№ п.п.

Облигация

ISIN

Минимальные ограничительные уровни Ставок рыночного риска, %

Лимит концентрации, шт.

1 уровень, S_1_min

2 уровень, S_2_min

3 уровень, S_3_min

1 уровень

2 уровень

1

МФ-119(XS)

XS0088543193

52.00%

57.00%

67.00%

2 000

11 000

2

МФ-128(XS)

XS0114288789

41.00%

46.00%

56.00%

4 786 000

23 929 000

3

VTB-35

XS0223715920

29.00%

34.00%

44.00%

3 000

17 000

4

GPBank-15

XS0230577941

29.00%

34.00%

44.00%

3 000

17 000

5

VTB-16

XS0244105283

29.00%

34.00%

44.00%

3 000

14 000

6

Rosneft-16

XS0261906738

29.00%

34.00%

44.00%

4 000

18 000

7

Moskva-16

XS0271772559

29.00%

34.00%

44.00%

3 000

14 000

8

GAZPR-16

XS0276456315

29.00%

34.00%

44.00%

3 000

17 000

9

Rosneft-17

XS0292530309

29.00%

34.00%

44.00%

3 000

17 000

10

RSHBank-17

XS0300998779

29.00%

34.00%

44.00%

4 000

19 000

11

GAZPR-37

XS0316524130

52.00%

57.00%

67.00%

4 000

18 000

12

Rosneft-18

XS0324963932

29.00%

34.00%

44.00%

4 000

19 000

13

GAZPR-18

XS0327237136

29.00%

34.00%

44.00%

3 000

13 000

14

GAZCAP-18

XS0357281558

29.00%

34.00%

44.00%

3 000

17 000

15

VTB-18

XS0365923977

29.00%

34.00%

44.00%

4 000

19 000

16

VTB -15

XS0491998133

29.00%

34.00%

44.00%

3 000

17 000

17

BankMOS-15

XS0494095754

29.00%

34.00%

44.00%

3 000

17 000

18

ALFA MTN I

XS0494933806

29.00%

34.00%

44.00%

3 000

17 000

19

RZD CAP-17

XS0499245180

29.00%

34.00%

44.00%

4 000

18 000

20

МФ-45V(XS)

XS0504954180

29.00%

34.00%

44.00%

33

167

21

МФ-44V(XS)

XS0504954347

41.00%

46.00%

56.00%

35

175

22

MTS-20

XS0513723873

41.00%

46.00%

56.00%

4 000

18 000

23

SB-17

XS0543956717

29.00%

34.00%

44.00%

4 000

18 000

24

ALFA-17

XS0544362972

29.00%

34.00%

44.00%

4 000

18 000

25

VEB FIN-17

XS0559800122

29.00%

34.00%

44.00%

4 000

19 000

26

GAZ CAPITA

XS0562354182

29.00%

34.00%

44.00%

3 000

17 000

27

МФ-49001RM

XS0564087541

17.00%

22.00%

32.00%

43

215

28

Novatek-21

XS0588433267

41.00%

46.00%

56.00%

4 000

19 000

29

Novatek-16

XS0588436799

29.00%

34.00%

44.00%

4 000

18 000

30

VTB CAP-18

XS0592794597

29.00%

34.00%

44.00%

4 000

21 000

31

RSHB-16

XS0605637056

17.00%

22.00%

32.00%

2 000

12 000

32

RZD Cap-31

XS0609017917

52.00%

57.00%

67.00%

2 000

12 000

33

ALFA -21

XS0620695204

41.00%

46.00%

56.00%

4 000

20 000

34

VEB-Leasin

XS0630950870

29.00%

34.00%

44.00%

4 000

18 000

35

GAZCAP-16

XS0708813653

29.00%

34.00%

44.00%

4 000

19 000

36

VEB-17

XS0719009754

29.00%

34.00%

44.00%

4 000

19 000

37

SberB-17

XS0742380412

29.00%

34.00%

44.00%

4 000

18 000

38

RSHB-17

XS0748114005

17.00%

22.00%

32.00%

2 000

12 000

39

RZD CAP-19

XS0764253455

17.00%

22.00%

32.00%

3 000

14 000

40

МФ-59V(XS)

XS0767469827

29.00%

34.00%

44.00%

17

87

41

VTB-17

XS0772509484

29.00%

34.00%

44.00%

4 000

19 000

42

GPBank-17

XS0783291221

29.00%

34.00%

44.00%

4 000

19 000

43

VEB-22

XS0800817073

41.00%

46.00%

56.00%

5 000

24 000

44

GPB-15

XS0833264335

17.00%

22.00%

32.00%

2 000

11 000

45

RosNef-22

XS0861981180

41.00%

46.00%

56.00%

4 000

22 000

46

FSK-EES-19

XS0863439161

17.00%

22.00%

32.00%

3 000

14 000

47

GPBank-16

XS0877983642

17.00%

22.00%

32.00%

2 000

12 000

48

SB CAP-16

XS0882561821

17.00%

22.00%

32.00%

2 000

11 000

49

GAZCAP-20

XS0885733153

41.00%

46.00%

56.00%

4 000

22 000

50

Veb Fin-18

XS0893205186

58.00%

68.00%

88.00%

6 000

32 000

51

MTS-23

XS0921331509

52.00%

57.00%

67.00%

4 000

21 000

52

NorNik-18

XS0922134712

41.00%

46.00%

56.00%

4 000

18 000

53

Alfa-16

XS0922142574

17.00%

22.00%

32.00%

2 000

12 000

54

Uralkali18

XS0922883318

41.00%

46.00%

56.00%

4 000

19 000

55

Veb -18

XS0993162170

41.00%

46.00%

56.00%

4 000

20 000