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What's new


16.04.19


Risk parameters change on Securities market


CCP NCC is changing the list of assets that can be accepted as collateral and market risk rates on Securities market starting from April 19, 2019.

1.         The following bonds will be included in the list:

Ticker

Description

Current

Eligible collateral

New

Eligible collateral

1

RU000A0ZYKG7

Bank VTB B-1-3

No

Yes

2

RU000A0ZZYR2

Bank VTB B-1-10

No

Yes

3

RU000A100089

Bank VTB B-1-13

No

Yes

4

CH0346828400

GAZ CAPITAL S.A. 21 2.75 CHF

No

Yes

5

CH0374882816

GAZ CAPITAL SA 2.25 19/07/22

No

Yes

6

CH0404311711

GAZ CAPITAL SA 1.45 6/3/23 CHF

No

Yes

7

XS1911645049

GAZ CAPITAL SA 2.949 24/01/24

No

Yes

8

XS1592279522

GAZ CAPITAL SA 4.25 06/04/24

No

Yes

9

RU000A0JXFY6

GazpromKapital BO-06

No

Yes

10

RU000A0JWC74

ING Bank BO-01

No

Yes

11

XS0919504562

Lukoil International Finance23

No

Yes

12

XS1514045886

Lukoil International Finance26

No

Yes

13

XS1577953174

Steel Funding D.A.C. 21.09.24

No

Yes

14

RU000A0ZZX19

RZD BO 001P-10R

No

Yes

15

CH0379268748

RZD Capital PLC 23 CHF

No

Yes

16

RU000A1002C2

RZD BO 001P-12R

No

Yes

17

RU000A100220

Rosbank BO-002P-04

No

Yes

18

RU000A0JX2D1

Rosbank BO-12

No

Yes

19

RU000A0JX2F6

Rosbank BO-11

No

Yes

20

XS1082459568

SB-19 EUR2

No

Yes

21

RU000A0ZYBS1

Sberbank BO 001P-03R

No

Yes

22

RU000A0JWH46

Sberbank PAO BO-18

No

Yes

23

RU000A0ZYUJ0

Sberbank BO 001P-04R

No

Yes

24

RU000A0JWUE9

Sberbank BO-37

No

Yes

25

RU000A0ZZBN9

Sberbank BO 001P-12R

No

Yes

26

RU000A0ZZE20

Sberbank BO 001P-16R

No

Yes

27

RU000A0JXRW5

Sberbank BO-19

No

Yes

28

XS1567051443

STEEL CAPITAL SA 3.85 27/08/21

No

Yes
















































2.         Market risk rates will be changed for the following bonds:

 

Ticker

Description

Current market risk rates

New market risk rates

S_1_min

S_2_min

S_3_min

S_1_min

S_2_min

S_3_min

1

RU000A0ZYKG7

Bank VTB B-1-3

8%

11%

14%

16%

19%

22%

2

RU000A0ZZYR2

Bank VTB B-1-10

9%

12%

15%

18%

21%

24%

3

RU000A100089

Bank VTB B-1-13

9%

12%

15%

18%

21%

24%

4

RU000A0JXFY6

GazpromKapital BO-06

16%

19%

22%

32%

35%

38%

5

RU000A0JWC74

ING Bank BO-01

14%

17%

20%

28%

31%

34%

6

RU000A1002C2

RZD BO 001P-12R

17%

20%

23%

34%

37%

40%

7

RU000A100220

Rosbank BO-002P-04

14%

17%

20%

28%

31%

34%

8

RU000A0JX2D1

Rosbank BO-12

9%

12%

15%

18%

21%

24%

9

RU000A0JX2F6

Rosbank BO-11

10%

13%

16%

20%

23%

26%

10

XS1082459568

SB-19 EUR2

8%

13%

18%

16%

21%

26%

11

RU000A0ZYBS1

Sberbank BO 001P-03R

13%

16%

19%

26%

29%

32%

12

RU000A0JWH46

Sberbank PAO BO-18

8%

12%

16%

16%

20%

24%

13

RU000A0ZYUJ0

Sberbank BO 001P-04R

14%

17%

20%

28%

31%

34%

14

RU000A0JWUE9

Sberbank BO-37

14%

17%

20%

28%

31%

34%

15

RU000A0ZZBN9

Sberbank BO 001P-12R

14%

17%

20%

28%

31%

34%

16

RU000A0ZZE20

Sberbank BO 001P-16R

16%

19%

22%

32%

35%

38%

17

RU000A0JXRW5

Sberbank BO-19

14%

17%

20%

28%

31%

34%