 | 30 798 |
4 | RU000A0JT6B2 | VEB.RF | 400 000 | 2 000 000 | 200 000 | 1 000 000 |
5 | XS1912654677 | RUSHYDRO (RUSHYDRO CAP) | 300 000 | 1 500 000 | 3 000 | 15 000 |
6 | XS0559915961 | VNESHECONOMBANK(VEB FIN) | 4 600 | 23 000 | 20 000 | 100 000 |
7 | XS0800817073 | VNESHECONOMBANK(VEB FIN) | 5 000 | 24 000 | 20 000 | 100 000 |
8 | RU000A0JT403 | VEB.RF | 400 000 | 2 000 000 | 200 000 | 1 000 000 |
9 | XS0743596040 | SBERBANK (SB CAP SA) | 4 200 | 21 000 | 30 000 | 150 000 |
10 | RU000A1025U5 | SBERBANK OF RUSSIA PJSC | 1 000 000 | 5 000 000 | 800 000 | 4 000 000 |
11 | XS0893212398 | VNESHECONOMBANK(VEB FIN) | 4 100 | 20 500 | 10 000 | 50 000 |
12 | XS0831571434 | EURASIAN DEVELOPMENT BAN | 1 400 | 4 200 | 10 000 | 50 000 |
13 | XS1433454243 | SCF CAPITAL LTD | 15 000 | 75 000 | 9 969 | 49 843 |
14 | XS1713474325 | POLYUS FINANCE PLC | 10 000 | 50 000 | 9 403 | 47 013 |
15 | XS1912655054 | RUSHYDRO (RUSHYDRO CAP) | 2 000 | 10 000 | 3 000 | 15 000 |
16 | RU000A0JR5F7 | DOM RF | 100 000 | 500 000 | 24 000 | 120 000 |
17 | RU000A0JTDX1 | DOM RF | 200 000 | 1 000 000 | 120 000 | 600 000 |
18 | RU000A0JTW83 | DOM RF | 200 000 | 1 000 000 | 120 000 | 600 000 |
19 | RU000A0JUKX4 | DOM RF | 100 000 | 500 000 | 120 000 | 600 000 |
20 | RU000A0JRTN2 | VEB.RF | 200 000 | 1 000 000 | 300 000 | 1 500 000 |
21 | RU000A0JS4Z7 | VEB.RF | 400 000 | 2 000 000 | 300 000 | 1 500 000 |
22 | RU000A0JU773 | VTB BANK PJSC | 400 000 | 2 000 000 | 393 241 | 1 966 204 |
23 | RU000A0JU7Y9 | GAZPROMBANK JSC | 400 000 | 2 000 000 | 200 000 | 1 000 000 |
24 | RU000A0JV3Q3 | VTB BANK PJSC | 400 000 | 2 000 000 | 200 000 | 1 000 000 |
25 | RU000A0JWNB0 | ROSBANK PJSC | 100 000 | 500 000 | 140 000 | 700 000 |
26 | RU000A1022J5 | VTB BANK PJSC | 200 000 | 1 000 000 | 183 031 | 915 155 |
27 | RU000A102RS6 | SBERBANK OF RUSSIA PJSC | 1 000 000 | 5 000 000 | 820 000 | 4 100 000 |
28 | RU000A102YG7 | SBERBANK OF RUSSIA PJSC | 800 000 | 4 000 000 | 360 000 | 1 800 000 |
29 | RU000A102YH5 | SBERBANK OF RUSSIA PJSC | 600 000 | 3 000 000 | 540 000 | 2 700 000 |
30 | XS0993162683 | VNESHECONOMBANK(VEB FIN) | 4 900 | 24 500 | 23 000 | 115 000 |
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