С 01.08.2017 решением Банка НКЦ (АО) на фондовом рынке и рынке депозитов изменяются риск-параметры по следующим облигациям:
Наименование ценной бумаги |
Торговый код |
Ставка рыночного риска первого уровня (S_1_min) |
Ставка рыночного риска второго уровня (S_2_min) |
Ставка рыночного риска третьего уровня (S_3_min) |
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Текущее значение |
Новое значение |
Текущее значение |
Новое значение |
Текущее значение |
Новое значение |
||
AHML-18 RU |
XS0886632685 |
8.5% |
7.5% |
11.5% |
10.5% |
14.5% |
13.5% |
FSK-19 RUB |
XS0863439161 |
11.5% |
10.5% |
14.5% |
13.5% |
17.5% |
16.5% |
RSHB-18 RU |
XS0884734343 |
8% |
7.5% |
11% |
10.5% |
14% |
13.5% |
RUS-18 RUB |
XS0564087541 |
4% |
3.5% |
5% |
4.5% |
6% |
5.5% |
RZD-19 RUB |
XS0764253455 |
11.5% |
10.5% |
14.5% |
13.5% |
17.5% |
16.5% |
АИЖК 10об |
RU000A0JPJE6 |
10% |
9% |
13% |
12% |
16% |
15% |
АИЖК 16об |
RU000A0JQXG0 |
11% |
10.5% |
14% |
13.5% |
17% |
16.5% |
АИЖК 17об |
RU000A0JR5F7 |
14% |
13.5% |
17% |
16.5% |
20% |
19.5% |
АИЖК 21об |
RU000A0JS488 |
12.5% |
12% |
15.5% |
15% |
18.5% |
18% |
АИЖК 24об |
RU000A0JTDX1 |
8% |
7% |
11% |
10% |
14% |
13% |
АИЖК 25об |
RU000A0JTW83 |
8.5% |
8% |
11.5% |
11% |
14.5% |
14% |
АИЖК 30об |
RU000A0JUKX4 |
10% |
9% |
13% |
12% |
16% |
15% |
АИЖК БО-03 |
RU000A0JVCJ8 |
8.5% |
8% |
11.5% |
11% |
14.5% |
14% |
ВЭБ 06 |
RU000A0JR3H8 |
8% |
7% |
11% |
10% |
14% |
13% |
ВЭБ 09 |
RU000A0JRCX7 |
8% |
7% |
11% |
10% |
14% |
13% |
ВЭБ 10 |
RU000A0JRTN2 |
13.5% |
13% |
16.5% |
16% |
19.5% |
19% |
ВЭБ 18 |
RU000A0JT403 |
13% |
12% |
16% |
15% |
19% |
18% |
ВЭБ 21 |
RU000A0JS4Z7 |
11% |
10% |
14% |
13% |
17% |
16% |
ВЭБ Б04 |
RU000A0JUD83 |
10.5% |
9.5% |
13.5% |
12.5% |
16.5% |
15.5% |
ВЭБ Б14 |
RU000A0JU6K0 |
9.5% |
8.5% |
12.5% |
11.5% |
15.5% |
14.5% |
ВЭБ ПБО1Р1 |
RU000A0JW6P7 |
18% |
20.5% |
21% |
20.5% |
24% |
20.5% |
ВЭБ ПБО1Р2 |
RU000A0JWG96 |
11.5% |
11% |
14.5% |
14% |
17.5% |
17% |
Дельта09ИП |
RU000A0JTF43 |
7.5% |
8% |
10.5% |
11% |
13.5% |
14% |
Дельта12ИП |
RU000A0JU4X8 |
9% |
8.5% |
12% |
11.5% |
15% |
14.5% |
Дельта13ИП |
RU000A0JUV81 |
15.5% |
14.5% |
18.5% |
17.5% |
21.5% |
20.5% |
Дельта14ИП |
RU000A0JUJG1 |
15% |
14.5% |
18% |
17.5% |
21% |
20.5% |
Дельта15ИП |
RU000A0JUW23 |
17% |
16.5% |
20% |
19.5% |
23% |
22.5% |
Дельта16ИП |
RU000A0JV7T8 |
8% |
7.5% |
11% |
10.5% |
14% |
13.5% |
Дельта17ИП |
RU000A0JWBN0 |
11.5% |
10.5% |
14.5% |
13.5% |
17.5% |
16.5% |
ДельтКрБ12 |
RU000A0JWUB5 |
13% |
12% |
16% |
15% |
19% |
18% |
ДельтКрБ19 |
RU000A0JVWA5 |
8% |
7% |
11% |
10% |
14% |
13% |
ДельтКрБ20 |
RU000A0JWGS8 |
11.5% |
11% |
14.5% |
14% |
17.5% |
17% |
ДельтКрБО7 |
RU000A0JVTA1 |
9.5% |
8.5% |
12.5% |
11.5% |
15.5% |
14.5% |
ДельтКрБО8 |
RU000A0JVUY9 |
11.5% |
10.5% |
14.5% |
13.5% |
17.5% |
16.5% |
ОФЗ 25081 |
SU25081RMFS9 |
4% |
3.5% |
5% |
4.5% |
6% |
5.5% |
ОФЗ 26204 |
SU26204RMFS6 |
4% |
3.5% |
5% |
4.5% |
6% |
5.5% |
ОФЗ 26208 |
SU26208RMFS7 |
5.5% |
5% |
6.5% |
6% |
7.5% |
7% |
ОФЗ 26212 |
SU26212RMFS9 |
9% |
8.5% |
10% |
9.5% |
11% |
10.5% |
ОФЗ 26215 |
SU26215RMFS2 |
6.5% |
6% |
7.5% |
7% |
8.5% |
8% |
ОФЗ 26218 |
SU26218RMFS6 |
10.5% |
10% |
11.5% |
11% |
12.5% |
12% |
ОФЗ 26221 |
SU26221RMFS0 |
11% |
10.5% |
12% |
11.5% |
13% |
12.5% |
ОФЗ 46005 |
SU46005RMFS3 |
4.5% |
4% |
5.5% |
5% |
6.5% |
6% |
ОФЗ 46014 |
SU46014RMFS5 |
4.5% |
4% |
5.5% |
5% |
6.5% |
6% |
ОФЗ 46019 |
SU46019RMFS4 |
5% |
4.5% |
6% |
5.5% |
7% |
6.5% |
ОФЗ 46021 |
SU46021RMFS0 |
4% |
3.5% |
5% |
4.5% |
6% |
5.5% |
РЖД-18 обл |
RU000A0JQ7X7 |
12.5% |
12% |
15.5% |
15% |
18.5% |
18% |
РСХБ 10 |
RU000A0JQS09 |
7% |
13% |
10% |
16% |
13% |
19% |
РСХБ 11 |
RU000A0JQS74 |
7% |
13% |
10% |
16% |
13% |
19% |
РСХБ 14 |
RU000A0JRLE8 |
7.5% |
8% |
10.5% |
11% |
13.5% |
14% |
РСХБ 15 |
RU000A0JRVN8 |
8% |
7% |
11% |
10% |
14% |
13% |
РСХБ 16 |
RU000A0JS6N8 |
8.5% |
8% |
11.5% |
11% |
14.5% |
14% |
РСХБ 17 |
RU000A0JT7M7 |
10% |
8.5% |
13% |
11.5% |
16% |
14.5% |
РСХБ 18 |
RU000A0JT874 |
11.5% |
11% |
14.5% |
14% |
17.5% |
17% |
РСХБ 20 |
RU000A0JTVJ2 |
8.5% |
8% |
11.5% |
11% |
14.5% |
14% |
РСХБ 22 |
RU000A0JU6A1 |
8.5% |
8% |
11.5% |
11% |
14.5% |
14% |
РСХБ 23 |
RU000A0JUAD7 |
10% |
9% |
13% |
12% |
16% |
15% |
РСХБ 4 |
RU000A0JPF47 |
8% |
7% |
11% |
10% |
14% |
13% |
РСХБ 5 |
RU000A0JQ1H3 |
7.5% |
8% |
10.5% |
11% |
13.5% |
14% |
РСХБ 6 |
RU000A0JPMT8 |
8% |
7.5% |
11% |
10.5% |
14% |
13.5% |
РСХБ 7 |
RU000A0JPTE5 |
7% |
8.5% |
10% |
11.5% |
13% |
14.5% |
РСХБ БО13 |
RU000A0JUW31 |
12.5% |
12% |
15.5% |
15% |
18.5% |
18% |
РСХБ БО17 |
RU000A0JV987 |
7.5% |
7% |
10.5% |
10% |
13.5% |
13% |
ФСК ЕЭС-09 |
RU000A0JR3M8 |
8% |
7% |
11% |
10% |
14% |
13% |
ФСК ЕЭС-11 |
RU000A0JR3L0 |
8% |
7% |
11% |
10% |
14% |
13% |
ФСК ЕЭС-12 |
RU000A0JS7H8 |
12% |
11% |
15% |
14% |
18% |
17% |
ФСК ЕЭС-13 |
RU000A0JRL96 |
15% |
14.5% |
18% |
17.5% |
21% |
20.5% |
ФСК ЕЭС-15 |
RU000A0JRUS9 |
10% |
8.5% |
13% |
11.5% |
16% |
14.5% |
ФСК ЕЭС-18 |
RU000A0JRZK5 |
12% |
11.5% |
15% |
14.5% |
18% |
17.5% |
ФСК ЕЭС-21 |
RU000A0JT7T2 |
21% |
20% |
24% |
23% |
27% |
26% |
ФСК ЕЭС-24 |
RU000A0JTKA4 |
13.5% |
13% |
16.5% |
16% |
19.5% |
19% |
ФСК ЕЭС-25 |
RU000A0JT2K2 |
13% |
12% |
16% |
15% |
19% |
18% |