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06.12.17


Risk parameters change on Securities market


CCP NCC is changing risk parameters on Securities market for the following bonds starting from December 13, 2017:

 

Ticker

Issuer Name

Current IM rates

New IM rates

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

1

RU000A0JR6S8

AGENTSTVO PO IPOTECHNOMU

24%

27%

30%

21%

24%

27%

2

RU000A0JVFJ1

ING BANK EURASIA ZAO

15%

18%

21%

13%

16%

19%

3

XS0764220017

RUSSIAN RAIL(RZD CAP)

19%

24%

29%

17%

22%

27%

4

XS0919581982

RUSSIAN RAIL(RZD CAP)

17%

22%

27%

15%

20%

25%

5

RU000A0JWGG3

MEGAFON PJSC

11%

15%

19%

9%

13%

17%

6

XS0918297382

METALLOINVEST FINANCE

13%

17%

21%

11%

15%

19%

7

RU000A0JWH46

SBERBANK OF RUSSIA PJSC

12%

16%

20%

10%

14%

18%

8

RU000A0JUAH8

RUSSIAN RAILWAYS JSC

8%

11%

14%

12%

15%

18%

9

RU000A0JVYG8

EXIMBANK OF RUSSIA

12%

15%

18%

18%

21%

24%

10

RU000A0JV1W5

ROSNEFT OIL CO PJSC

10%

13%

16%

20%

23%

26%

11

RU000A0JV1X3

ROSNEFT OIL CO PJSC

10%

13%

16%

20%

23%

26%

12

RU000A0JV1Y1

ROSNEFT OIL CO PJSC

10%

13%

16%

20%

23%

26%

13

RU000A0JV201

ROSNEFT OIL CO PJSC

10%

13%

16%

20%

23%

26%

14

RU000A0JV219

ROSNEFT OIL CO PJSC

10%

13%

16%

20%

23%

26%

15

RU000A0JV227

ROSNEFT OIL CO PJSC

10%

13%

16%

20%

23%

26%

16

RU000A0JV235

ROSNEFT OIL CO PJSC

10%

13%

16%

20%

23%

26%

17

RU000A0JV243

ROSNEFT OIL CO PJSC

10%

13%

16%

20%

23%

26%

18

RU000A0JV250

ROSNEFT OIL CO PJSC

10%

13%

16%

20%

23%

26%

19

RU000A0JV268

ROSNEFT OIL CO PJSC

10%

13%

16%

20%

23%

26%