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06.02.18


Risk parameters change on Securities market


CCP NCC is changing risk parameters on Securities market for the following bonds starting from February 13, 2018:

 

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

RU000A0JW9R7

GAZPROMBANK JSC

11%

14%

17%

8%

11%

14%

2

XS1084024584

GAZPROMBK (GPB FINANCE)

10%

13%

16%

7%

10%

13%

3

XS0922301717

POLYUS FINANCE PLC

13%

17%

21%

10%

14%

18%

4

RU000A0JWCB3

RUSHYDRO PJSC

11%

14%

17%

9%

12%

15%

5

RU000A0JVUL6

FREIGHT ONE JSC

11%

14%

17%

9%

12%

15%

6

XS0643183220

VEON HOLDINGS BV

18%

22%

26%

16%

20%

24%

7

RU000A0JWTL6

RUSSIAN POST FGUP

13%

16%

19%

11%

14%

17%

8

RU000A0JWTN2

ROSTELECOM PJSC

13%

16%

19%

11%

14%

17%

9

XS0841671000

SEVERSTAL (STEEL CAP)

20%

24%

28%

18%

22%

26%

10

XS0743596040

SBERBANK (SB CAP SA)

18%

23%

28%

16%

21%

26%

11

RU000A0JWL32

BUROVOYA KOMP EURASIA

12%

15%

18%

10%

13%

16%

12

XS0885736925

GAZPROM (GAZ CAPITAL SA)

27%

32%

37%

25%

30%

35%

13

XS0304274599

LUKOIL INTL FINANCE BV

19%

24%

29%

17%

22%

27%

14

RU000A0JWDU1

EUROCHEM MINERAL & CHEMI

11%

15%

19%

9%

13%

17%

15

XS0830192711

GAZPROM N (GPN CAPITAL)

20%

25%

30%

18%

23%

28%

16

RU000A0JVPR3

NIZHNIY NOVGOROD REGION

13%

16%

19%

11%

14%

17%

17

RU000A0JWBN0

DELTACREDIT BANK

10%

13%

16%

8%

11%

14%

18

RU000A0JVEH8

REPUBLIC OF SAKHA

11%

14%

17%

9%

12%

15%

19

XS0290580595

GAZPROM (GAZ CAPITAL SA)

18%

23%

28%

16%

21%

26%

20

XS1567051443

SEVERSTAL (STEEL CAP)

17%

20%

23%

15%

18%

21%

21

XS0513723873

MOBILE TELESYS (MTS INT)

13%

17%

21%

11%

15%

19%

22

XS0548633659

VTB BANK (VTB CAPITAL SA

14%

18%

22%

12%

16%

20%

23

RU000A0JWNV8

SIBUR HOLDING PAO

12%

15%

18%

10%

13%

16%

24

XS1041815116

RUSSIAN RAIL(RZD CAP)

21%

26%

31%

19%

24%

29%

25

RU000A0JX0P9

GAZPROMBANK JSC

10%

13%

16%

8%

11%

14%

26

RU000A0JWLD0

NIZHNIY NOVGOROD REGION

17%

20%

23%

15%

18%

21%

27

XS1040726587

GAZPROMBK (GPB FINANCE)

10%

13%

16%

8%

11%

14%

28

XS0555493203

ALROSA FINANCE SA

14%

17%

20%

12%

15%

18%

29

RU000A0JRMC0

ROSSELKHOZBANK

7%

10%

13%

10%

13%

16%

30

RU000A0JRMB2

ROSSELKHOZBANK

7%

10%

13%

10%

13%

16%

31

RU000A0JRLE8

ROSSELKHOZBANK

7%

10%

13%

10%

13%

16%