MOEX: NCC Clearing Bank announces risk parameters change


NCC Clearing Bank has announced that it is changing risk parameters in Securities market for the following instruments starting from August 12, 2016:

Shares:

Ticker Name Current IM rates New IM rates New concentration limits, sec.
S_1_min S_2_min S_3_min S_1_min S_2_min S_3_min 1st level 2nd level
1 MSRS MOESK 100% 100% 100% 70% 85% 95% 10 638 298 21 276 596
2 UNAC Ob.aviastroitelnaya korp. 100% 100% 100% 70% 85% 95% 19 900 498 39 800 995
3 AGRO GDR ROS AGRO 100% 100% 100% 70% 85% 95% 10 638 21 277
4 UWGN OVK ordinary shares 100% 100% 100% 70% 85% 95% 13 432 26 864
5 IRKT IRKUT-3 100% 100% 100% 70% 85% 95% 1 091 703 2 183 406
6 FESH DVMP ordinary shares 60% 70% 95% 70% 85% 95% 3 703 700 7 407 400
7 VZRZ Vozrojdenie 60% 70% 80% 100% 100% 100% 5 774 11 548
8 CHZN Chelabinskyi cinkovyi zavod 70% 85% 95% 100% 100% 100% 5 290 10 580

NCC sets a ban for shortsells for FESH and MRKY shares and cancels a ban for shortsells for MSRS shares starting from August 12, 2016.

Bonds:

Ticker 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 RU000A0JVWC1 NOVOLIPETSK STEEL PJSC 12% 15% 18% 10% 13% 16%
2 XS0366630902 OJSC RUSS AGRIC BK(RSHB) 11% 14% 17% 9% 12% 15%
3 RU000A0JPLU8 AGENTSTVO PO IPOTECHNOMU 13% 17% 21% 11% 15% 19%
4 XS0918297382 METALLOINVEST FINANCE 17% 21% 25% 15% 19% 23%
5 RU000A0JV987 ROSSELKHOZBANK 11% 14% 17% 9% 12% 15%
6 RU000A0JR043 EURASIAN DEVELOPMENT BANK 11% 14% 17% 9% 12% 15%
7 SU25080RMFS1 RUSSIA GOVT BOND – OFZ 6% 7% 8% 4% 5% 6%
8 XS0922301717 POLYUS GOLD INTL LTD 17% 21% 25% 15% 19% 23%
9 RU000A0JRUY7 VEB-LEASING 13% 17% 21% 11% 15% 19%
10 XS0808632847 OJSC NOVO(STEEL FUNDING) 10% 13% 16% 8% 11% 14%
11 RU000A0JU849 ALFA-BANK AO 9% 12% 15% 7% 10% 13%
12 RU000A0JT8N3 RUSSIAN POST FGUP 9% 12% 15% 7% 10% 13%
13 RU000A0JT7M7 ROSSELKHOZBANK 9% 12% 15% 7% 10% 13%
14 RU000A0JR3G0 VNESHECONOMBANK 9% 12% 15% 7% 10% 13%
15 RU000A0JTYN8 ROSNEFT PJSC 15% 20% 24% 13% 18% 22%
16 RU000A0JTYL2 ROSNEFT PJSC 15% 20% 24% 13% 18% 22%
17 XS0555493203 ALROSA FINANCE SA 18% 21% 24% 16% 19% 22%
18 RU000A0JU6K0 VNESHECONOMBANK 16% 20% 24% 14% 18% 22%
19 RU000A0JVNB2 DELTACREDIT BANK 10% 13% 16% 13% 16% 19%
20 RU000A0JU1Q8 ROSSELKHOZBANK 7% 10% 13% 14% 17% 20%

Derivatives Market

NCC Clearing Bank is changing risk parameters in Derivatives market for the following instruments starting from August 11, 2016 at 7:00 pm:

Underlying Futures contract Current Basic IM Rate New Basic IM Rate
1 GBPU GBP/USD Exchange rate 10% 7%

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MOEX: NCC Clearing Bank announces risk parameters change

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