09.04.2014 17:43
Equity market collateral rates to change
The National Clearing Centre, acting as the central counterparty for Moscow Exchange's markets, has set the following market risk rates and concentration limits for the equity market effective from 11 April:
| No | Security | Ticker | Minimum market risk limits,% | Concentration limits, units | |||
|---|---|---|---|---|---|---|---|
| 1st level, S_1_min |
2nd level, S_2_min |
3rd level, S_3_min |
First tier | Second tier | |||
| 1 | Gazprom | GAZP | 20% | 25% | 30% | 14,170,000 | 35,425,000 |
| 2 | Sberbank | SBER | 20% | 25% | 30% | 26,652,000 | 66,630,000 |
| 3 | Norilsk Nickel | GMKN | 20% | 25% | 30% | 86,000 | 215,000 |
| 4 | Rosneft | ROSN | 20% | 25% | 30% | 1,294,000 | 3,235,000 |
| 5 | Lukoil | LKOH | 20% | 25% | 30% | 322,000 | 805,000 |
| 6 | VTB | VTBR | 20% | 25% | 30% | 9,977,508,000 | 24,943,770,000 |
| 7 | Novatek | NVTK | 20% | 25% | 30% | 506,000 | 1,265,000 |
| 8 | Sberbank (pref) | SBERP | 20% | 25% | 30% | 3,140,000 | 7,850,000 |
| 9 | Surgutneftegas | SNGS | 20% | 25% | 35% | 5,967,000 | 14,917,500 |
| 10 | Rushydro | HYDR | 20% | 25% | 35% | 102,183,000 | 255,457,500 |
| 11 | Severstal | CHMF | 20% | 30% | 40% | 362,000 | 905,000 |
| 12 | Uralkali | URKA | 30% | 50% | 80% | 938,000 | 2,345,000 |
| 13 | Surgutneftegas (pref) | SNGSP | 20% | 25% | 30% | 7,333,000 | 18,332,500 |
| 14 | Moscow Exchange | MOEX | 20% | 38% | 40% | 854,000 | 2,135,000 |
| 15 | Transneft (pref) | TRNFP | 20% | 25% | 35% | 2,000 | 5,000 |
| 16 | Magnit | MGNT | 20% | 30% | 45% | 56,000 | 140,000 |
| 17 | MTS | MTSS | 20% | 35% | 45% | 636,000 | 1,590,000 |
| 18 | Tatneft | TATN | 20% | 25% | 35% | 471,000 | 1,177,500 |
| 19 | NLMK | NLMK | 25% | 35% | 45% | 676,000 | 1,690,000 |
| 20 | Federal Grid | FEES | 35% | 55% | 75% | 1,064,525,000 | 2,661,312,500 |
| 21 | Gazprom Neft | SIBN | 20% | 30% | 42% | 141,000 | 705,000 |
| 22 | Rosseti | RSTI | 35% | 55% | 75% | 136,981,000 | 342,452,500 |
| 23 | Aeroflot | AFLT | 40% | 60% | 90% | 1,422,000 | 3,555,000 |
| 24 | MMK | MAGN | 35% | 59% | 95% | 3,507,000 | 17,535,000 |
| 25 | Inter RAO | IRAO | 35% | 54% | 78% | 9,992,026,000 | 24,980,065,000 |
| 26 | Bashneft (pref) | BANEP | 45% | 85% | 95% | 14,000 | 70,000 |
| 27 | AFK Sistema | AFKS | 35% | 60% | 95% | 1,037,000 | 2,592,500 |
| 28 | Mechel | MTLR | 75% | 95% | 95% | 615,000 | 1,537,500 |
| 29 | Bashneft | BANE | 45% | 85% | 95% | 11,000 | 55,000 |
| 30 | E.ON Russia | EONR | 35% | 65% | 95% | 8,643,000 | 21,607,500 |
| 31 | MOESK | MSRS | 55% | 85% | 95% | 18,603,000 | 93,015,000 |
| 32 | Raspadskaya | RASP | 50% | 75% | 95% | 1,007,000 | 5,035,000 |
| 33 | Tatneft (pref) | TATNP | 55% | 85% | 95% | 170,000 | 850,000 |
| 34 | Acron | AKRN | 55% | 85% | 95% | 19,000 | 95,000 |
| 35 | Mosenergo | MSNG | 55% | 85% | 95% | 25,907,000 | 129,535,000 |
| 36 | PIK Group | PIKK | 70% | 95% | 95% | 247,000 | 1,235,000 |
| 37 | VSMPO AVISMA Corporation | VSMO | 70% | 95% | 95% | 3,000 | 15,000 |
| 38 | Dixi | DIXY | 60% | 75% | 95% | 69,000 | 345,000 |
| 39 | Phosagro | PHOR | 70% | 95% | 95% | 17,000 | 85,000 |
| 40 | Alrosa | ALRS | 50% | 75% | 95% | 681,000 | 1,702,500 |
| 41 | LSR Group | LSRG | 70% | 95% | 95% | 44,000 | 220,000 |
| 42 | Novorossiisk Commercial Seaport | NMTP | 50% | 75% | 95% | 8,893,000 | 44,465,000 |
| 43 | M.Video | MVID | 60% | 75% | 95% | 87,000 | 435,000 |
| 44 | Mostotrest | MSTT | 50% | 75% | 95% | 214,000 | 1,070,000 |
| 45 | Sollers | SVAV | 70% | 95% | 95% | 37,000 | 185,000 |
| 46 | TMK | TRMK | 50% | 75% | 95% | 268,000 | 1,340,000 |
| 47 | Mechel (pref) | MTLRP | 70% | 95% | 95% | 856,000 | 4,280,000 |
| 48 | Rostelecom | RTKM | 25% | 35% | 45% | 459,000 | 1,147,500 |
| 49 | Rostelecom (pref) | RTKMP | 35% | 55% | 95% | 353,000 | 1,765,000 |
For further information, please contact the Public Relations Department at (495) 363-3232.