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% |