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:

TickerNameCurrent IM ratesNew IM ratesNew concentration limits, sec.
S_1_minS_2_minS_3_minS_1_minS_2_minS_3_min1st level2nd level
1MSRSMOESK100%100%100%70%85%95%10 638 29821 276 596
2UNACOb.aviastroitelnaya korp.100%100%100%70%85%95%19 900 49839 800 995
3AGROGDR ROS AGRO100%100%100%70%85%95%10 63821 277
4UWGNOVK ordinary shares100%100%100%70%85%95%13 43226 864
5IRKTIRKUT-3100%100%100%70%85%95%1 091 7032 183 406
6FESHDVMP ordinary shares60%70%95%70%85%95%3 703 7007 407 400
7VZRZVozrojdenie60%70%80%100%100%100%5 77411 548
8CHZNChelabinskyi cinkovyi zavod70%85%95%100%100%100%5 29010 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:

TickerNameCurrent IM ratesNew IM rates
S_1_minS_2_minS_3_minS_1_minS_2_minS_3_min
1RU000A0JVWC1NOVOLIPETSK STEEL PJSC12%15%18%10%13%16%
2XS0366630902OJSC RUSS AGRIC BK(RSHB)11%14%17%9%12%15%
3RU000A0JPLU8AGENTSTVO PO IPOTECHNOMU13%17%21%11%15%19%
4XS0918297382METALLOINVEST FINANCE17%21%25%15%19%23%
5RU000A0JV987ROSSELKHOZBANK11%14%17%9%12%15%
6RU000A0JR043EURASIAN DEVELOPMENT BANK11%14%17%9%12%15%
7SU25080RMFS1RUSSIA GOVT BOND – OFZ6%7%8%4%5%6%
8XS0922301717POLYUS GOLD INTL LTD17%21%25%15%19%23%
9RU000A0JRUY7VEB-LEASING13%17%21%11%15%19%
10XS0808632847OJSC NOVO(STEEL FUNDING)10%13%16%8%11%14%
11RU000A0JU849ALFA-BANK AO9%12%15%7%10%13%
12RU000A0JT8N3RUSSIAN POST FGUP9%12%15%7%10%13%
13RU000A0JT7M7ROSSELKHOZBANK9%12%15%7%10%13%
14RU000A0JR3G0VNESHECONOMBANK9%12%15%7%10%13%
15RU000A0JTYN8ROSNEFT PJSC15%20%24%13%18%22%
16RU000A0JTYL2ROSNEFT PJSC15%20%24%13%18%22%
17XS0555493203ALROSA FINANCE SA18%21%24%16%19%22%
18RU000A0JU6K0VNESHECONOMBANK16%20%24%14%18%22%
19RU000A0JVNB2DELTACREDIT BANK10%13%16%13%16%19%
20RU000A0JU1Q8ROSSELKHOZBANK7%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:

UnderlyingFutures contractCurrent Basic IM RateNew Basic IM Rate
1GBPUGBP/USD Exchange rate10%7%

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MOEX: NCC Clearing Bank announces risk parameters change

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