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NCC Clearing Bank is changing risk parameters in Securities market for the following instruments starting from February 17, 2017:
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 | RU000A0JU773 | VTB BANK PJSC | 17% | 21% | 25% | 7% | 11% | 15% |
| 3 | XS0357281558 | GAZPROM (GAZ CAPITAL SA) | 9% | 12% | 15% | 6% | 9% | 12% |
| 4 | RU000A0JWS92 | TRANSNEFT PJSC | 20% | 25% | 30% | 17% | 22% | 27% |
| 5 | XS0923110232 | OFCB CAPITAL PLC | 9% | 12% | 15% | 6% | 9% | 12% |
| 2 | XS0361041808 | VIMPELCOM (VIP FIN) | 9% | 12% | 15% | 6% | 9% | 12% |
| 6 | XS0922883318 | URALKALI (URALKALI FINAN | 9% | 12% | 15% | 6% | 9% | 12% |
| 7 | XS0922296883 | GAZPROM NEFT (GPN CAPITA | 9% | 12% | 15% | 6% | 9% | 12% |
| 8 | XS0922134712 | MMC NORILSK NICK VIA MMC | 9% | 12% | 15% | 6% | 9% | 12% |
| 9 | XS0366630902 | OJSC RUSS AGRIC BK(RSHB) | 9% | 12% | 15% | 7% | 10% | 13% |
| 10 | XS0365923977 | VTB BANK (VTB CAPITAL SA | 9% | 12% | 15% | 7% | 10% | 13% |
| 11 | XS0987109658 | GAZPROMBK (GPB FINANCE) | 11% | 14% | 17% | 9% | 12% | 15% |
| 12 | RU000A0JQK64 | ROSSELKHOZBANK | 11% | 14% | 17% | 9% | 12% | 15% |
| 13 | RU000A0JQK72 | ROSSELKHOZBANK | 11% | 14% | 17% | 9% | 12% | 15% |
| 14 | XS0993162170 | VNESHECONOMBANK(VEB) | 11% | 14% | 17% | 9% | 12% | 15% |
| 15 | XS0972645112 | EURASIAN DEVELOPMENT BAN | 17% | 22% | 27% | 15% | 20% | 25% |
| 16 | RU000A0JRMX6 | FED GRID UNIFIED ENERGY | 12% | 17% | 21% | 10% | 15% | 19% |
| 17 | RU000A0JU4X8 | DELTACREDIT BANK | 12% | 15% | 18% | 10% | 13% | 16% |
| 18 | RU000A0JQ7Z2 | RUSSIAN RAILWAYS JSC | 12% | 17% | 21% | 10% | 15% | 19% |
| 19 | XS0461926569 | LUKOIL INTL FINANCE BV | 14% | 17% | 20% | 12% | 15% | 18% |
| 20 | RU000A0JT7T2 | FED GRID UNIFIED ENERGY | 9% | 12% | 15% | 7% | 10% | 13% |
| 21 | RU000A0JU1Q8 | ROSSELKHOZBANK | 12% | 15% | 18% | 10% | 13% | 16% |
| 22 | RU000A0JQRD9 | RUSSIAN RAILWAYS JSC | 12% | 16% | 20% | 10% | 14% | 18% |
| 23 | RU000A0JTRA9 | MEGAFON FINANS OOO | 10% | 13% | 16% | 8% | 11% | 14% |
| 24 | RU000A0JTR98 | MEGAFON FINANS OOO | 10% | 13% | 16% | 8% | 11% | 14% |
| 25 | RU000A0JV7W2 | GAZPROMBANK JSC | 10% | 13% | 16% | 8% | 11% | 14% |
| 26 | RU000A0JPMT8 | ROSSELKHOZBANK | 10% | 13% | 16% | 8% | 11% | 14% |
| 27 | XS0884734343 | OJSC RUSS AGRIC BK(RSHB) | 10% | 13% | 16% | 8% | 11% | 14% |
| 28 | RU000A0JWC74 | ING BANK EURASIA ZAO | 10% | 13% | 16% | 8% | 11% | 14% |
| 29 | XS0424860947 | GAZPROM (GAZ CAPITAL SA) | 12% | 15% | 18% | 10% | 13% | 16% |
| 30 | XS0889402029 | VIMPELCOM HOLDINGS BV | 10% | 13% | 16% | 8% | 11% | 14% |
| 31 | XS0886632685 | AHML (AHML FINANCE LTD) | 10% | 13% | 16% | 8% | 11% | 14% |
| 32 | RU000A0JTS22 | ROSNEFT OIL CO PJSC | 10% | 13% | 16% | 8% | 11% | 14% |
| 33 | XS0799357354 | SBERBANK (SB CAP SA) | 13% | 16% | 19% | 11% | 14% | 17% |
| 34 | XS0889401724 | VIMPELCOM HOLDINGS BV | 22% | 27% | 32% | 20% | 25% | 30% |
| 35 | XS0919581982 | RZD CAPITAL PLC (RZD) | 19% | 24% | 29% | 17% | 22% | 27% |
| 36 | RU000A0JV0U1 | ALFA-BANK AO | 11% | 14% | 17% | 9% | 12% | 15% |
| 37 | RU000A0JT6J5 | GAZPROMBANK JSC | 10% | 13% | 16% | 8% | 11% | 14% |
| 38 | XS0290580595 | GAZPROM (GAZ CAPITAL SA) | 20% | 25% | 30% | 18% | 23% | 28% |
| 39 | RU000A0JS8Y1 | EURASIAN DEVELOPMENT BAN | 10% | 13% | 16% | 8% | 11% | 14% |
| 40 | RU000A0JUW31 | ROSSELKHOZBANK | 15% | 19% | 23% | 13% | 17% | 21% |
| 41 | XS0885733153 | GAZPROM (GAZ CAPITAL SA) | 15% | 19% | 23% | 13% | 17% | 21% |
| 42 | RU000A0JRF37 | AGENTSTVO PO IPOTECHNOMU | 14% | 17% | 20% | 12% | 15% | 18% |
| 43 | RU000A0JR043 | EURASIAN DEVELOPMENT BAN | 9% | 12% | 15% | 7% | 10% | 13% |
| 44 | XS0993162683 | VNESHECONOMBANK(VEB) | 23% | 28% | 33% | 21% | 26% | 31% |
| 45 | XS0863439161 | FED GRID CO OJSC FED FIN | 14% | 19% | 23% | 12% | 17% | 21% |
| 46 | RU000A0JVFJ1 | ING BANK EURASIA ZAO | 8% | 11% | 14% | 15% | 18% | 21% |
Shares:
NCC Clearing Bank is excluding the following shares from the list of assets that can be accepted as collateral starting from February 17, 2017:
| № | Ticker | Issuer Name | Eligible collateral |
| 1 | BANE | Bashneft ANK ao | No |
| 2 | MVID | M.video | No |
| 3 | AKRN | Acron | No |
| 4 | LSRG | LSR | No |
Derivatives market
NCC Clearing Bank is changing the following risk parameters in Derivatives market starting from February 16, 2017 at 7:00 pm:
| № | Underlying | Futures contract | Current Basic IM Rate | New Basic IM Rate |
| 1 | UJPY | USD/JPY exchange rate futures | 4% | 5% |
