NCC Clearing Bank is changing risk parameters in Securities market for the following instruments starting from November 15, 2016:
Shares:
№ | 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 | PHST | Pharmstandard ordinary shares | 60% | 70% | 80% | 100% | 100% | 100% |
Bonds:
№ | 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 | RU000A0JTW83 | AGENTSTVO PO IPOTECHNOMU | 12% | 16% | 20% | 8% | 12% | 16% |
2 | RU000A0JVNB2 | DELTACREDIT BANK | 13% | 16% | 19% | 10% | 13% | 16% |
3 | RU000A0JTRA9 | MEGAFON FINANS OOO | 12% | 15% | 18% | 10% | 13% | 16% |
4 | RU000A0JTR98 | MEGAFON FINANS OOO | 12% | 15% | 18% | 10% | 13% | 16% |
5 | RU000A0JWC74 | ING BANK EURASIA ZAO | 12% | 15% | 18% | 10% | 13% | 16% |
6 | RU000A0JVCJ8 | AGENTSTVO PO IPOTECHNOMU | 8% | 11% | 14% | 10% | 13% | 16% |
7 | RU000A0JT6J5 | GAZPROMBANK JSC | 7% | 10% | 13% | 10% | 13% | 16% |
8 | RU000A0JT8N3 | RUSSIAN POST FGUP | 7% | 10% | 13% | 11% | 14% | 17% |
9 | RU000A0JT7M7 | ROSSELKHOZBANK | 7% | 10% | 13% | 12% | 15% | 18% |
10 | RU000A0JT403 | VNESHECONOMBANK | 8% | 11% | 14% | 15% | 18% | 21% |
11 | RU000A0JS6M0 | DELTACREDIT BANK | 7% | 10% | 13% | 15% | 18% | 21% |
12 | RU000A0JR3G0 | VNESHECONOMBANK | 7% | 10% | 13% | 16% | 19% | 22% |
13 | RU000A0JT6B2 | VNESHECONOMBANK | 7% | 10% | 13% | 16% | 19% | 22% |
14 | RU000A0JRUY7 | VEB-LEASING | 11% | 15% | 19% | 22% | 26% | 30% |
15 | RU000A0JRV52 | VEB-LEASING | 11% | 15% | 19% | 22% | 26% | 30% |
NCC Clearing Bank is excluding the following bonds from the list of assets that can be accepted as collateral starting from November 15, 2016:
№ | Ticker | Issuer Name | Eligible collateral |
1 | XS0921331509 | MOBILE TELESYS (MTS INT) | No |
2 | XS0513723873 | MOBILE TELESYS (MTS INT) | No |
3 | RU000A0JTTA5 | MOBILE TELESYSTEMS PJSC | No |
4 | RU000A0JR4J2 | MOBILE TELESYSTEMS PJSC | No |
5 | RU000A0JR4H6 | MOBILE TELESYSTEMS PJSC | No |
6 | RU000A0JPTJ4 | MOBILE TELESYSTEMS PJSC | No |