12.08.2021 20:36
Об изменении риск-параметров на фондовом рынке и рынке депозитов
С 18 августа 2021 г. решением НКО НКЦ (АО) изменяются риск-параметры на фондовом рынке и рынке депозитов:
- Устанавливаются новые ставки рыночного риска по следующим облигациям:
№ | Торговый код | Название | Действующие минимальные ограничительные уровни ставок рыночного риска |
Новые минимальные ограничительные уровни ставок рыночного риска |
||||
---|---|---|---|---|---|---|---|---|
1 уровень, S_1_min |
2 уровень, S_2_min |
3 уровень, S_3_min | 1 уровень, S_1_min |
2 уровень, S_2_min |
3 уровень, S_3_min | |||
1 | RU000A0JXTY7 | ЧТПЗ, 001P-04 | 7% | 10% | 13% | 100% | 100% | 100% |
2 | RU000A0JXHE4 | ЧТПЗ, 001P-02 | 9% | 12% | 15% | 100% | 100% | 100% |
3 | RU000A0ZYM21 | Домодедово Фьюэл Фасилитис, 001P-01 | 12% | 15% | 18% | 100% | 100% | 100% |
4 | RU000A0JXME4 | ЧТПЗ, 001P-03 | 14% | 17% | 20% | 100% | 100% | 100% |
5 | RU000A101WB4 | ЧТПЗ, 001Р-05 | 17% | 20% | 23% | 100% | 100% | 100% |
6 | RU000A0ZYLQ4 | Газпром нефть, 001P-05R | 17% | 20% | 23% | 28% | 31% | 34% |
7 | RU000A0JUG98 | Международный инвестиционный банк (МИБ), 04 | 9% | 12% | 15% | 18% | 21% | 24% |
8 | RU000A0JV9D8 | ВЭБ-лизинг, БО-06 | 16% | 19% | 22% | 23% | 26% | 29% |
9 | RU000A0JV9H9 | ВЭБ-лизинг, БО-07 | 16% | 19% | 22% | 23% | 26% | 29% |
10 | RU000A0ZYQY7 | АФК Система, 001P-07 | 8% | 11% | 14% | 15% | 18% | 21% |
11 | RU000A0JXP45 | Газпромбанк, БО-16 | 8% | 11% | 14% | 14% | 17% | 20% |
12 | RU000A0ZYGB6 | Альфа-Банк, БО-22 | 7% | 10% | 13% | 13% | 16% | 19% |
13 | RU000A100AN7 | МОЭК, 001P-02 | 7% | 10% | 13% | 13% | 16% | 19% |
14 | RU000A0JXRD5 | Почта России, БО-001P-02 | 9% | 12% | 15% | 14% | 17% | 20% |
15 | RU000A0JTU85 | РЖД, 28 | 8% | 11% | 14% | 13% | 16% | 19% |
16 | RU000A0JWYQ5 | АФК Система, 001P-04 | 8% | 11% | 14% | 13% | 16% | 19% |
17 | RU000A0JXMP0 | Почта России, БО-04 | 8% | 11% | 14% | 13% | 16% | 19% |
18 | RU000A0ZYU21 | Альфа-Банк, БО-40 | 8% | 11% | 14% | 13% | 16% | 19% |
19 | RU000A101KK0 | Роснано, БО-002P-04 | 8% | 11% | 14% | 13% | 16% | 19% |
20 | RU000A0JXRS3 | ИКС 5 ФИНАНС, 001P-02 | 9% | 12% | 15% | 13% | 16% | 19% |
21 | RU000A0ZYJR6 | Совкомбанк, БО-05 | 9% | 12% | 15% | 13% | 16% | 19% |
22 | RU000A101137 | Газпром нефть, 003P-01R | 9% | 12% | 15% | 13% | 16% | 19% |
23 | RU000A0JXRV7 | Альфа-Банк, БО-20 | 8% | 11% | 14% | 12% | 15% | 18% |
24 | RU000A0ZYQU5 | ДОМ.РФ, 001P-02R | 8% | 11% | 14% | 10% | 13% | 16% |
25 | RU000A0ZZ7C0 | ДОМ.РФ, 001P-04R | 8% | 11% | 14% | 10% | 13% | 16% |
26 | RU000A102M94 | ОГК-2, 003Р-01 | 10% | 13% | 16% | 12% | 15% | 18% |
27 | RU000A102KZ6 | ГСП-Финанс, 01 | 14% | 17% | 20% | 13% | 16% | 19% |
28 | RU000A101MG4 | Россети, БО-001P-02 | 30% | 33% | 36% | 28% | 31% | 34% |
29 | RU000A1028T1 | ФСК ЕЭС, 001P-02R | 42% | 45% | 48% | 40% | 43% | 46% |
30 | RU000A1036S6 | ФСК ЕЭС, 001P-03R | 42% | 45% | 48% | 40% | 43% | 46% |
31 | RU000A0JQ7Z2 | РЖД, 19 | 16% | 19% | 22% | 14% | 17% | 20% |
32 | RU000A0JXC24 | Транснефть, БО-001P-05 | 15% | 18% | 21% | 13% | 16% | 19% |
33 | RU000A0JXEV5 | МТС, 001P-01 | 9% | 12% | 15% | 7% | 10% | 13% |
34 | RU000A0JXQ44 | РЖД, 001P-02R | 19% | 22% | 25% | 17% | 20% | 23% |
35 | RU000A0ZYU05 | РЖД, 001P-05R | 18% | 21% | 24% | 16% | 19% | 22% |
36 | RU000A0ZYWY5 | МТС, 001P-06 | 16% | 19% | 22% | 14% | 17% | 20% |
37 | RU000A0ZYXV9 | Газпром нефть, 001P-06R | 15% | 18% | 21% | 13% | 16% | 19% |
38 | RU000A0ZZ7E6 | Республика Саха (Якутия), 35010 | 15% | 18% | 21% | 13% | 16% | 19% |
39 | RU000A0ZZ9R4 | РЖД, 001P-07R | 16% | 19% | 22% | 14% | 17% | 20% |
40 | RU000A0ZZNJ2 | Республика Саха (Якутия), 35011 | 15% | 18% | 21% | 13% | 16% | 19% |
41 | RU000A0ZZQU2 | Газпромбанк, 001P-01P | 15% | 18% | 100% | 13% | 16% | 19% |
42 | RU000A0ZZRK1 | ФПК, 001P-04 | 15% | 18% | 21% | 13% | 16% | 19% |
43 | RU000A1002C2 | РЖД, 001P-12R | 15% | 18% | 21% | 13% | 16% | 19% |
44 | RU000A1002P4 | МегаФон, БО-001P-05 | 9% | 12% | 15% | 7% | 10% | 13% |
45 | RU000A1002U4 | Магнит, БО-003P-01 | 9% | 12% | 15% | 7% | 10% | 13% |
46 | RU000A1003L1 | Фольксваген Банк РУС, 001P-03 | 9% | 12% | 15% | 7% | 10% | 13% |
47 | RU000A1003Q0 | РН Банк, БО-001P-04 | 9% | 12% | 15% | 7% | 10% | 13% |
48 | RU000A1007Z2 | РЖД, 001P-13R | 24% | 27% | 30% | 22% | 25% | 28% |
49 | RU000A1008D7 | РЖД, 001P-14R | 24% | 27% | 30% | 22% | 25% | 28% |
50 | RU000A100Y50 | СУЭК-Финанс, 001P-04R | 15% | 18% | 21% | 13% | 16% | 19% |
51 | RU000A100ZK0 | МТС, 001P-12 | 15% | 18% | 21% | 13% | 16% | 19% |
52 | RU000A1011R1 | Россельхозбанк, БО-10P | 15% | 18% | 21% | 13% | 16% | 19% |
53 | RU000A101M04 | РЖД, 001P-20R | 21% | 24% | 27% | 19% | 22% | 25% |
54 | RU000A101P27 | Республика Саха (Якутия), 35014 | 16% | 19% | 22% | 14% | 17% | 20% |
55 | RU000A101QL5 | ГТЛК, 001P-17 | 19% | 22% | 25% | 17% | 20% | 23% |
56 | RU000A101QN1 | Газпром Капитал, БО-001Р-04 | 22% | 25% | 28% | 20% | 23% | 26% |
57 | RU000A101RV2 | Казахстан, 07 | 22% | 25% | 28% | 20% | 23% | 26% |
58 | RU000A101SC0 | ГТЛК, 001P-18 | 21% | 24% | 27% | 19% | 22% | 25% |
59 | RU000A101UE2 | Росэксимбанк, 002Р-03 | 22% | 25% | 28% | 20% | 23% | 26% |
60 | RU000A101UG7 | Свердловская область, 34007 | 16% | 19% | 22% | 14% | 17% | 20% |
61 | RU000A101ZH4 | Почта России, БО-001Р-10 | 16% | 19% | 22% | 14% | 17% | 20% |
62 | RU000A1020L5 | Самарская область, 35015 | 16% | 19% | 22% | 14% | 17% | 20% |
63 | RU000A102788 | Альфа-Банк, 002Р-07 | 9% | 12% | 15% | 7% | 10% | 13% |
64 | RU000A102CT6 | Свердловская область, 35009 | 18% | 21% | 24% | 16% | 19% | 22% |
65 | RU000A102G35 | Московская область, 35016 | 16% | 19% | 22% | 14% | 17% | 20% |
66 | XS1567117566 | Альфа-Банк, 9.25% 16feb2022, RUB (6) | 9% | 12% | 15% | 7% | 10% | 13% |
67 | XS1574787294 | РЖД, 8.99% 3mar2024, RUB | 15% | 18% | 21% | 13% | 16% | 19% |
68 | XS1577961516 | ГТЛК, 5.125% 31may2024, USD | 15% | 18% | 21% | 13% | 16% | 19% |
69 | XS1795409082 | Газпром, 2.5% 21mar2026, EUR (46) | 21% | 24% | 27% | 19% | 22% | 25% |
70 | XS2060792236 | Nord Gold, 4.125% 9oct2024, USD | 16% | 19% | 22% | 14% | 17% | 20% |
71 | XS2183144810 | ABH Financial Limited, 2.7% 11jun2023, EUR (6) | 12% | 15% | 18% | 10% | 13% | 16% |
72 | RU000A0JTTA5 | МТС, БО-01 | 13% | 16% | 19% | 11% | 14% | 17% |
73 | RU000A0JV8D0 | ВЭБ-лизинг, БО-04 | 13% | 17% | 21% | 11% | 14% | 17% |
74 | RU000A0JV8G3 | ВЭБ-лизинг, БО-05 | 13% | 17% | 21% | 11% | 14% | 17% |
75 | RU000A0JVVA7 | Роснано, 06 | 11% | 14% | 17% | 9% | 12% | 15% |
76 | RU000A0JWGV2 | Почта России, БО-02 | 10% | 13% | 16% | 8% | 11% | 14% |
77 | RU000A0JWXF0 | Красноярский край, 34012 | 11% | 14% | 17% | 9% | 12% | 15% |
78 | RU000A0JX215 | ХМАО, 35001 | 10% | 13% | 16% | 8% | 11% | 14% |
79 | RU000A0JXNF9 | Газпром нефть, 001P-01R | 10% | 13% | 16% | 8% | 11% | 14% |
80 | RU000A0JXR50 | Россети Московский регион, БО-10 | 10% | 13% | 16% | 8% | 11% | 14% |
81 | RU000A0JXT41 | Самарская область, 35013 | 13% | 16% | 19% | 11% | 14% | 17% |
82 | RU000A0ZYXJ4 | Россельхозбанк, БО-05P | 10% | 13% | 16% | 8% | 11% | 14% |
83 | RU000A0ZZM87 | Красноярский край, 35016 | 13% | 16% | 19% | 11% | 14% | 17% |
84 | RU000A1005H4 | МОЭК, 001P-01 | 10% | 13% | 16% | 8% | 11% | 14% |
85 | RU000A100881 | Ростелеком, 001P-05R | 10% | 13% | 16% | 8% | 11% | 14% |
86 | RU000A1008B1 | Тинькофф Банк, 001P-02R | 10% | 13% | 16% | 8% | 11% | 14% |
87 | RU000A1008Y3 | Почта России, БО-001P-07 | 10% | 13% | 16% | 8% | 11% | 14% |
88 | RU000A1008Z0 | ЕвроХим, БО-001P-03 | 10% | 13% | 16% | 8% | 11% | 14% |
89 | RU000A1009M6 | Трансмашхолдинг, ПБО-03 | 10% | 13% | 16% | 8% | 11% | 14% |
90 | RU000A100A33 | Буровая компания Евразия, БО-001P-02 | 10% | 13% | 16% | 8% | 11% | 14% |
91 | RU000A100AF3 | Газпромбанк, 001P-09P | 10% | 13% | 16% | 8% | 11% | 14% |
92 | RU000A101FY1 | Россети Московский регион, 001P-02 | 13% | 16% | 19% | 11% | 14% | 17% |
93 | RU000A101GR3 | Банк ФК Открытие, БО-П06 | 13% | 16% | 19% | 11% | 14% | 17% |
94 | RU000A101TK1 | Газпромбанк, 001Р-15Р | 10% | 13% | 100% | 8% | 11% | 14% |
95 | RU000A1023H7 | Международный инвестиционный банк (МИБ), БО-001Р-05 | 13% | 16% | 19% | 11% | 14% | 17% |
96 | RU000A102FS1 | АФК Система, 001P-16 | 13% | 16% | 19% | 11% | 14% | 17% |
97 | XS1400710726 | VEON Holdings, 7.25% | 11% | 14% | 17% | 9% | 12% | 15% |
98 | RU000A0JVA10 | ГТЛК, БО-04 | 14% | 17% | 20% | 12% | 15% | 18% |
99 | RU000A0JWHU2 | РЖД, БО-17 | 27% | 30% | 33% | 25% | 28% | 31% |
100 | RU000A0JWPW1 | Транснефть, БО-001P-03 | 14% | 17% | 20% | 12% | 15% | 18% |
101 | RU000A0JWTL6 | Почта России, БО-03 | 14% | 17% | 20% | 12% | 15% | 18% |
102 | RU000A0JXZB2 | РЖД, 001P-04R | 17% | 20% | 23% | 15% | 18% | 21% |
103 | RU000A0ZYDU3 | Свердловская область, 35004 | 14% | 17% | 20% | 12% | 15% | 18% |
104 | RU000A0ZZET0 | Газпром, БО-23 | 17% | 20% | 23% | 15% | 18% | 21% |
105 | RU000A100E88 | ФПК, 001P-06 | 14% | 17% | 20% | 12% | 15% | 18% |
106 | RU000A100N12 | АФК Система, 001P-11 | 14% | 17% | 20% | 12% | 15% | 18% |
107 | RU000A100PE4 | РЕСО-Лизинг, БО-П-06 | 14% | 17% | 20% | 12% | 15% | 18% |
108 | RU000A1017J5 | Газпром нефть, 003P-02R | 26% | 29% | 32% | 24% | 27% | 30% |
109 | RU000A101NG2 | МТС, 001P-15 | 20% | 23% | 26% | 18% | 21% | 24% |
110 | RU000A101PB8 | АЛРОСА, БО-06 | 17% | 20% | 23% | 15% | 18% | 21% |
111 | RU000A101PC6 | АЛРОСА, БО-07 | 17% | 20% | 23% | 15% | 18% | 21% |
112 | RU000A101PD4 | АЛРОСА, БО-05 | 17% | 20% | 23% | 15% | 18% | 21% |
113 | RU000A101PF9 | АЛРОСА, БО-04 | 17% | 20% | 23% | 15% | 18% | 21% |
114 | RU000A101PG7 | АЛРОСА, БО-03 | 17% | 20% | 23% | 15% | 18% | 21% |
115 | RU000A101QM3 | Газпром Капитал, БО-001Р-03 | 17% | 20% | 23% | 15% | 18% | 21% |
116 | RU000A101R09 | Росагролизинг, 001Р-01 | 17% | 20% | 23% | 15% | 18% | 21% |
117 | RU000A101RF5 | МРСК Центра и Приволжья, 001P-01 | 14% | 17% | 20% | 12% | 15% | 18% |
118 | RU000A101RZ3 | Казахстан, 11 | 27% | 30% | 33% | 25% | 28% | 31% |
119 | RU000A101UQ6 | ИКС 5 ФИНАНС, 001P-12 | 14% | 17% | 20% | 12% | 15% | 18% |
120 | RU000A101XH9 | Россети Московский регион, 001Р-03 | 14% | 17% | 20% | 12% | 15% | 18% |
121 | RU000A101XS6 | МОЭК, 001Р-04 | 14% | 17% | 20% | 12% | 15% | 18% |
122 | RU000A101Z17 | Свердловская область, 35008 | 20% | 23% | 26% | 18% | 21% | 24% |
123 | RU000A102FT9 | АФК Система, 001P-17 | 17% | 20% | 23% | 15% | 18% | 21% |
124 | RU000A102H91 | Автодор, БО-003P-01 | 17% | 20% | 23% | 15% | 18% | 21% |
125 | XS1502188375 | РЖД, 9.2% 7oct2023, RUB | 14% | 17% | 20% | 12% | 15% | 18% |
126 | XS1713473608 | ГТЛК, 5.95% 17apr2025, USD | 17% | 20% | 23% | 15% | 18% | 21% |
127 | XS1843443273 | Evraz plc, 5.25% 2apr2024, USD | 14% | 17% | 20% | 12% | 15% | 18% |
128 | XS1961080501 | ЕвроХим, 5.5% 13mar2024, USD | 14% | 17% | 20% | 12% | 15% | 18% |
129 | XS2184900186 | VEON Holdings, 6.3% 18jun2025 | 17% | 20% | 23% | 15% | 18% | 21% |
130 | RU000A0JUAH8 | РЖД, 30 | 17% | 20% | 23% | 14% | 17% | 20% |
131 | RU000A0JVW71 | РЖД, БО-02 | 12% | 15% | 18% | 9% | 12% | 15% |
132 | RU000A0JWK90 | Транснефть, БО-001P-01 | 15% | 18% | 21% | 12% | 15% | 18% |
133 | RU000A0JWUX9 | Альфа-Банк, БО-17 | 10% | 13% | 16% | 7% | 10% | 13% |
134 | RU000A0JX0B9 | Московская область, 35010 | 13% | 16% | 19% | 10% | 13% | 16% |
135 | RU000A0JX5W4 | Альфа-Банк, БО-18 | 13% | 16% | 19% | 10% | 13% | 16% |
136 | RU000A0JXE06 | ГТЛК, 001P-03 | 16% | 19% | 22% | 13% | 16% | 19% |
137 | RU000A0JXFS8 | Газпром Капитал, БО-05 | 16% | 19% | 22% | 13% | 16% | 19% |
138 | RU000A0JXS34 | КТЖ Финанс, 01 | 11% | 14% | 17% | 8% | 11% | 14% |
139 | RU000A0JXVM8 | Россети, БО-001P-01 | 11% | 14% | 17% | 8% | 11% | 14% |
140 | RU000A0ZYJ91 | ФСК ЕЭС, БО-04 | 16% | 19% | 22% | 13% | 16% | 19% |
141 | RU000A0ZYLC4 | Газпром нефть, 001P-04R | 17% | 20% | 23% | 14% | 17% | 20% |
142 | RU000A0ZYR18 | Башкирская содовая компания, 001P-01 | 11% | 14% | 17% | 8% | 11% | 14% |
143 | RU000A0ZYUV5 | Газпром Капитал, БО-01 | 17% | 20% | 23% | 14% | 17% | 20% |
144 | RU000A0ZYUY9 | Газпром Капитал, БО-03 | 17% | 20% | 23% | 14% | 17% | 20% |
145 | RU000A0ZYV04 | Газпром Капитал, БО-04 | 17% | 20% | 23% | 14% | 17% | 20% |
146 | RU000A0ZYWB3 | Альфа-Банк, БО-39 | 10% | 13% | 16% | 7% | 10% | 13% |
147 | RU000A0ZYWX7 | МТС, 001P-05 | 10% | 13% | 16% | 7% | 10% | 13% |
148 | RU000A0ZZAL5 | ГТЛК, 001P-11 | 12% | 15% | 18% | 9% | 12% | 15% |
149 | RU000A0ZZC48 | Красноярский край, 35015 | 13% | 16% | 19% | 10% | 13% | 16% |
150 | RU000A0ZZES2 | Газпром, БО-22 | 18% | 21% | 24% | 15% | 18% | 21% |
151 | RU000A0ZZQN7 | ФСК ЕЭС, 001P-01R | 16% | 19% | 22% | 13% | 16% | 19% |
152 | RU000A0ZZX19 | РЖД, 001P-10R | 11% | 14% | 17% | 8% | 11% | 14% |
153 | RU000A0ZZZ66 | Альфа-Банк, 002P-03 | 11% | 14% | 17% | 8% | 11% | 14% |
154 | RU000A1006G4 | МегаФон, БО-001P-06 | 16% | 19% | 22% | 13% | 16% | 19% |
155 | RU000A100G03 | Буровая компания Евразия, БО-001P-03 | 15% | 18% | 21% | 12% | 15% | 18% |
156 | RU000A100HY9 | РЖД, 001P-16R | 20% | 23% | 26% | 17% | 20% | 23% |
157 | RU000A100JF4 | Транснефть, БО-001P-12 | 11% | 14% | 17% | 8% | 11% | 14% |
158 | RU000A100LV7 | ЕвроХим, БО-001P-05 | 15% | 18% | 21% | 12% | 15% | 18% |
159 | RU000A100RG5 | ЕвроХим, БО-001P-06 | 15% | 18% | 21% | 12% | 15% | 18% |
160 | RU000A100VQ6 | ГМК Норильский никель, БО-001P-01 | 17% | 20% | 23% | 14% | 17% | 20% |
161 | RU000A100YF3 | ХК Металлоинвест, БО-03 | 18% | 21% | 24% | 15% | 18% | 21% |
162 | RU000A100Z91 | ГТЛК, 001P-15 | 15% | 18% | 21% | 12% | 15% | 18% |
163 | RU000A101012 | АФК Система, 001P-12 | 17% | 20% | 23% | 14% | 17% | 20% |
164 | RU000A1010B7 | Транснефть, БО-001P-13 | 21% | 24% | 27% | 18% | 21% | 24% |
165 | RU000A1010D3 | Республика Саха (Якутия), 35013 | 17% | 20% | 23% | 14% | 17% | 20% |
166 | RU000A1012B3 | ФПК, 001P-07 | 19% | 22% | 25% | 16% | 19% | 22% |
167 | RU000A101350 | Газпромбанк, 001P-14P | 17% | 20% | 23% | 14% | 17% | 20% |
168 | RU000A101541 | Ростелеком, 002P-01R | 19% | 22% | 25% | 16% | 19% | 22% |
169 | RU000A1016N9 | Свердловская область, 35006 | 18% | 21% | 24% | 15% | 18% | 21% |
170 | RU000A1018C8 | Трансмашхолдинг, ПБО-04 | 17% | 20% | 23% | 14% | 17% | 20% |
171 | RU000A101FG8 | Ростелеком, 002P-02R | 22% | 25% | 28% | 19% | 22% | 25% |
172 | RU000A101FH6 | МТС, 001P-14 | 22% | 25% | 28% | 19% | 22% | 25% |
173 | RU000A101GZ6 | Уралкалий, ПБО-06-P | 17% | 20% | 23% | 14% | 17% | 20% |
174 | RU000A101LM4 | Международный инвестиционный банк (МИБ), БО-001P-02 | 17% | 20% | 23% | 14% | 17% | 20% |
175 | RU000A101RD0 | МТС, 001P-17 | 11% | 14% | 17% | 8% | 11% | 14% |
176 | RU000A101ST4 | РЕСО-Лизинг, БО-П-03 | 11% | 14% | 17% | 8% | 11% | 14% |
177 | RU000A101UR4 | Башкирская содовая компания, 001P-02 | 17% | 20% | 23% | 14% | 17% | 20% |
178 | RU000A1025H2 | ВБРР, 001Р-05 | 12% | 15% | 18% | 9% | 12% | 15% |
179 | XS0070553820 | European Investment Bank (EIB), 0% 6nov2026, USD | 24% | 27% | 30% | 21% | 24% | 27% |
180 | XS1405775377 | Evraz plc, 6.75% 31jan2022, USD | 9% | 12% | 15% | 6% | 9% | 12% |
181 | XS1533915721 | Evraz plc, 5.375% 20mar2023, USD | 11% | 14% | 17% | 8% | 11% | 14% |
182 | XS1585190389 | Газпром, 4.95% 23mar2027, USD (41) | 23% | 26% | 29% | 20% | 23% | 26% |
183 | XS1946883342 | Альфа-Банк, 9.35% 6aug2022, RUB (9) | 11% | 14% | 17% | 8% | 11% | 14% |
184 | XS1951084471 | Газпром, 5.15% 11feb2026, USD (48) | 21% | 24% | 27% | 18% | 21% | 24% |
185 | CH0385518086 | ABH Financial Limited, 2.875% 9nov2022, CHF (5) | 10% | 13% | 16% | 7% | 10% | 13% |
186 | RU000A0JXN05 | РЖД, 001P-01R | 14% | 17% | 20% | 11% | 14% | 17% |
187 | RU000A0JXR43 | Республика Саха (Якутия), 35009 | 14% | 17% | 20% | 11% | 14% | 17% |
188 | RU000A0ZZ4P9 | РЖД, 001P-06R | 14% | 17% | 20% | 11% | 14% | 17% |
189 | RU000A100UT2 | Почта России, БО-001P-08 | 14% | 17% | 20% | 11% | 14% | 17% |
190 | RU000A100VG7 | СУЭК-Финанс, 001P-03R | 14% | 17% | 20% | 11% | 14% | 17% |
191 | RU000A100XP4 | Московская область, 34012 | 14% | 17% | 20% | 11% | 14% | 17% |
192 | RU000A100YU2 | Акрон, БО-001P-03 | 14% | 17% | 20% | 11% | 14% | 17% |
193 | RU000A101HJ8 | Магнит, БО-002Р-01 | 14% | 17% | 20% | 11% | 14% | 17% |
194 | RU000A101MC3 | Магнит, БО-002P-02 | 14% | 17% | 20% | 11% | 14% | 17% |
195 | RU000A101MZ4 | Международный инвестиционный банк (МИБ), БО-001P-04 | 14% | 17% | 20% | 11% | 14% | 17% |
196 | RU000A101XN7 | АФК Система, 001Р-14 | 14% | 17% | 20% | 11% | 14% | 17% |
197 | RU000A0JXR84 | РЖД, 001P-03R | 18% | 21% | 24% | 14% | 17% | 20% |
198 | RU000A101CQ4 | СУЭК-Финанс, 001P-05R | 18% | 21% | 24% | 14% | 17% | 20% |
199 | RU000A101GJ0 | Газпром нефть, 003P-03R | 18% | 21% | 24% | 14% | 17% | 20% |
200 | XS2010040397 | Уралкалий, 4% 22oct2024, USD | 18% | 21% | 24% | 14% | 17% | 20% |
201 | XS2010044381 | ГТЛК, 4.949% 18feb2026, USD | 21% | 24% | 27% | 17% | 20% | 23% |
202 | RU000A0JVUK8 | АФК Система, 001P-01 | 12% | 15% | 18% | 8% | 11% | 14% |
203 | RU000A0JXN21 | АФК Система, 001P-06 | 12% | 15% | 18% | 8% | 11% | 14% |
204 | RU000A0JXPG2 | ГТЛК, 001P-04 | 15% | 18% | 21% | 11% | 14% | 17% |
205 | RU000A0JY023 | ГТЛК, 001P-05 | 12% | 15% | 18% | 8% | 11% | 14% |
206 | RU000A0ZYKW4 | ХМАО, 35002 | 15% | 18% | 21% | 11% | 14% | 17% |
207 | RU000A0ZYUS1 | Транснефть, БО-001P-09 | 12% | 15% | 18% | 8% | 11% | 14% |
208 | RU000A0ZZ5H3 | Почта России, БО-001P-04 | 15% | 18% | 21% | 11% | 14% | 17% |
209 | RU000A0ZZ5J9 | Почта России, БО-001P-05 | 15% | 18% | 21% | 11% | 14% | 17% |
210 | RU000A100L14 | Банк ФК Открытие, БО-П05 | 12% | 15% | 18% | 8% | 11% | 14% |
211 | RU000A100ZS3 | Магнит, БО-003P-04 | 12% | 15% | 18% | 8% | 11% | 14% |
212 | RU000A101U38 | Промсвязьбанк, 003Р-01 | 12% | 15% | 18% | 8% | 11% | 14% |
213 | RU000A0JTLJ3 | ХК Металлоинвест, 02 | 14% | 17% | 20% | 10% | 13% | 16% |
214 | RU000A0JTLL9 | ХК Металлоинвест, 03 | 14% | 17% | 20% | 10% | 13% | 16% |
215 | RU000A0JTM28 | Башнефть, 06 | 14% | 17% | 20% | 10% | 13% | 16% |
216 | RU000A0JUW31 | Россельхозбанк, БО-13 | 13% | 16% | 19% | 9% | 12% | 15% |
217 | RU000A0JUW72 | Россельхозбанк, БО-14 | 13% | 16% | 19% | 9% | 12% | 15% |
218 | RU000A0JW1G7 | Роснано, 07 | 14% | 17% | 20% | 10% | 13% | 16% |
219 | RU000A0JWVC1 | Транснефть, БО-001P-04 | 13% | 16% | 19% | 9% | 12% | 15% |
220 | RU000A0JX1S1 | РЖД, 41 | 14% | 17% | 20% | 10% | 13% | 16% |
221 | RU000A0JXYS9 | Краснодарский край, 35001 | 16% | 19% | 22% | 12% | 15% | 18% |
222 | RU000A0ZYDH0 | ФСК ЕЭС, БО-03 | 13% | 16% | 19% | 9% | 12% | 15% |
223 | RU000A0ZYLF7 | ФПК, 001P-02 | 14% | 17% | 20% | 10% | 13% | 16% |
224 | RU000A1008J4 | АФК Система, 001P-10 | 13% | 16% | 19% | 9% | 12% | 15% |
225 | RU000A100FE5 | ГТЛК, 001P-14 | 14% | 17% | 20% | 10% | 13% | 16% |
226 | RU000A100HU7 | МТС, 001P-10 | 19% | 22% | 25% | 15% | 18% | 21% |
227 | RU000A100LS3 | ЕвроХим, БО-001P-04 | 14% | 17% | 20% | 10% | 13% | 16% |
228 | RU000A100YW8 | Тойота Банк, БО-001P-03 | 13% | 16% | 19% | 9% | 12% | 15% |
229 | RU000A1011B5 | Краснодарский край, 35003 | 20% | 23% | 26% | 16% | 19% | 22% |
230 | RU000A101459 | МРСК Центра и Приволжья, БО-02 | 14% | 17% | 20% | 10% | 13% | 16% |
231 | RU000A1017H9 | Автодор, БО-002P-05 | 14% | 17% | 20% | 10% | 13% | 16% |
232 | RU000A1018X4 | Магнит, БО-003P-05 | 14% | 17% | 20% | 10% | 13% | 16% |
233 | RU000A101939 | МТС, 001P-13 | 14% | 17% | 20% | 10% | 13% | 16% |
234 | RU000A101D13 | Сегежа Групп, 001P-01R | 14% | 17% | 20% | 10% | 13% | 16% |
235 | RU000A101EF3 | ХК Металлоинвест, БО-04 | 14% | 17% | 20% | 10% | 13% | 16% |
236 | RU000A101FC7 | Ростелеком, 002P-03R | 14% | 17% | 20% | 10% | 13% | 16% |
237 | XS1721463500 | Газпром, 2.25% 22nov2024, EUR (44) | 19% | 22% | 25% | 15% | 18% | 21% |
238 | XS1911645049 | Газпром, 2.949% 24jan2024, EUR (47) | 16% | 19% | 22% | 12% | 15% | 18% |
239 | RU000A0ZZER4 | Газпром, БО-07 | 34% | 37% | 40% | 30% | 33% | 36% |
240 | RU000A0JX2M2 | Росэксимбанк, БО-001P-01 | 12% | 15% | 18% | 7% | 10% | 13% |
241 | RU000A100EX8 | Газпром Капитал, БО-001P-01 | 13% | 16% | 19% | 8% | 11% | 14% |
242 | RU000A100PQ8 | Альфа-Банк, 002P-05 | 13% | 16% | 19% | 8% | 11% | 14% |
243 | XS1521039054 | Газпром, 3.125% 17nov2023, EUR (39) | 16% | 19% | 22% | 11% | 14% | 17% |
244 | RU000A0JXQ28 | ФПК, 001P-01 | 14% | 17% | 20% | 9% | 12% | 15% |
245 | RU000A0ZYC98 | МегаФон, БО-001P-03 | 14% | 17% | 20% | 9% | 12% | 15% |
246 | RU000A0ZYDS7 | Газпром нефть, 001P-03R | 14% | 17% | 20% | 9% | 12% | 15% |
247 | RU000A0ZYFC6 | МТС, 001P-03 | 14% | 17% | 20% | 9% | 12% | 15% |
248 | RU000A0ZYG52 | Ростелеком, 001P-03R | 14% | 17% | 20% | 9% | 12% | 15% |
249 | RU000A0ZZPZ3 | Россельхозбанк, БО-06P | 14% | 17% | 20% | 9% | 12% | 15% |
250 | RU000A100A58 | МТС, 001P-08 | 14% | 17% | 20% | 9% | 12% | 15% |
251 | RU000A100AD8 | Россети Московский регион, 001P-01 | 14% | 17% | 20% | 9% | 12% | 15% |
252 | RU000A100UU0 | РН Банк, БО-001P-06 | 14% | 17% | 20% | 9% | 12% | 15% |
253 | RU000A100V79 | Тинькофф Банк, 001P-03R | 14% | 17% | 20% | 9% | 12% | 15% |
254 | RU000A100YR8 | Роснано, БО-002P-03 | 14% | 17% | 20% | 9% | 12% | 15% |
255 | RU000A101129 | Россельхозбанк, БО-01R-Р | 14% | 17% | 20% | 9% | 12% | 15% |
256 | RU000A101228 | МОЭК, 001P-03 | 14% | 17% | 20% | 9% | 12% | 15% |
257 | RU000A1013U1 | Славнефть, 001P-03 | 14% | 17% | 20% | 9% | 12% | 15% |
258 | XS1603335610 | ХК Металлоинвест, 4.85% 2may2024, USD | 17% | 20% | 23% | 12% | 15% | 18% |
259 | RU000A1008V9 | Роснано, 08 | 18% | 21% | 24% | 12% | 15% | 18% |
260 | RU000A100SZ3 | Почта России, БО-001P-06 | 14% | 17% | 100% | 8% | 11% | 14% |
261 | RU000A100UG9 | ХКФ Банк, БО-06 | 14% | 17% | 20% | 8% | 11% | 14% |
262 | RU000A0JWPL4 | ИКС 5 ФИНАНС, БО-07 | 14% | 17% | 20% | 7% | 10% | 13% |
263 | RU000A0ZYRX7 | Газпромбанк, БО-18 | 14% | 17% | 20% | 7% | 10% | 13% |
264 | RU000A0ZYRY5 | Газпромбанк, БО-19 | 14% | 17% | 20% | 7% | 10% | 13% |
265 | RU000A1003A4 | ГТЛК, 001P-13 | 14% | 17% | 20% | 7% | 10% | 13% |
266 | XS1319820897 | Южный газовый коридор, 6.875% 24mar2026, USD | 25% | 28% | 31% | 17% | 20% | 23% |
267 | RU000A0JWGD0 | Башнефть, БО-08 | 16% | 19% | 22% | 8% | 11% | 14% |
268 | RU000A101D54 | ГТЛК-1520, П01-БО-02 | 21% | 24% | 27% | 12% | 15% | 18% |
269 | RU000A0JVYG8 | Росэксимбанк, 01 | 17% | 20% | 23% | 7% | 10% | 13% |
270 | RU000A101780 | Росэксимбанк, 002P-01 | 25% | 28% | 31% | 13% | 16% | 19% |
271 | RU000A0JWJX2 | Россети Московский регион, БО-05 | 28% | 31% | 34% | 14% | 17% | 20% |
272 | RU000A0JWTN2 | Ростелеком, 001P-01R | 28% | 31% | 34% | 14% | 17% | 20% |
273 | RU000A100XC2 | Полюс, ПБО-01 | 28% | 31% | 34% | 14% | 17% | 20% |
274 | RU000A0JXPK4 | Транснефть, БО-07 | 28% | 31% | 34% | 13% | 16% | 19% |
275 | RU000A0ZZTL5 | ФПК, 001P-05 | 29% | 32% | 35% | 12% | 15% | 18% |
276 | RU000A100FR7 | КАМАЗ, БО-П03 | 25% | 28% | 31% | 8% | 11% | 14% |
277 | RU000A100YK3 | КАМАЗ, БО-П05 | 25% | 28% | 31% | 8% | 11% | 14% |
278 | RU000A1033Z8 | Москва, 74 | 38% | 41% | 44% | 21% | 24% | 27% |
279 | RU000A1003C0 | КАМАЗ, БО-П01 | 25% | 28% | 31% | 7% | 10% | 13% |
280 | RU000A102A15 | Санкт-Петербург, 35003 | 36% | 39% | 42% | 16% | 19% | 22% |
281 | XS2301292400 | Газпром, 1.5% 17feb2027, EUR (7) | 42% | 45% | 48% | 21% | 24% | 27% |
282 | RU000A0JQAL8 | ДОМ.РФ, 14 | 8% | 11% | 14% | 12% | 15% | 18% |
283 | RU000A0JV0U1 | Альфа-Банк, БО-15 | 9% | 12% | 15% | 12% | 15% | 18% |
284 | RU000A101MB5 | Совкомбанк, БО-П02 | 7% | 10% | 13% | 9% | 12% | 15% |
285 | RU000A100VR4 | Газпромбанк, 001P-13P | 15% | 18% | 21% | 13% | 16% | 19% |
286 | XS0609017917 | РЖД, 7.487% 25mar2031, GBP | 25% | 30% | 35% | 23% | 26% | 29% |
287 | XS2131995958 | ГТЛК, 4.65% 10mar2027, USD | 22% | 25% | 28% | 20% | 23% | 26% |
288 | RU000A0JTVJ2 | Россельхозбанк, 20 | 10% | 13% | 16% | 8% | 11% | 14% |
289 | RU000A100A90 | РН Банк, БО-001P-05 | 10% | 13% | 16% | 8% | 11% | 14% |
290 | XS0304274599 | Лукойл, 6.656% 7jun2022, USD | 8% | 11% | 14% | 6% | 9% | 12% |
291 | RU000A101LX1 | ФСК ЕЭС, 001P-05R | 32% | 35% | 38% | 30% | 33% | 36% |
292 | RU000A101PJ1 | Магнит, БО-002Р-03 | 14% | 17% | 20% | 12% | 15% | 18% |
293 | XS1951067039 | Московский кредитный банк, 5.15% 20feb2024, EUR | 14% | 17% | 20% | 12% | 15% | 18% |
294 | XS2058691663 | VEON Holdings, 4% 9apr2025 | 17% | 20% | 23% | 15% | 18% | 21% |
295 | RU000A0JQRD9 | РЖД, 23 | 17% | 20% | 23% | 14% | 17% | 20% |
296 | RU000A0ZZXM5 | Газпромбанк, 001P-03P | 11% | 14% | 17% | 8% | 11% | 14% |
297 | RU000A101LJ0 | ЕвроХим, БО-001P-08 | 17% | 20% | 23% | 14% | 17% | 20% |
298 | XS0643183220 | VEON Holdings, 7.5043% 1mar2022 | 9% | 13% | 17% | 6% | 9% | 12% |
299 | XS0864383723 | НОВАТЭК, 4.422% 13dec2022, USD | 10% | 13% | 16% | 7% | 10% | 13% |
300 | XS0885736925 | Газпром, 4.95% 6feb2028, USD (29) | 24% | 29% | 34% | 21% | 24% | 27% |
301 | XS0889401724 | VEON Holdings, 5.95% 13feb2023 | 11% | 14% | 17% | 8% | 11% | 14% |
302 | XS0921331509 | МТС, 5% 30may2023, USD | 12% | 15% | 18% | 9% | 12% | 15% |
303 | XS1298447019 | ГМК Норильский никель, 6.625% 14oct2022, USD | 9% | 12% | 15% | 6% | 9% | 12% |
304 | RU000A101LY9 | Ростелеком, 002P-04R | 14% | 17% | 20% | 11% | 14% | 17% |
305 | XS0997544860 | Газпром нефть, 6% 27nov2023, USD | 15% | 18% | 21% | 11% | 14% | 17% |
306 | XS0764220017 | РЖД, 5.70% 5apr2022, USD | 10% | 15% | 20% | 6% | 9% | 12% |
307 | XS0906949523 | Газпром, 4.364% 21mar2025, EUR (31) | 19% | 22% | 25% | 15% | 18% | 21% |
308 | XS1574068844 | РЖД, 4.375% 1mar2024, USD | 16% | 19% | 22% | 12% | 15% | 18% |
309 | XS2099763075 | Московский кредитный банк, 4.7% 29jan2025, USD | 19% | 22% | 25% | 15% | 18% | 21% |
310 | RU000A1002E8 | Газпромбанк, 001P-05P | 15% | 18% | 21% | 10% | 13% | 16% |
311 | XS0841671000 | Северсталь, 5.9% 17oct2022, USD | 12% | 15% | 18% | 7% | 10% | 13% |
312 | RU000A0JNYN1 | Москва, 48 | 13% | 18% | 23% | 8% | 11% | 14% |
313 | RU000A0JWS92 | Транснефть, БО-06 | 13% | 16% | 19% | 8% | 11% | 14% |
314 | XS0805570354 | Газпром, 4.95% 19jul2022, USD (26) | 11% | 16% | 21% | 6% | 9% | 12% |
315 | XS1041815116 | РЖД, 4.6% 6mar2023, EUR | 13% | 18% | 23% | 8% | 11% | 14% |
316 | RU000A100WC4 | Московский кредитный банк, 001P-01 | 14% | 17% | 20% | 9% | 12% | 15% |
317 | XS1405775617 | НЛМК, 4.5% 15jun2023, USD | 14% | 17% | 20% | 9% | 12% | 15% |
318 | XS0830192711 | Газпром нефть, 4.375% 19sep2022, USD | 12% | 15% | 18% | 6% | 9% | 12% |
319 | RU000A0JUFE4 | ВЭБ-лизинг, USD-11 | 19% | 23% | 100% | 9% | 12% | 15% |
320 | RU000A0JUFF1 | ВЭБ-лизинг, USD-12 | 19% | 23% | 100% | 9% | 12% | 15% |
321 | RU000A0JUFG9 | ВЭБ-лизинг, USD-13 | 19% | 23% | 100% | 9% | 12% | 15% |
322 | RU000A0JUFH7 | ВЭБ-лизинг, USD-14 | 19% | 23% | 100% | 9% | 12% | 15% |
323 | RU000A1030S9 | Москва, 72 | 27% | 30% | 33% | 14% | 17% | 20% |
324 | RU000A1007V1 | КАМАЗ, БО-П02 | 25% | 28% | 31% | 8% | 11% | 14% |
- Устанавливаются новые лимиты концентрации по следующим облигациям:
№ | Торговый код | Название | Новые лимиты концентрации |
|
---|---|---|---|---|
1-й уровень | 2-й уровень | |||
1 | RU000A0JQAL8 | ДОМ.РФ, 14 | 140 000.00 | 700 000.00 |
2 | RU000A0JV0U1 | Альфа-Банк, БО-15 | 100 000.00 | 500 000.00 |
3 | RU000A101MB5 | Совкомбанк, БО-П02 | 240 000.00 | 1 200 000.00 |
4 | RU000A100VR4 | Газпромбанк, 001P-13P | 300 000.00 | 1 500 000.00 |
5 | XS0609017917 | РЖД, 7.487% 25mar2031, GBP | 12 546.40 | 62 732.00 |
6 | XS2131995958 | ГТЛК, 4.65% 10mar2027, USD | 12 000.00 | 60 000.00 |
7 | RU000A0JTVJ2 | Россельхозбанк, 20 | 200 000.00 | 1 000 000.00 |
8 | RU000A100A90 | РН Банк, БО-001P-05 | 160 000.00 | 800 000.00 |
9 | XS0304274599 | Лукойл, 6.656% 7jun2022, USD | 10 000.00 | 50 000.00 |
10 | RU000A101LX1 | ФСК ЕЭС, 001P-05R | 200 000.00 | 1 000 000.00 |
11 | RU000A101PJ1 | Магнит, БО-002Р-03 | 300 000.00 | 1 500 000.00 |
12 | XS1951067039 | Московский кредитный банк, 5.15% 20feb2024, EUR | 6 544.56 | 32 722.80 |
13 | XS2058691663 | VEON Holdings, 4% 9apr2025 | 20 000.00 | 100 000.00 |
14 | RU000A0JQRD9 | РЖД, 23 | 300 000.00 | 1 500 000.00 |
15 | RU000A0ZZXM5 | Газпромбанк, 001P-03P | 207 541.24 | 1 037 706.20 |
16 | RU000A101LJ0 | ЕвроХим, БО-001P-08 | 500 000.00 | 2 500 000.00 |
17 | XS0643183220 | VEON Holdings, 7.5043% 1mar2022 | 8 340.54 | 41 702.70 |
18 | XS0864383723 | НОВАТЭК, 4.422% 13dec2022, USD | 20 000.00 | 100 000.00 |
19 | XS0885736925 | Газпром, 4.95% 6feb2028, USD (29) | 18 000.00 | 90 000.00 |
20 | XS0889401724 | VEON Holdings, 5.95% 13feb2023 | 10 586.40 | 52 932.00 |
21 | XS0921331509 | МТС, 5% 30may2023, USD | 10 000.00 | 50 000.00 |
22 | XS1298447019 | ГМК Норильский никель, 6.625% 14oct2022, USD | 20 000.00 | 100 000.00 |
23 | RU000A101LY9 | Ростелеком, 002P-04R | 200 000.00 | 1 000 000.00 |
24 | XS0997544860 | Газпром нефть, 6% 27nov2023, USD | 30 000.00 | 150 000.00 |
25 | XS0764220017 | РЖД, 5.70% 5apr2022, USD | 12 091.72 | 60 458.60 |
26 | XS0906949523 | Газпром, 4.364% 21mar2025, EUR (31) | 10 000.00 | 50 000.00 |
27 | XS1574068844 | РЖД, 4.375% 1mar2024, USD | 6 395.18 | 31 975.90 |
28 | XS2099763075 | Московский кредитный банк, 4.7% 29jan2025, USD | 10 820.00 | 54 100.00 |
29 | RU000A1002E8 | Газпромбанк, 001P-05P | 264 560.88 | 1 322 804.40 |
30 | XS0841671000 | Северсталь, 5.9% 17oct2022, USD | 12 681.02 | 63 405.10 |
31 | RU000A0JNYN1 | Москва, 48 | 600 000.00 | 3 000 000.00 |
32 | RU000A0JWS92 | Транснефть, БО-06 | 340 000.00 | 1 700 000.00 |
33 | XS0805570354 | Газпром, 4.95% 19jul2022, USD (26) | 20 000.00 | 100 000.00 |
34 | XS1041815116 | РЖД, 4.6% 6mar2023, EUR | 10 000.00 | 50 000.00 |
35 | RU000A100WC4 | Московский кредитный банк, 001P-01 | 200 000.00 | 1 000 000.00 |
36 | XS1405775617 | НЛМК, 4.5% 15jun2023, USD | 8 672.18 | 43 360.90 |
37 | XS0830192711 | Газпром нефть, 4.375% 19sep2022, USD | 30 000.00 | 150 000.00 |
38 | RU000A0JUFE4 | ВЭБ-лизинг, USD-11 | 2 000.00 | 10 000.00 |
39 | RU000A0JUFF1 | ВЭБ-лизинг, USD-12 | 2 000.00 | 10 000.00 |
40 | RU000A0JUFG9 | ВЭБ-лизинг, USD-13 | 2 000.00 | 10 000.00 |
41 | RU000A0JUFH7 | ВЭБ-лизинг, USD-14 | 2 000.00 | 10 000.00 |
42 | RU000A1030S9 | Москва, 72 | 700 000.00 | 3 500 000.00 |
43 | RU000A1007V1 | КАМАЗ, БО-П02 | 81 600.00 | 408 000.00 |