25.02.2022 00:23
Risk parameters on Securities market
CCP NCC sets the following risk parameters on Securities market starting from February 25th, 2022 :
| № | Ticker | Description | Current market risk rates, % | New market risk rates, % | ||||
|---|---|---|---|---|---|---|---|---|
| Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | Level 1, S1_min | Level 2, S2_min | Level 3, S3_min | |||
| 1 | YNDX | PLLC Yandex N.V. | 19% | 25% | 32% | 40% | 46% | 47% |
| 2 | VTBX | VTBX ETF MOEX Fund | 22% | 34% | 100% | 40% | 52% | 100% |
| 3 | VTBR-ME | GDR Bank VTB ORD SHS | 35% | 49% | 78% | 40% | 54% | 69% |
| 4 | VTBR | VTB | 23% | 29% | 36% | 40% | 46% | 47% |
| 5 | VSMO | Corp. VSMPO-AVISMA ao | 33% | 50% | 75% | 40% | 57% | 65% |
| 6 | VKCO | GDR VK Company Limited ORD SHS | 19% | 25% | 32% | 40% | 46% | 47% |
| 7 | UPRO | Unipro PAO ao | 34% | 40% | 47% | 40% | 46% | 47% |
| 8 | TRNFP | Transneft (pref) | 25% | 31% | 38% | 40% | 46% | 47% |
| 9 | TMOS | TMOS ETF TINKOFF IMOEX RUB | 15% | 24% | 100% | 40% | 49% | 100% |
| 10 | TGKA | TGK-1 | 33% | 50% | 75% | 40% | 57% | 65% |
| 11 | TCSG | GDR TCS Group Holding ORD SHS | 21% | 27% | 34% | 40% | 46% | 47% |
| 12 | TATNP | Tatneft (pref) | 19% | 25% | 32% | 40% | 46% | 47% |
| 13 | TATN | Tatneft-3 | 26% | 32% | 39% | 40% | 46% | 47% |
| 14 | SNGSP | Surgut-pref | 24% | 30% | 37% | 40% | 46% | 47% |
| 15 | SNGS | Surgut | 24% | 30% | 37% | 40% | 46% | 47% |
| 16 | SIBN | Gazprom neft | 19% | 25% | 32% | 40% | 46% | 47% |
| 17 | SGGD-ME | ADR Surgutneftegaz ORD SHS | 35% | 49% | 78% | 40% | 54% | 69% |
| 18 | SBMX | SBMX ETF MOEX Total Return | 26% | 40% | 100% | 40% | 54% | 100% |
| 19 | SBGB | SBGB ETF MOEX OFZ | 26% | 38% | 100% | 40% | 52% | 100% |
| 20 | SBERP | Sberbank (pref) | 23% | 29% | 36% | 40% | 46% | 47% |
| 21 | SBER-ME | ADR Sberbank of Russia ORD SHS | 20% | 28% | 45% | 40% | 48% | 57% |
| 22 | SBER | Sberbank | 23% | 29% | 36% | 40% | 46% | 47% |
| 23 | SBCB | SBCB ETF USD Corporate Bonds | 28% | 34% | 100% | 40% | 46% | 100% |
| 24 | RUAL | RUSAL ao | 19% | 25% | 32% | 40% | 46% | 47% |
| 25 | RTKMP | Rostelecom- (pref) | 33% | 50% | 75% | 40% | 57% | 65% |
| 26 | RTKM-ME | ADR Rostelecom ORD SHS | 37% | 52% | 83% | 40% | 55% | 71% |
| 27 | RTKM | Rostelecom | 29% | 35% | 42% | 40% | 46% | 47% |
| 28 | RSTI | Rosseti ao | 25% | 31% | 38% | 40% | 46% | 47% |
| 29 | ROSN | Rosneft | 25% | 31% | 38% | 40% | 46% | 47% |
| 30 | RCMX | RCMX ETF MOEX 15 Index | 15% | 27% | 100% | 40% | 52% | 100% |
| 31 | RASP | Raspadskaya | 29% | 35% | 42% | 40% | 46% | 47% |
| 32 | QIWI | QIWI PLC | 29% | 35% | 42% | 40% | 46% | 47% |
| 33 | POLY | Polymetal International plc | 19% | 25% | 32% | 40% | 46% | 47% |
| 34 | PLZL | Polus | 24% | 30% | 37% | 40% | 46% | 47% |
| 35 | PIKK | PIK SZ | 37% | 43% | 50% | 40% | 46% | 47% |
| 36 | PHOR | PhosAgro ao | 19% | 25% | 32% | 40% | 46% | 47% |
| 37 | OPNR | OPNR ETF - RU Stocks | 22% | 37% | 100% | 40% | 55% | 100% |
| 38 | OPNB | OPNB ETF - RU Bonds | 29% | 39% | 100% | 40% | 50% | 100% |
| 39 | OGZD | Gazprom dr | 22% | 31% | 49% | 40% | 49% | 58% |
| 40 | OGKB | OGK-2 | 33% | 50% | 75% | 40% | 57% | 65% |
| 41 | NVTK-ME | GDR NOVATEK ORD SHS | 20% | 28% | 45% | 40% | 48% | 57% |
| 42 | NVTK | NOVATEK | 20% | 26% | 33% | 40% | 46% | 47% |
| 43 | NMTP | NMTP | 33% | 50% | 75% | 40% | 57% | 65% |
| 44 | NLMK-ME | GDR NLMK ORD SHS | 35% | 49% | 78% | 40% | 54% | 69% |
| 45 | NLMK | NLMK ao | 25% | 31% | 38% | 40% | 46% | 47% |
| 46 | NKNCP | Niznekamskneftekhim (pref) | 33% | 50% | 75% | 40% | 57% | 65% |
| 47 | NKNC | Niznekamskneftekhim ao | 33% | 50% | 75% | 40% | 57% | 65% |
| 48 | MVID | M.video | 27% | 33% | 40% | 40% | 46% | 47% |
| 49 | MTSS-ME | ADR MTS ORD SHS | 25% | 35% | 56% | 40% | 50% | 61% |
| 50 | MTSS | MTS | 23% | 29% | 36% | 40% | 46% | 47% |
| 51 | MSNG | MosEnrg | 33% | 50% | 75% | 40% | 57% | 65% |
| 52 | MRKP | Rosseti Centr i Privoljye ao | 33% | 50% | 75% | 40% | 57% | 65% |
| 53 | MOEX | MoscowExchange | 19% | 25% | 32% | 40% | 46% | 47% |
| 54 | MNOD-ME | ADR GMK NorilskiyNikel ORD SHS | 25% | 29% | 36% | 40% | 44% | 47% |
| 55 | MGNT-ME | GDR Magnit ORD SHS | 30% | 42% | 67% | 40% | 52% | 65% |
| 56 | MGNT | Magnit | 19% | 25% | 32% | 40% | 46% | 47% |
| 57 | MAGN | MMK | 20% | 26% | 33% | 40% | 46% | 47% |
| 58 | LSNGP | Rosseti LenEnrg (pref) | 33% | 50% | 75% | 40% | 57% | 65% |
| 59 | LKOH | LUKOIL | 19% | 25% | 32% | 40% | 46% | 47% |
| 60 | LKOD-ME | ADR LUKOIL ORD SHS | 18% | 25% | 40% | 40% | 47% | 55% |
| 61 | IRAO | Inter RAO ao | 29% | 35% | 42% | 40% | 46% | 47% |
| 62 | HYDR | RusGidro | 24% | 30% | 37% | 40% | 46% | 47% |
| 63 | GMKN | NorNickel GMK | 25% | 31% | 38% | 40% | 46% | 47% |
| 64 | GLTR | GDR Globaltrans Inves ORD SHS | 34% | 40% | 47% | 40% | 46% | 47% |
| 65 | GCHE | Cherkizovo Group ao | 33% | 50% | 75% | 40% | 57% | 65% |
| 66 | GAZP | Gazprom | 19% | 25% | 32% | 40% | 46% | 47% |
| 67 | FXRU | FinEx Rus Eurobonds ETF (USD) | 12% | 19% | 70% | 40% | 47% | 91% |
| 68 | FXRL | FinEx RTS UCITS ETF USD | 25% | 50% | 70% | 40% | 65% | 60% |
| 69 | FXRB | FinEx Rus Eurobonds ETF(RUB) | 12% | 19% | 70% | 40% | 47% | 91% |
| 70 | FLOT | Sovcomflot | 27% | 33% | 40% | 40% | 46% | 47% |
| 71 | FIVE | GDR X5 RetailGroup N.V.ORD SHS | 19% | 25% | 32% | 40% | 46% | 47% |
| 72 | FEES | FSK EES | 27% | 33% | 40% | 40% | 46% | 47% |
| 73 | ENRU | Enel Russia | 33% | 50% | 75% | 40% | 57% | 65% |
| 74 | DSKY | Detsky mir | 28% | 34% | 41% | 40% | 46% | 47% |
| 75 | CHMF | Severstal - ao | 22% | 28% | 35% | 40% | 46% | 47% |
| 76 | CBOM | MKB ao | 33% | 50% | 75% | 40% | 57% | 65% |
| 77 | BSPB | BSP | 33% | 50% | 75% | 40% | 57% | 65% |
| 78 | BANEP | Bashneft ANK ap | 30% | 36% | 43% | 40% | 46% | 47% |
| 79 | BANE | Bashneft ANK ao | 33% | 50% | 75% | 40% | 57% | 65% |
| 80 | ATAD-ME | ADR Tatneft ORD SHS | 37% | 52% | 83% | 40% | 55% | 71% |
| 81 | ALRS | ALROSA ao | 19% | 25% | 32% | 40% | 46% | 47% |
| 82 | AKRN | Acron | 37% | 54% | 79% | 40% | 57% | 65% |
| 83 | AFLT | Aeroflot | 19% | 25% | 32% | 40% | 46% | 47% |
| 84 | AFKS | AFK Sistema | 29% | 35% | 42% | 40% | 46% | 47% |
| 85 | ROSN-ME | GDR Rosneft ORD SHS | 28% | 40% | 63% | 40% | 52% | 63% |
| 86 | SVST-ME | GDR SEVERSTAL ORD SHS | 28% | 40% | 63% | 40% | 52% | 63% |