С 25 февраля 2022 решением НКО НКЦ (АО) устанавливаются следующие риск-параметры на фондовом рынке и рынке депозитов:
№ |
Торговый код |
Ценная бумага |
Действующий минимальный ограничительный уровень Ставок рыночного риска, % |
Новый минимальный ограничительный уровень Ставок рыночного риска, % |
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1-ый уровень, S1_min |
2-ой уровень, S2_min |
3-ий уровень, S3_min |
1-ый уровень, S1_min |
2-ой уровень, S2_min |
3-ий уровень, S3_min |
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1 |
YNDX |
Yandex clA |
19% |
25% |
32% |
40% |
46% |
47% |
2 |
VTBX |
VTBX ETF |
22% |
34% |
100% |
40% |
52% |
100% |
3 |
VTBR-ME |
VTBR-гдр |
35% |
49% |
78% |
40% |
54% |
69% |
4 |
VTBR |
ВТБ ао |
23% |
29% |
36% |
40% |
46% |
47% |
5 |
VSMO |
ВСМПО-АВСМ |
33% |
50% |
75% |
40% |
57% |
65% |
6 |
VKCO |
VK-гдр |
19% |
25% |
32% |
40% |
46% |
47% |
7 |
UPRO |
Юнипро ао |
34% |
40% |
47% |
40% |
46% |
47% |
8 |
TRNFP |
Транснф ап |
25% |
31% |
38% |
40% |
46% |
47% |
9 |
TMOS |
TMOS ETF |
15% |
24% |
100% |
40% |
49% |
100% |
10 |
TGKA |
ТГК-1 |
33% |
50% |
75% |
40% |
57% |
65% |
11 |
TCSG |
TCS-гдр |
21% |
27% |
34% |
40% |
46% |
47% |
12 |
TATNP |
Татнфт 3ап |
19% |
25% |
32% |
40% |
46% |
47% |
13 |
TATN |
Татнфт 3ао |
26% |
32% |
39% |
40% |
46% |
47% |
14 |
SNGSP |
Сургнфгз-п |
24% |
30% |
37% |
40% |
46% |
47% |
15 |
SNGS |
Сургнфгз |
24% |
30% |
37% |
40% |
46% |
47% |
16 |
SIBN |
Газпрнефть |
19% |
25% |
32% |
40% |
46% |
47% |
17 |
SGGD-ME |
SGGD-адр |
35% |
49% |
78% |
40% |
54% |
69% |
18 |
SBMX |
SBMX ETF |
26% |
40% |
100% |
40% |
54% |
100% |
19 |
SBGB |
SBGB ETF |
26% |
38% |
100% |
40% |
52% |
100% |
20 |
SBERP |
Сбербанк-п |
23% |
29% |
36% |
40% |
46% |
47% |
21 |
SBER-ME |
SBER-адр |
20% |
28% |
45% |
40% |
48% |
57% |
22 |
SBER |
Сбербанк |
23% |
29% |
36% |
40% |
46% |
47% |
23 |
SBCB |
SBCB ETF |
28% |
34% |
100% |
40% |
46% |
100% |
24 |
RUAL |
РУСАЛ ао |
19% |
25% |
32% |
40% |
46% |
47% |
25 |
RTKMP |
Ростел -ап |
33% |
50% |
75% |
40% |
57% |
65% |
26 |
RTKM-ME |
RTKM-адр |
37% |
52% |
83% |
40% |
55% |
71% |
27 |
RTKM |
Ростел -ао |
29% |
35% |
42% |
40% |
46% |
47% |
28 |
RSTI |
Россети ао |
25% |
31% |
38% |
40% |
46% |
47% |
29 |
ROSN |
Роснефть |
25% |
31% |
38% |
40% |
46% |
47% |
30 |
RCMX |
RCMX ETF |
15% |
27% |
100% |
40% |
52% |
100% |
31 |
RASP |
Распадская |
29% |
35% |
42% |
40% |
46% |
47% |
32 |
QIWI |
iQIWI |
29% |
35% |
42% |
40% |
46% |
47% |
33 |
POLY |
Polymetal |
19% |
25% |
32% |
40% |
46% |
47% |
34 |
PLZL |
Полюс |
24% |
30% |
37% |
40% |
46% |
47% |
35 |
PIKK |
ПИК ао |
37% |
43% |
50% |
40% |
46% |
47% |
36 |
PHOR |
ФосАгро ао |
19% |
25% |
32% |
40% |
46% |
47% |
37 |
OPNR |
OPNR ETF |
22% |
37% |
100% |
40% |
55% |
100% |
38 |
OPNB |
OPNB ETF |
29% |
39% |
100% |
40% |
50% |
100% |
39 |
OGZD |
Газпром др |
22% |
31% |
49% |
40% |
49% |
58% |
40 |
OGKB |
ОГК-2 ао |
33% |
50% |
75% |
40% |
57% |
65% |
41 |
NVTK-ME |
NVTK-гдр |
20% |
28% |
45% |
40% |
48% |
57% |
42 |
NVTK |
Новатэк ао |
20% |
26% |
33% |
40% |
46% |
47% |
43 |
NMTP |
НМТП ао |
33% |
50% |
75% |
40% |
57% |
65% |
44 |
NLMK-ME |
NLMK-гдр |
35% |
49% |
78% |
40% |
54% |
69% |
45 |
NLMK |
НЛМК ао |
25% |
31% |
38% |
40% |
46% |
47% |
46 |
NKNCP |
НКНХ ап |
33% |
50% |
75% |
40% |
57% |
65% |
47 |
NKNC |
НКНХ ао |
33% |
50% |
75% |
40% |
57% |
65% |
48 |
MVID |
М.видео |
27% |
33% |
40% |
40% |
46% |
47% |
49 |
MTSS-ME |
MTSS-адр |
25% |
35% |
56% |
40% |
50% |
61% |
50 |
MTSS |
МТС-ао |
23% |
29% |
36% |
40% |
46% |
47% |
51 |
MSNG |
+МосЭнерго |
33% |
50% |
75% |
40% |
57% |
65% |
52 |
MRKP |
РСетиЦП ао |
33% |
50% |
75% |
40% |
57% |
65% |
53 |
MOEX |
МосБиржа |
19% |
25% |
32% |
40% |
46% |
47% |
54 |
MNOD-ME |
MNOD-адр |
25% |
29% |
36% |
40% |
44% |
47% |
55 |
MGNT-ME |
MGNT-гдр |
30% |
42% |
67% |
40% |
52% |
65% |
56 |
MGNT |
Магнит ао |
19% |
25% |
32% |
40% |
46% |
47% |
57 |
MAGN |
ММК |
20% |
26% |
33% |
40% |
46% |
47% |
58 |
LSNGP |
РСетиЛЭ-п |
33% |
50% |
75% |
40% |
57% |
65% |
59 |
LKOH |
ЛУКОЙЛ |
19% |
25% |
32% |
40% |
46% |
47% |
60 |
LKOD-ME |
LKOD-адр |
18% |
25% |
40% |
40% |
47% |
55% |
61 |
IRAO |
ИнтерРАОао |
29% |
35% |
42% |
40% |
46% |
47% |
62 |
HYDR |
РусГидро |
24% |
30% |
37% |
40% |
46% |
47% |
63 |
GMKN |
ГМКНорНик |
25% |
31% |
38% |
40% |
46% |
47% |
64 |
GLTR |
GLTR-гдр |
34% |
40% |
47% |
40% |
46% |
47% |
65 |
GCHE |
ЧеркизГ-ао |
33% |
50% |
75% |
40% |
57% |
65% |
66 |
GAZP |
ГАЗПРОМ ао |
19% |
25% |
32% |
40% |
46% |
47% |
67 |
FXRU |
FXRU ETF |
12% |
19% |
70% |
40% |
47% |
91% |
68 |
FXRL |
FXRL ETF |
25% |
50% |
70% |
40% |
65% |
60% |
69 |
FXRB |
FXRB ETF |
12% |
19% |
70% |
40% |
47% |
91% |
70 |
FLOT |
Совкомфлот |
27% |
33% |
40% |
40% |
46% |
47% |
71 |
FIVE |
FIVE-гдр |
19% |
25% |
32% |
40% |
46% |
47% |
72 |
FEES |
ФСК ЕЭС ао |
27% |
33% |
40% |
40% |
46% |
47% |
73 |
ENRU |
ЭнелРос ао |
33% |
50% |
75% |
40% |
57% |
65% |
74 |
DSKY |
ДетскийМир |
28% |
34% |
41% |
40% |
46% |
47% |
75 |
CHMF |
СевСт-ао |
22% |
28% |
35% |
40% |
46% |
47% |
76 |
CBOM |
МКБ ао |
33% |
50% |
75% |
40% |
57% |
65% |
77 |
BSPB |
БСП ао |
33% |
50% |
75% |
40% |
57% |
65% |
78 |
BANEP |
Башнефт ап |
30% |
36% |
43% |
40% |
46% |
47% |
79 |
BANE |
Башнефт ао |
33% |
50% |
75% |
40% |
57% |
65% |
80 |
ATAD-ME |
ATAD-адр |
37% |
52% |
83% |
40% |
55% |
71% |
81 |
ALRS |
АЛРОСА ао |
19% |
25% |
32% |
40% |
46% |
47% |
82 |
AKRN |
Акрон |
37% |
54% |
79% |
40% |
57% |
65% |
83 |
AFLT |
Аэрофлот |
19% |
25% |
32% |
40% |
46% |
47% |
84 |
AFKS |
Система ао |
29% |
35% |
42% |
40% |
46% |
47% |
85 |
ROSN-ME |
ГДР Роснефть ORD SHS |
28% |
40% |
63% |
40% |
52% |
63% |
86 |
SVST-ME |
ГДР СЕВЕРСТАЛЬ ORD SHS |
28% |
40% |
63% |
40% |
52% |
63% |