12.08.2021 20:40

Risk parameters change on Securities market

CCP NCC is changing risk parameters on Securities market starting from August 18, 2021:

Ticker Description Current market risk rates New market risk rates
S_1_min S_2_min 3 уровень, S_3_min 1 уровень,
S
_1_min
S_1_min S_2_min
1 RU000A0JXTY7 CHELYABINSK PIPE PJSC 7% 10% 13% 100% 100% 100%
2 RU000A0JXHE4 CHELYABINSK PIPE PJSC 9% 12% 15% 100% 100% 100%
3 RU000A0ZYM21 DOMODEDOVO FYUEL 12% 15% 18% 100% 100% 100%
4 RU000A0JXME4 CHELYABINSK PIPE PJSC 14% 17% 20% 100% 100% 100%
5 RU000A101WB4 CHELYABINSK PIPE PJSC 17% 20% 23% 100% 100% 100%
6 RU000A0ZYLQ4 GAZPROM NEFT PJSC 17% 20% 23% 28% 31% 34%
7 RU000A0JUG98 INTL INVST BANK 9% 12% 15% 18% 21% 24%
8 RU000A0JV9D8 VEB-LEASING 16% 19% 22% 23% 26% 29%
9 RU000A0JV9H9 VEB-LEASING 16% 19% 22% 23% 26% 29%
10 RU000A0ZYQY7 SISTEMA PJSFC 8% 11% 14% 15% 18% 21%
11 RU000A0JXP45 GAZPROMBANK JSC 8% 11% 14% 14% 17% 20%
12 RU000A0ZYGB6 ALFA-BANK AO 7% 10% 13% 13% 16% 19%
13 RU000A100AN7 MOSCOW INTEGRATED POWER 7% 10% 13% 13% 16% 19%
14 RU000A0JXRD5 RUSSIAN POST FGUP 9% 12% 15% 14% 17% 20%
15 RU000A0JTU85 RUSSIAN RAILWAYS JSC 8% 11% 14% 13% 16% 19%
16 RU000A0JWYQ5 SISTEMA PJSFC 8% 11% 14% 13% 16% 19%
17 RU000A0JXMP0 RUSSIAN POST FGUP 8% 11% 14% 13% 16% 19%
18 RU000A0ZYU21 ALFA-BANK AO 8% 11% 14% 13% 16% 19%
19 RU000A101KK0 RUSNANO OAO 8% 11% 14% 13% 16% 19%
20 RU000A0JXRS3 IKS 5 FINANS 9% 12% 15% 13% 16% 19%
21 RU000A0ZYJR6 SOVCOMBANK PJSC 9% 12% 15% 13% 16% 19%
22 RU000A101137 GAZPROM NEFT PJSC 9% 12% 15% 13% 16% 19%
23 RU000A0JXRV7 ALFA-BANK AO 8% 11% 14% 12% 15% 18%
24 RU000A0ZYQU5 DOM RF 8% 11% 14% 10% 13% 16%
25 RU000A0ZZ7C0 DOM RF 8% 11% 14% 10% 13% 16%
26 RU000A102M94 OGK-2 PJSC 10% 13% 16% 12% 15% 18%
27 RU000A102KZ6 GSP FINANCE 14% 17% 20% 13% 16% 19%
28 RU000A101MG4 ROSSETTI PJSC 30% 33% 36% 28% 31% 34%
29 RU000A1028T1 FED GRID UNIFIED ENERGY 42% 45% 48% 40% 43% 46%
30 RU000A1036S6 FED GRID UNIFIED ENERGY 42% 45% 48% 40% 43% 46%
31 RU000A0JQ7Z2 RUSSIAN RAILWAYS JSC 16% 19% 22% 14% 17% 20%
32 RU000A0JXC24 TRANSNEFT PJSC 15% 18% 21% 13% 16% 19%
33 RU000A0JXEV5 MOBILE TELESYSTEMS PJSC 9% 12% 15% 7% 10% 13%
34 RU000A0JXQ44 RUSSIAN RAILWAYS JSC 19% 22% 25% 17% 20% 23%
35 RU000A0ZYU05 RUSSIAN RAILWAYS JSC 18% 21% 24% 16% 19% 22%
36 RU000A0ZYWY5 MOBILE TELESYSTEMS PJSC 16% 19% 22% 14% 17% 20%
37 RU000A0ZYXV9 GAZPROM NEFT PJSC 15% 18% 21% 13% 16% 19%
38 RU000A0ZZ7E6 REPUBLIC OF SAKHA 15% 18% 21% 13% 16% 19%
39 RU000A0ZZ9R4 RUSSIAN RAILWAYS JSC 16% 19% 22% 14% 17% 20%
40 RU000A0ZZNJ2 REPUBLIC OF SAKHA 15% 18% 21% 13% 16% 19%
41 RU000A0ZZQU2 GAZPROMBANK JSC 15% 18% 100% 13% 16% 19%
42 RU000A0ZZRK1 FEDERAL PASSENGER CO JSC 15% 18% 21% 13% 16% 19%
43 RU000A1002C2 RUSSIAN RAILWAYS JSC 15% 18% 21% 13% 16% 19%
44 RU000A1002P4 MEGAFON PJSC 9% 12% 15% 7% 10% 13%
45 RU000A1002U4 MAGNIT PJSC 9% 12% 15% 7% 10% 13%
46 RU000A1003L1 VOLKSWAGEN BANK RUS OOO 9% 12% 15% 7% 10% 13%
47 RU000A1003Q0 RN BANK JSC 9% 12% 15% 7% 10% 13%
48 RU000A1007Z2 RUSSIAN RAILWAYS JSC 24% 27% 30% 22% 25% 28%
49 RU000A1008D7 RUSSIAN RAILWAYS JSC 24% 27% 30% 22% 25% 28%
50 RU000A100Y50 SUEK FINANCE OOO 15% 18% 21% 13% 16% 19%
51 RU000A100ZK0 MOBILE TELESYSTEMS PJSC 15% 18% 21% 13% 16% 19%
52 RU000A1011R1 ROSSELKHOZBANK 15% 18% 21% 13% 16% 19%
53 RU000A101M04 RUSSIAN RAILWAYS JSC 21% 24% 27% 19% 22% 25%
54 RU000A101P27 REPUBLIC OF SAKHA 16% 19% 22% 14% 17% 20%
55 RU000A101QL5 STATE TRANSPORT LEASING 19% 22% 25% 17% 20% 23%
56 RU000A101QN1 GAZPROM CAPITAL OOO 22% 25% 28% 20% 23% 26%
57 RU000A101RV2 REPUBLIC OF KAZAKHSTAN 22% 25% 28% 20% 23% 26%
58 RU000A101SC0 STATE TRANSPORT LEASING 21% 24% 27% 19% 22% 25%
59 RU000A101UE2 EXIMBANK OF RUSSIA 22% 25% 28% 20% 23% 26%
60 RU000A101UG7 SVERDLOVSKAYA OBLAST 16% 19% 22% 14% 17% 20%
61 RU000A101ZH4 RUSSIAN POST FGUP 16% 19% 22% 14% 17% 20%
62 RU000A1020L5 SAMARA REGION 16% 19% 22% 14% 17% 20%
63 RU000A102788 ALFA-BANK AO 9% 12% 15% 7% 10% 13%
64 RU000A102CT6 SVERDLOVSKAYA OBLAST 18% 21% 24% 16% 19% 22%
65 RU000A102G35 MOSCOW OBLAST 16% 19% 22% 14% 17% 20%
66 XS1567117566 ALFA BANK (ALFA BOND) 9% 12% 15% 7% 10% 13%
67 XS1574787294 RUSSIAN RAIL(RZD CAP) 15% 18% 21% 13% 16% 19%
68 XS1577961516 GTLK EUROPE DAC 15% 18% 21% 13% 16% 19%
69 XS1795409082 GAZPROM (GAZ CAPITAL SA) 21% 24% 27% 19% 22% 25%
70 XS2060792236 CELTIC RESOURCES HOLDING 16% 19% 22% 14% 17% 20%
71 XS2183144810 ABH FINANCIAL (ALFA HLDG 12% 15% 18% 10% 13% 16%
72 RU000A0JTTA5 MOBILE TELESYSTEMS PJSC 13% 16% 19% 11% 14% 17%
73 RU000A0JV8D0 VEB-LEASING 13% 17% 21% 11% 14% 17%
74 RU000A0JV8G3 VEB-LEASING 13% 17% 21% 11% 14% 17%
75 RU000A0JVVA7 RUSNANO OAO 11% 14% 17% 9% 12% 15%
76 RU000A0JWGV2 RUSSIAN POST FGUP 10% 13% 16% 8% 11% 14%
77 RU000A0JWXF0 KRASNOYARSK REGION 11% 14% 17% 9% 12% 15%
78 RU000A0JX215 KHANTY-MANSIYSK GOVT OF 10% 13% 16% 8% 11% 14%
79 RU000A0JXNF9 GAZPROM NEFT PJSC 10% 13% 16% 8% 11% 14%
80 RU000A0JXR50 ROSSETI MOSCOW REGION 10% 13% 16% 8% 11% 14%
81 RU000A0JXT41 SAMARA REGION 13% 16% 19% 11% 14% 17%
82 RU000A0ZYXJ4 ROSSELKHOZBANK 10% 13% 16% 8% 11% 14%
83 RU000A0ZZM87 KRASNOYARSK REGION 13% 16% 19% 11% 14% 17%
84 RU000A1005H4 MOSCOW INTEGRATED POWER 10% 13% 16% 8% 11% 14%
85 RU000A100881 ROSTELECOM PJSC 10% 13% 16% 8% 11% 14%
86 RU000A1008B1 TINKOFF CREDIT SYSTEMS 10% 13% 16% 8% 11% 14%
87 RU000A1008Y3 RUSSIAN POST FGUP 10% 13% 16% 8% 11% 14%
88 RU000A1008Z0 EUROCHEM MINERAL & CHEMI 10% 13% 16% 8% 11% 14%
89 RU000A1009M6 TRANSMASHHOLDING 10% 13% 16% 8% 11% 14%
90 RU000A100A33 BUROVOYA KOMP EURASIA 10% 13% 16% 8% 11% 14%
91 RU000A100AF3 GAZPROMBANK JSC 10% 13% 16% 8% 11% 14%
92 RU000A101FY1 ROSSETI MOSCOW REGION 13% 16% 19% 11% 14% 17%
93 RU000A101GR3 BANK OTKRITIE FINANCIAL 13% 16% 19% 11% 14% 17%
94 RU000A101TK1 GAZPROMBANK JSC 10% 13% 100% 8% 11% 14%
95 RU000A1023H7 INTL INVST BANK 13% 16% 19% 11% 14% 17%
96 RU000A102FS1 SISTEMA PJSFC 13% 16% 19% 11% 14% 17%
97 XS1400710726 VEON HOLDINGS BV 11% 14% 17% 9% 12% 15%
98 RU000A0JVA10 STATE TRANSPORT LEASING 14% 17% 20% 12% 15% 18%
99 RU000A0JWHU2 RUSSIAN RAILWAYS JSC 27% 30% 33% 25% 28% 31%
100 RU000A0JWPW1 TRANSNEFT PJSC 14% 17% 20% 12% 15% 18%
101 RU000A0JWTL6 RUSSIAN POST FGUP 14% 17% 20% 12% 15% 18%
102 RU000A0JXZB2 RUSSIAN RAILWAYS JSC 17% 20% 23% 15% 18% 21%
103 RU000A0ZYDU3 SVERDLOVSKAYA OBLAST 14% 17% 20% 12% 15% 18%
104 RU000A0ZZET0 GAZPROM PJSC 17% 20% 23% 15% 18% 21%
105 RU000A100E88 FEDERAL PASSENGER CO JSC 14% 17% 20% 12% 15% 18%
106 RU000A100N12 SISTEMA PJSFC 14% 17% 20% 12% 15% 18%
107 RU000A100PE4 RESO-LEASING OOO 14% 17% 20% 12% 15% 18%
108 RU000A1017J5 GAZPROM NEFT PJSC 26% 29% 32% 24% 27% 30%
109 RU000A101NG2 MOBILE TELESYSTEMS PJSC 20% 23% 26% 18% 21% 24%
110 RU000A101PB8 ALROSA PAO 17% 20% 23% 15% 18% 21%
111 RU000A101PC6 ALROSA PAO 17% 20% 23% 15% 18% 21%
112 RU000A101PD4 ALROSA PAO 17% 20% 23% 15% 18% 21%
113 RU000A101PF9 ALROSA PAO 17% 20% 23% 15% 18% 21%
114 RU000A101PG7 ALROSA PAO 17% 20% 23% 15% 18% 21%
115 RU000A101QM3 GAZPROM CAPITAL OOO 17% 20% 23% 15% 18% 21%
116 RU000A101R09 ROSAGROLEASING JSC 17% 20% 23% 15% 18% 21%
117 RU000A101RF5 IDGC OF CENTRE AND VOLGA 14% 17% 20% 12% 15% 18%
118 RU000A101RZ3 REPUBLIC OF KAZAKHSTAN 27% 30% 33% 25% 28% 31%
119 RU000A101UQ6 IKS 5 FINANS 14% 17% 20% 12% 15% 18%
120 RU000A101XH9 ROSSETI MOSCOW REGION 14% 17% 20% 12% 15% 18%
121 RU000A101XS6 MOSCOW INTEGRATED POWER 14% 17% 20% 12% 15% 18%
122 RU000A101Z17 SVERDLOVSKAYA OBLAST 20% 23% 26% 18% 21% 24%
123 RU000A102FT9 SISTEMA PJSFC 17% 20% 23% 15% 18% 21%
124 RU000A102H91 RUSSIAN HIGHWAYS 17% 20% 23% 15% 18% 21%
125 XS1502188375 RUSSIAN RAIL(RZD CAP) 14% 17% 20% 12% 15% 18%
126 XS1713473608 GTLK EUROPE CAPITAL DAC 17% 20% 23% 15% 18% 21%
127 XS1843443273 EVRAZ PLC 14% 17% 20% 12% 15% 18%
128 XS1961080501 EUROCHEM FINANCE DAC 14% 17% 20% 12% 15% 18%
129 XS2184900186 VEON HOLDINGS BV 17% 20% 23% 15% 18% 21%
130 RU000A0JUAH8 RUSSIAN RAILWAYS JSC 17% 20% 23% 14% 17% 20%
131 RU000A0JVW71 RUSSIAN RAILWAYS JSC 12% 15% 18% 9% 12% 15%
132 RU000A0JWK90 TRANSNEFT PJSC 15% 18% 21% 12% 15% 18%
133 RU000A0JWUX9 ALFA-BANK AO 10% 13% 16% 7% 10% 13%
134 RU000A0JX0B9 MOSCOW OBLAST 13% 16% 19% 10% 13% 16%
135 RU000A0JX5W4 ALFA-BANK AO 13% 16% 19% 10% 13% 16%
136 RU000A0JXE06 STATE TRANSPORT LEASING 16% 19% 22% 13% 16% 19%
137 RU000A0JXFS8 GAZPROM CAPITAL OOO 16% 19% 22% 13% 16% 19%
138 RU000A0JXS34 KTZ FINANCE LLC 11% 14% 17% 8% 11% 14%
139 RU000A0JXVM8 ROSSETTI PJSC 11% 14% 17% 8% 11% 14%
140 RU000A0ZYJ91 FED GRID UNIFIED ENERGY 16% 19% 22% 13% 16% 19%
141 RU000A0ZYLC4 GAZPROM NEFT PJSC 17% 20% 23% 14% 17% 20%
142 RU000A0ZYR18 BASHKIRSKAYA SODOVAYA 11% 14% 17% 8% 11% 14%
143 RU000A0ZYUV5 GAZPROM CAPITAL OOO 17% 20% 23% 14% 17% 20%
144 RU000A0ZYUY9 GAZPROM CAPITAL OOO 17% 20% 23% 14% 17% 20%
145 RU000A0ZYV04 GAZPROM CAPITAL OOO 17% 20% 23% 14% 17% 20%
146 RU000A0ZYWB3 ALFA-BANK AO 10% 13% 16% 7% 10% 13%
147 RU000A0ZYWX7 MOBILE TELESYSTEMS PJSC 10% 13% 16% 7% 10% 13%
148 RU000A0ZZAL5 STATE TRANSPORT LEASING 12% 15% 18% 9% 12% 15%
149 RU000A0ZZC48 KRASNOYARSK REGION 13% 16% 19% 10% 13% 16%
150 RU000A0ZZES2 GAZPROM PJSC 18% 21% 24% 15% 18% 21%
151 RU000A0ZZQN7 FED GRID UNIFIED ENERGY 16% 19% 22% 13% 16% 19%
152 RU000A0ZZX19 RUSSIAN RAILWAYS JSC 11% 14% 17% 8% 11% 14%
153 RU000A0ZZZ66 ALFA-BANK AO 11% 14% 17% 8% 11% 14%
154 RU000A1006G4 MEGAFON PJSC 16% 19% 22% 13% 16% 19%
155 RU000A100G03 BUROVOYA KOMP EURASIA 15% 18% 21% 12% 15% 18%
156 RU000A100HY9 RUSSIAN RAILWAYS JSC 20% 23% 26% 17% 20% 23%
157 RU000A100JF4 TRANSNEFT PJSC 11% 14% 17% 8% 11% 14%
158 RU000A100LV7 EUROCHEM MINERAL & CHEMI 15% 18% 21% 12% 15% 18%
159 RU000A100RG5 EUROCHEM MINERAL & CHEMI 15% 18% 21% 12% 15% 18%
160 RU000A100VQ6 MMC NORILSK NICKEL PJSC 17% 20% 23% 14% 17% 20%
161 RU000A100YF3 METALLOINVEST HOLDING 18% 21% 24% 15% 18% 21%
162 RU000A100Z91 STATE TRANSPORT LEASING 15% 18% 21% 12% 15% 18%
163 RU000A101012 SISTEMA PJSFC 17% 20% 23% 14% 17% 20%
164 RU000A1010B7 TRANSNEFT PJSC 21% 24% 27% 18% 21% 24%
165 RU000A1010D3 REPUBLIC OF SAKHA 17% 20% 23% 14% 17% 20%
166 RU000A1012B3 FEDERAL PASSENGER CO JSC 19% 22% 25% 16% 19% 22%
167 RU000A101350 GAZPROMBANK JSC 17% 20% 23% 14% 17% 20%
168 RU000A101541 ROSTELECOM PJSC 19% 22% 25% 16% 19% 22%
169 RU000A1016N9 SVERDLOVSKAYA OBLAST 18% 21% 24% 15% 18% 21%
170 RU000A1018C8 TRANSMASHHOLDING 17% 20% 23% 14% 17% 20%
171 RU000A101FG8 ROSTELECOM PJSC 22% 25% 28% 19% 22% 25%
172 RU000A101FH6 MOBILE TELESYSTEMS PJSC 22% 25% 28% 19% 22% 25%
173 RU000A101GZ6 URALKALI OJSC 17% 20% 23% 14% 17% 20%
174 RU000A101LM4 INTL INVST BANK 17% 20% 23% 14% 17% 20%
175 RU000A101RD0 MOBILE TELESYSTEMS PJSC 11% 14% 17% 8% 11% 14%
176 RU000A101ST4 RESO-LEASING OOO 11% 14% 17% 8% 11% 14%
177 RU000A101UR4 BASHKIRSKAYA SODOVAYA 17% 20% 23% 14% 17% 20%
178 RU000A1025H2 RUSSIAN REGIONAL DEV BK 12% 15% 18% 9% 12% 15%
179 XS0070553820 EUROPEAN INVESTMENT BANK 24% 27% 30% 21% 24% 27%
180 XS1405775377 EVRAZ PLC 9% 12% 15% 6% 9% 12%
181 XS1533915721 EVRAZ PLC 11% 14% 17% 8% 11% 14%
182 XS1585190389 GAZPROM (GAZ CAPITAL SA) 23% 26% 29% 20% 23% 26%
183 XS1946883342 ALFA BANK (ALFA BOND) 11% 14% 17% 8% 11% 14%
184 XS1951084471 GAZPROM (GAZ CAPITAL SA) 21% 24% 27% 18% 21% 24%
185 CH0385518086 ABH FINANCIAL (ALFA HLDG 10% 13% 16% 7% 10% 13%
186 RU000A0JXN05 RUSSIAN RAILWAYS JSC 14% 17% 20% 11% 14% 17%
187 RU000A0JXR43 REPUBLIC OF SAKHA 14% 17% 20% 11% 14% 17%
188 RU000A0ZZ4P9 RUSSIAN RAILWAYS JSC 14% 17% 20% 11% 14% 17%
189 RU000A100UT2 RUSSIAN POST FGUP 14% 17% 20% 11% 14% 17%
190 RU000A100VG7 SUEK FINANCE OOO 14% 17% 20% 11% 14% 17%
191 RU000A100XP4 MOSCOW OBLAST 14% 17% 20% 11% 14% 17%
192 RU000A100YU2 ACRON PJSC 14% 17% 20% 11% 14% 17%
193 RU000A101HJ8 MAGNIT PJSC 14% 17% 20% 11% 14% 17%
194 RU000A101MC3 MAGNIT PJSC 14% 17% 20% 11% 14% 17%
195 RU000A101MZ4 INTL INVST BANK 14% 17% 20% 11% 14% 17%
196 RU000A101XN7 SISTEMA PJSFC 14% 17% 20% 11% 14% 17%
197 RU000A0JXR84 RUSSIAN RAILWAYS JSC 18% 21% 24% 14% 17% 20%
198 RU000A101CQ4 SUEK FINANCE OOO 18% 21% 24% 14% 17% 20%
199 RU000A101GJ0 GAZPROM NEFT PJSC 18% 21% 24% 14% 17% 20%
200 XS2010040397 URALKALI (URALKALI FINAN 18% 21% 24% 14% 17% 20%
201 XS2010044381 GTLK EUROPE CAPITAL DAC 21% 24% 27% 17% 20% 23%
202 RU000A0JVUK8 SISTEMA PJSFC 12% 15% 18% 8% 11% 14%
203 RU000A0JXN21 SISTEMA PJSFC 12% 15% 18% 8% 11% 14%
204 RU000A0JXPG2 STATE TRANSPORT LEASING 15% 18% 21% 11% 14% 17%
205 RU000A0JY023 STATE TRANSPORT LEASING 12% 15% 18% 8% 11% 14%
206 RU000A0ZYKW4 KHANTY-MANSIYSK GOVT OF 15% 18% 21% 11% 14% 17%
207 RU000A0ZYUS1 TRANSNEFT PJSC 12% 15% 18% 8% 11% 14%
208 RU000A0ZZ5H3 RUSSIAN POST FGUP 15% 18% 21% 11% 14% 17%
209 RU000A0ZZ5J9 RUSSIAN POST FGUP 15% 18% 21% 11% 14% 17%
210 RU000A100L14 BANK OTKRITIE FINANCIAL 12% 15% 18% 8% 11% 14%
211 RU000A100ZS3 MAGNIT PJSC 12% 15% 18% 8% 11% 14%
212 RU000A101U38 PROMSVYAZBANK OJSC 12% 15% 18% 8% 11% 14%
213 RU000A0JTLJ3 METTALOININVEST HLDG 14% 17% 20% 10% 13% 16%
214 RU000A0JTLL9 METALLOINVEST HOLDING 14% 17% 20% 10% 13% 16%
215 RU000A0JTM28 BASHNEFT PJSC 14% 17% 20% 10% 13% 16%
216 RU000A0JUW31 ROSSELKHOZBANK 13% 16% 19% 9% 12% 15%
217 RU000A0JUW72 ROSSELKHOZBANK 13% 16% 19% 9% 12% 15%
218 RU000A0JW1G7 RUSNANO OAO 14% 17% 20% 10% 13% 16%
219 RU000A0JWVC1 TRANSNEFT PJSC 13% 16% 19% 9% 12% 15%
220 RU000A0JX1S1 RUSSIAN RAILWAYS JSC 14% 17% 20% 10% 13% 16%
221 RU000A0JXYS9 KRASNODAR REGION 16% 19% 22% 12% 15% 18%
222 RU000A0ZYDH0 FED GRID UNIFIED ENERGY 13% 16% 19% 9% 12% 15%
223 RU000A0ZYLF7 FEDERAL PASSENGER CO JSC 14% 17% 20% 10% 13% 16%
224 RU000A1008J4 SISTEMA PJSFC 13% 16% 19% 9% 12% 15%
225 RU000A100FE5 STATE TRANSPORT LEASING 14% 17% 20% 10% 13% 16%
226 RU000A100HU7 MOBILE TELESYSTEMS PJSC 19% 22% 25% 15% 18% 21%
227 RU000A100LS3 EUROCHEM MINERAL & CHEMI 14% 17% 20% 10% 13% 16%
228 RU000A100YW8 TOYOTA BANK AO 13% 16% 19% 9% 12% 15%
229 RU000A1011B5 KRASNODAR REGION 20% 23% 26% 16% 19% 22%
230 RU000A101459 IDGC OF CENTRE AND VOLGA 14% 17% 20% 10% 13% 16%
231 RU000A1017H9 RUSSIAN HIGHWAYS 14% 17% 20% 10% 13% 16%
232 RU000A1018X4 MAGNIT PJSC 14% 17% 20% 10% 13% 16%
233 RU000A101939 MOBILE TELESYSTEMS PJSC 14% 17% 20% 10% 13% 16%
234 RU000A101D13 GRUPPA KOMP SEGEZHA 14% 17% 20% 10% 13% 16%
235 RU000A101EF3 METALLOINVEST HOLDING 14% 17% 20% 10% 13% 16%
236 RU000A101FC7 ROSTELECOM PJSC 14% 17% 20% 10% 13% 16%
237 XS1721463500 GAZPROM (GAZ CAPITAL SA) 19% 22% 25% 15% 18% 21%
238 XS1911645049 GAZPROM (GAZ CAPITAL SA) 16% 19% 22% 12% 15% 18%
239 RU000A0ZZER4 GAZPROM PJSC 34% 37% 40% 30% 33% 36%
240 RU000A0JX2M2 EXIMBANK OF RUSSIA 12% 15% 18% 7% 10% 13%
241 RU000A100EX8 GAZPROM CAPITAL OOO 13% 16% 19% 8% 11% 14%
242 RU000A100PQ8 ALFA-BANK AO 13% 16% 19% 8% 11% 14%
243 XS1521039054 GAZPROM (GAZ CAPITAL SA) 16% 19% 22% 11% 14% 17%
244 RU000A0JXQ28 FEDERAL PASSENGER CO JSC 14% 17% 20% 9% 12% 15%
245 RU000A0ZYC98 MEGAFON PJSC 14% 17% 20% 9% 12% 15%
246 RU000A0ZYDS7 GAZPROM NEFT PJSC 14% 17% 20% 9% 12% 15%
247 RU000A0ZYFC6 MOBILE TELESYSTEMS PJSC 14% 17% 20% 9% 12% 15%
248 RU000A0ZYG52 ROSTELECOM PJSC 14% 17% 20% 9% 12% 15%
249 RU000A0ZZPZ3 ROSSELKHOZBANK 14% 17% 20% 9% 12% 15%
250 RU000A100A58 MOBILE TELESYSTEMS PJSC 14% 17% 20% 9% 12% 15%
251 RU000A100AD8 ROSSETI MOSCOW REGION 14% 17% 20% 9% 12% 15%
252 RU000A100UU0 RN BANK JSC 14% 17% 20% 9% 12% 15%
253 RU000A100V79 TINKOFF CREDIT SYSTEMS 14% 17% 20% 9% 12% 15%
254 RU000A100YR8 RUSNANO OAO 14% 17% 20% 9% 12% 15%
255 RU000A101129 ROSSELKHOZBANK 14% 17% 20% 9% 12% 15%
256 RU000A101228 MOSCOW INTEGRATED POWER 14% 17% 20% 9% 12% 15%
257 RU000A1013U1 SLAVNEFT OIL & GAS CO 14% 17% 20% 9% 12% 15%
258 XS1603335610 METALLOINVEST FINANCE 17% 20% 23% 12% 15% 18%
259 RU000A1008V9 RUSNANO OAO 18% 21% 24% 12% 15% 18%
260 RU000A100SZ3 RUSSIAN POST FGUP 14% 17% 100% 8% 11% 14%
261 RU000A100UG9 HOME CREDIT AND FINANCE 14% 17% 20% 8% 11% 14%
262 RU000A0JWPL4 IKS 5 FINANS 14% 17% 20% 7% 10% 13%
263 RU000A0ZYRX7 GAZPROMBANK JSC 14% 17% 20% 7% 10% 13%
264 RU000A0ZYRY5 GAZPROMBANK JSC 14% 17% 20% 7% 10% 13%
265 RU000A1003A4 STATE TRANSPORT LEASING 14% 17% 20% 7% 10% 13%
266 XS1319820897 SOUTHERN GAS CORRIDOR 25% 28% 31% 17% 20% 23%
267 RU000A0JWGD0 BASHNEFT PJSC 16% 19% 22% 8% 11% 14%
268 RU000A101D54 STATE TRANSPORT LEASING 21% 24% 27% 12% 15% 18%
269 RU000A0JVYG8 EXIMBANK OF RUSSIA 17% 20% 23% 7% 10% 13%
270 RU000A101780 EXIMBANK OF RUSSIA 25% 28% 31% 13% 16% 19%
271 RU000A0JWJX2 ROSSETI MOSCOW REGION 28% 31% 34% 14% 17% 20%
272 RU000A0JWTN2 ROSTELECOM PJSC 28% 31% 34% 14% 17% 20%
273 RU000A100XC2 POLYUS PJSC 28% 31% 34% 14% 17% 20%
274 RU000A0JXPK4 TRANSNEFT PJSC 28% 31% 34% 13% 16% 19%
275 RU000A0ZZTL5 FEDERAL PASSENGER CO JSC 29% 32% 35% 12% 15% 18%
276 RU000A100FR7 KAMAZ 25% 28% 31% 8% 11% 14%
277 RU000A100YK3 KAMAZ 25% 28% 31% 8% 11% 14%
278 RU000A1033Z8 CITY OF MOSCOW 38% 41% 44% 21% 24% 27%
279 RU000A1003C0 KAMAZ 25% 28% 31% 7% 10% 13%
280 RU000A102A15 CITY OF ST PETERSBURG 36% 39% 42% 16% 19% 22%
281 XS2301292400 GAZPROM PJSC (GAZ FN) 42% 45% 48% 21% 24% 27%
282 RU000A0JQAL8 DOM RF 8% 11% 14% 12% 15% 18%
283 RU000A0JV0U1 ALFA-BANK AO 9% 12% 15% 12% 15% 18%
284 RU000A101MB5 SOVCOMBANK PJSC 7% 10% 13% 9% 12% 15%
285 RU000A100VR4 GAZPROMBANK JSC 15% 18% 21% 13% 16% 19%
286 XS0609017917 RUSSIAN RAIL(RZD CAP) 25% 30% 35% 23% 26% 29%
287 XS2131995958 GTLK EUROPE CAPITAL DAC 22% 25% 28% 20% 23% 26%
288 RU000A0JTVJ2 ROSSELKHOZBANK 10% 13% 16% 8% 11% 14%
289 RU000A100A90 RN BANK JSC 10% 13% 16% 8% 11% 14%
290 XS0304274599 LUKOIL INTL FINANCE BV 8% 11% 14% 6% 9% 12%
291 RU000A101LX1 FED GRID UNIFIED ENERGY 32% 35% 38% 30% 33% 36%
292 RU000A101PJ1 MAGNIT PJSC 14% 17% 20% 12% 15% 18%
293 XS1951067039 CREDIT BANK OF MOSCOW (C 14% 17% 20% 12% 15% 18%
294 XS2058691663 VEON HOLDINGS BV 17% 20% 23% 15% 18% 21%
295 RU000A0JQRD9 RUSSIAN RAILWAYS JSC 17% 20% 23% 14% 17% 20%
296 RU000A0ZZXM5 GAZPROMBANK JSC 11% 14% 17% 8% 11% 14%
297 RU000A101LJ0 EUROCHEM MINERAL & CHEMI 17% 20% 23% 14% 17% 20%
298 XS0643183220 VEON HOLDINGS BV 9% 13% 17% 6% 9% 12%
299 XS0864383723 NOVATEK(NOVATEK FIN LTD) 10% 13% 16% 7% 10% 13%
300 XS0885736925 GAZPROM (GAZ CAPITAL SA) 24% 29% 34% 21% 24% 27%
301 XS0889401724 VEON HOLDINGS BV 11% 14% 17% 8% 11% 14%
302 XS0921331509 MOBILE TELESYS (MTS INT) 12% 15% 18% 9% 12% 15%
303 XS1298447019 MMC NORILSK (MMC FIN) 9% 12% 15% 6% 9% 12%
304 RU000A101LY9 ROSTELECOM PJSC 14% 17% 20% 11% 14% 17%
305 XS0997544860 GAZPROM NEFT (GPN CAPITA 15% 18% 21% 11% 14% 17%
306 XS0764220017 RUSSIAN RAIL(RZD CAP) 10% 15% 20% 6% 9% 12%
307 XS0906949523 GAZPROM (GAZ CAPITAL SA) 19% 22% 25% 15% 18% 21%
308 XS1574068844 RUSSIAN RAIL(RZD CAP) 16% 19% 22% 12% 15% 18%
309 XS2099763075 CREDIT BANK OF MOSCOW (C 19% 22% 25% 15% 18% 21%
310 RU000A1002E8 GAZPROMBANK JSC 15% 18% 21% 10% 13% 16%
311 XS0841671000 SEVERSTAL (STEEL CAP) 12% 15% 18% 7% 10% 13%
312 RU000A0JNYN1 CITY OF MOSCOW 13% 18% 23% 8% 11% 14%
313 RU000A0JWS92 TRANSNEFT PJSC 13% 16% 19% 8% 11% 14%
314 XS0805570354 GAZPROM (GAZ CAPITAL SA) 11% 16% 21% 6% 9% 12%
315 XS1041815116 RUSSIAN RAIL(RZD CAP) 13% 18% 23% 8% 11% 14%
316 RU000A100WC4 CREDIT BANK OF MOSCOW 14% 17% 20% 9% 12% 15%
317 XS1405775617 OJSC NOVO(STEEL FUNDING) 14% 17% 20% 9% 12% 15%
318 XS0830192711 GAZPROM NEFT (GPN CAPITA 12% 15% 18% 6% 9% 12%
319 RU000A0JUFE4 VEB-LEASING 19% 23% 100% 9% 12% 15%
320 RU000A0JUFF1 VEB-LEASING 19% 23% 100% 9% 12% 15%
321 RU000A0JUFG9 VEB-LEASING 19% 23% 100% 9% 12% 15%
322 RU000A0JUFH7 VEB-LEASING 19% 23% 100% 9% 12% 15%
323 RU000A1030S9 CITY OF MOSCOW 27% 30% 33% 14% 17% 20%
324 RU000A1007V1 KAMAZ 25% 28% 31% 8% 11% 14%


 

Ticker Description New concentration limits, number of securities
LK1 LK1
1 RU000A0JQAL8 DOM RF 140 000.00 700 000.00
2 RU000A0JV0U1 ALFA-BANK AO 100 000.00 500 000.00
3 RU000A101MB5 SOVCOMBANK PJSC 240 000.00 1 200 000.00
4 RU000A100VR4 GAZPROMBANK JSC 300 000.00 1 500 000.00
5 XS0609017917 RUSSIAN RAIL(RZD CAP) 12 546.40 62 732.00
6 XS2131995958 GTLK EUROPE CAPITAL DAC 12 000.00 60 000.00
7 RU000A0JTVJ2 ROSSELKHOZBANK 200 000.00 1 000 000.00
8 RU000A100A90 RN BANK JSC 160 000.00 800 000.00
9 XS0304274599 LUKOIL INTL FINANCE BV 10 000.00 50 000.00
10 RU000A101LX1 FED GRID UNIFIED ENERGY 200 000.00 1 000 000.00
11 RU000A101PJ1 MAGNIT PJSC 300 000.00 1 500 000.00
12 XS1951067039 CREDIT BANK OF MOSCOW (C 6 544.56 32 722.80
13 XS2058691663 VEON HOLDINGS BV 20 000.00 100 000.00
14 RU000A0JQRD9 RUSSIAN RAILWAYS JSC 300 000.00 1 500 000.00
15 RU000A0ZZXM5 GAZPROMBANK JSC 207 541.24 1 037 706.20
16 RU000A101LJ0 EUROCHEM MINERAL & CHEMI 500 000.00 2 500 000.00
17 XS0643183220 VEON HOLDINGS BV 8 340.54 41 702.70
18 XS0864383723 NOVATEK(NOVATEK FIN LTD) 20 000.00 100 000.00
19 XS0885736925 GAZPROM (GAZ CAPITAL SA) 18 000.00 90 000.00
20 XS0889401724 VEON HOLDINGS BV 10 586.40 52 932.00
21 XS0921331509 MOBILE TELESYS (MTS INT) 10 000.00 50 000.00
22 XS1298447019 MMC NORILSK (MMC FIN) 20 000.00 100 000.00
23 RU000A101LY9 ROSTELECOM PJSC 200 000.00 1 000 000.00
24 XS0997544860 GAZPROM NEFT (GPN CAPITA 30 000.00 150 000.00
25 XS0764220017 RUSSIAN RAIL(RZD CAP) 12 091.72 60 458.60
26 XS0906949523 GAZPROM (GAZ CAPITAL SA) 10 000.00 50 000.00
27 XS1574068844 RUSSIAN RAIL(RZD CAP) 6 395.18 31 975.90
28 XS2099763075 CREDIT BANK OF MOSCOW (C 10 820.00 54 100.00
29 RU000A1002E8 GAZPROMBANK JSC 264 560.88 1 322 804.40
30 XS0841671000 SEVERSTAL (STEEL CAP) 12 681.02 63 405.10
31 RU000A0JNYN1 CITY OF MOSCOW 600 000.00 3 000 000.00
32 RU000A0JWS92 TRANSNEFT PJSC 340 000.00 1 700 000.00
33 XS0805570354 GAZPROM (GAZ CAPITAL SA) 20 000.00 100 000.00
34 XS1041815116 RUSSIAN RAIL(RZD CAP) 10 000.00 50 000.00
35 RU000A100WC4 CREDIT BANK OF MOSCOW 200 000.00 1 000 000.00
36 XS1405775617 OJSC NOVO(STEEL FUNDING) 8 672.18 43 360.90
37 XS0830192711 GAZPROM NEFT (GPN CAPITA 30 000.00 150 000.00
38 RU000A0JUFE4 VEB-LEASING 2 000.00 10 000.00
39 RU000A0JUFF1 VEB-LEASING 2 000.00 10 000.00
40 RU000A0JUFG9 VEB-LEASING 2 000.00 10 000.00
41 RU000A0JUFH7 VEB-LEASING 2 000.00 10 000.00
42 RU000A1030S9 CITY OF MOSCOW 700 000.00 3 500 000.00
43 RU000A1007V1 KAMAZ 81 600.00 408 000.00
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