С 18 февраля 2019 г. решением НКО НКЦ (АО) на фондовом рынке и рынке депозитов изменяются риск-параметры по следующим облигациям:
№ |
Торговый код |
Название |
Действующие Минимальные ограничительные уровни Ставок рыночного риска |
Новые Минимальные ограничительные уровни Ставок рыночного риска |
|||||
1 уровень, S1_min |
2 уровень, S2_min |
3 уровень, S3_min |
1 уровень, S1_min |
2 уровень, S2_min |
3 уровень, S3_min |
||||
1 |
RU000A0JUUA1 |
Альфа-Банк АО обл. БО-14 |
7% |
10% |
13% |
14% |
17% |
20% |
|
2 |
RU000A0JW9G0 |
ИКС 5 ФИНАНС ООО БО-05 |
7% |
10% |
13% |
14% |
17% |
20% |
|
3 |
RU000A0JR4J2 |
Мобильные ТелеСистемы ПАО об 8 |
7% |
10% |
13% |
12% |
15% |
18% |
|
4 |
RU000A0JS918 |
Евразийский банк развития 09 |
7% |
10% |
13% |
12% |
15% |
18% |
|
5 |
RU000A0JX2M2 |
РОСЭКСИМБАНК АО БО-001P-01 |
12% |
15% |
18% |
15% |
18% |
21% |
|
6 |
RU000A0JS8Z8 |
Евразийский банк развития 07 |
7% |
10% |
13% |
10% |
13% |
16% |
|
7 |
RU000A0JUQE1 |
Банк ВТБ (ПАО) БО-26 |
7% |
10% |
13% |
10% |
13% |
16% |
|
8 |
RU000A0JWHT4 |
РОСБАНК ПАО обл. БО-14 |
7% |
11% |
15% |
8% |
12% |
16% |
|
9 |
RU000A0JWM31 |
АО "Тинькофф Банк" БО-07 |
7% |
10% |
13% |
8% |
11% |
14% |
|
10 |
RU000A0JX0P9 |
ГПБ (АО) БО-12 |
7% |
10% |
13% |
8% |
11% |
14% |
|
11 |
RU000A0ZYJR6 |
Совкомбанк ПАО обл. БО-05 |
7% |
10% |
13% |
8% |
11% |
14% |
|
12 |
RU000A0JV7A8 |
ПАО НК Роснефть БО-20 |
12% |
15% |
18% |
12% |
14% |
16% |
|
13 |
XS0643183220 |
VEON Holdings B.V. 7.5043 |
15% |
19% |
23% |
13% |
17% |
21% |
|
14 |
XS0290580595 |
GAZ CAPITAL SA 6.51000 07/03/2 |
15% |
20% |
25% |
13% |
18% |
23% |
|
15 |
CH0346828400 |
GAZ CAPITAL SA 2.75 30/11/21 |
15% |
18% |
21% |
13% |
16% |
19% |
|
16 |
XS0743596040 |
SB CAPITAL S.A. 6.125 07/02/22 |
15% |
20% |
25% |
13% |
18% |
23% |
|
17 |
XS1622146758 |
MMC Finance DAC 3.849 08/04/22 |
16% |
19% |
22% |
14% |
17% |
20% |
|
18 |
RU000A0JXR43 |
Республика Саха (Якутия) об.09 |
16% |
19% |
22% |
14% |
17% |
20% |
|
19 |
RU000A0ZYR18 |
Башкирская содовая комп. 1P-01 |
16% |
19% |
22% |
14% |
17% |
20% |
|
20 |
XS1691350455 |
RusHydro Cap. 8.125 28/09/22 |
16% |
19% |
22% |
14% |
17% |
20% |
|
21 |
RU000A0JWVC1 |
Транснефть ПАО БО-001P-04 |
16% |
19% |
22% |
14% |
17% |
20% |
|
22 |
RU000A0JX0B9 |
МЭФ Московской обл. 2016 |
16% |
19% |
22% |
14% |
17% |
20% |
|
23 |
XS0800817073 |
Veb Finance plc 6.025 05/07/22 |
16% |
21% |
26% |
14% |
19% |
24% |
|
24 |
RU000A0ZYC98 |
МегаФон ПАО БО-001P-03 |
16% |
19% |
22% |
14% |
17% |
20% |
|
25 |
RU000A0JXQ28 |
ФедералПассажирКомпан 001P-01 |
16% |
19% |
22% |
14% |
17% |
20% |
|
26 |
RU000A0JT965 |
ПАО НК Роснефть обл.05 |
17% |
20% |
23% |
15% |
18% |
21% |
|
27 |
RU000A0JT940 |
ПАО НК Роснефть обл.04 |
17% |
20% |
23% |
15% |
18% |
21% |
|
28 |
XS1298447019 |
MMC Finance DAC 14/10/22 |
17% |
21% |
25% |
15% |
19% |
23% |
|
29 |
XS0831571434 |
Eurasian Development Bank 4.76 |
17% |
22% |
27% |
15% |
20% |
25% |
|
30 |
XS0841671000 |
STEEL CAPITAL |
17% |
21% |
25% |
15% |
19% |
23% |
|
31 |
XS0830192711 |
GPN Capital S.A. 4.37500 19/09 |
17% |
22% |
27% |
15% |
20% |
25% |
|
32 |
RU000A0ZYT40 |
ПАО НК Роснефть 002P-04 |
17% |
20% |
23% |
15% |
18% |
21% |
|
33 |
CH0374882816 |
GAZ CAPITAL SA 2.25 19/07/22 |
17% |
20% |
23% |
15% |
18% |
21% |
|
34 |
RU000A0ZYKW4 |
ХМАО-Югры об. 35002 |
17% |
20% |
23% |
15% |
18% |
21% |
|
35 |
RU000A0JXQK2 |
ПАО НК Роснефть 001P-04 |
18% |
21% |
24% |
16% |
19% |
22% |
|
36 |
XS1759801720 |
CBOM Finance P.L.C. 5.55 |
18% |
21% |
24% |
16% |
19% |
22% |
|
37 |
XS1502188375 |
RZD Capital PLC 9.2 07/10/23 |
19% |
22% |
25% |
17% |
20% |
23% |
|
38 |
RU000A0JXYS9 |
Краснодарский кр. 35001 обл. |
18% |
21% |
24% |
16% |
19% |
22% |
|
39 |
RU000A0JV201 |
ПАО НК Роснефть БО-08 |
20% |
23% |
26% |
18% |
21% |
24% |
|
40 |
RU000A0ZYLC4 |
Газпром нефть ПАО 001P-04R |
21% |
24% |
27% |
19% |
22% |
25% |
|
41 |
XS1592279522 |
GAZ CAPITAL SA 4.25 06/04/24 |
21% |
24% |
27% |
19% |
22% |
25% |
|
42 |
RU000A0JWWW7 |
СУЭК-Финанс ООО БО 001P-01R |
10% |
13% |
16% |
8% |
11% |
14% |
|
43 |
RU000A0ZYKM5 |
Автодор ГК БО-001P-02 |
10% |
13% |
16% |
8% |
11% |
14% |
|
44 |
RU000A0JXHQ8 |
ГПБ (АО) БО-23 |
11% |
14% |
17% |
9% |
12% |
15% |
|
45 |
RU000A0JTM36 |
ПАО "АНК "Башнефть" об. 07 |
11% |
16% |
21% |
9% |
14% |
19% |
|
46 |
RU000A0JX5W4 |
Альфа-Банк АО обл. БО-18 |
11% |
14% |
17% |
9% |
12% |
15% |
|
47 |
RU000A0JS5F6 |
Вымпел-Коммуникации ПАО обл.04 |
11% |
14% |
17% |
9% |
12% |
15% |
|
48 |
RU000A0JTTA5 |
Мобильные ТелеСистемы ПАО БО-1 |
11% |
14% |
17% |
9% |
12% |
15% |
|
49 |
XS0918297382 |
Metalloinvest Finance Ltd 5.62 |
9% |
13% |
17% |
7% |
11% |
15% |
|
50 |
XS0918604496 |
EDC Finance Ltd 4.875 17/4/20 |
9% |
12% |
15% |
7% |
10% |
13% |
|
51 |
XS0922301717 |
POLYUS FINANCE PLC 20 |
9% |
13% |
17% |
7% |
11% |
15% |
|
52 |
RU000A0JXRV7 |
Альфа-Банк АО обл. БО-20 |
12% |
15% |
18% |
10% |
13% |
16% |
|
53 |
RU000A0JXRN4 |
ЕвроХим МХК АО БО-001Р-02 |
12% |
15% |
18% |
10% |
13% |
16% |
|
54 |
RU000A0JXS75 |
Уралкалий ПАО ПБО-03-P |
12% |
15% |
18% |
10% |
13% |
16% |
|
55 |
RU000A0JXTQ3 |
РусГидро (ПАО) БО-П05 |
12% |
15% |
18% |
10% |
13% |
16% |
|
56 |
RU000A0JXS59 |
Почта России (ФГУП) БО-001P-03 |
12% |
15% |
18% |
10% |
13% |
16% |
|
57 |
RU000A0JXTF6 |
ГПБ (АО) БО-13 |
12% |
15% |
18% |
10% |
13% |
16% |
|
58 |
XS0524610812 |
VEB FINANCE LIMITED 6.902 09/0 |
10% |
14% |
18% |
8% |
12% |
16% |
|
59 |
RU000A0ZYLH3 |
ВЭБ.РФ ПБО-001Р-10 |
12% |
15% |
18% |
10% |
13% |
16% |
|
60 |
RU000A0JWGT6 |
Республика Саха (Якутия) об.08 |
12% |
15% |
18% |
10% |
13% |
16% |
|
61 |
XS0513723873 |
MTS INTERNATIONAL FUNDING 8.62 |
9% |
13% |
17% |
7% |
11% |
15% |
|
62 |
RU000A0JWNK1 |
ПАО "МОЭСК" БО-06 |
12% |
15% |
18% |
10% |
13% |
16% |
|
63 |
RU000A0JUUU9 |
ПАО "МОЭСК" БО-04 |
13% |
16% |
19% |
11% |
14% |
17% |
|
64 |
RU000A0ZYAE3 |
ГПБ (АО) БО-14 |
13% |
16% |
19% |
11% |
14% |
17% |
|
65 |
XS0972645112 |
Eurasian Development Bank 5.00 |
11% |
16% |
21% |
9% |
14% |
19% |
|
66 |
XS0548633659 |
VTB CAPITAL S.A. 6.551 13/10/2 |
11% |
15% |
19% |
9% |
13% |
17% |
|
67 |
RU000A0ZYB73 |
ГПБ (АО) БО-24 |
13% |
16% |
19% |
11% |
14% |
17% |
|
68 |
RU000A0JS8Y1 |
Евразийский банк развития 06 |
13% |
16% |
19% |
11% |
14% |
17% |
|
69 |
RU000A0ZYBG6 |
КБ ДельтаКредит АО БО-001P-01 |
13% |
16% |
19% |
11% |
14% |
17% |
|
70 |
RU000A0ZYCQ3 |
РН БАНК АО БО-001Р-02 |
13% |
16% |
19% |
11% |
14% |
17% |
|
71 |
XS1501561739 |
RZD CAPITAL PLC 3.45 06/10/20 |
11% |
14% |
17% |
9% |
12% |
15% |
|
72 |
XS0555493203 |
ALROSA FINANCE SA REGS 7.750 0 |
11% |
14% |
17% |
9% |
12% |
15% |
|
73 |
XS0982861287 |
MMC Finance Limited 5.55 28/10 |
11% |
16% |
20% |
9% |
14% |
18% |
|
74 |
XS0554659671 |
LUKOIL INTERNATIONAL 6.125 09/ |
11% |
16% |
20% |
9% |
14% |
18% |
|
75 |
RU000A0JXXD3 |
ПАО НК Роснефть 001P-06 |
13% |
14% |
15% |
11% |
12% |
13% |
|
76 |
RU000A0JXXE1 |
ПАО НК Роснефть 001P-07 |
13% |
14% |
15% |
11% |
12% |
13% |
|
77 |
XS0708813810 |
GAZ CAPITAL S.A. 5.999 23/01/2 |
12% |
17% |
21% |
10% |
15% |
19% |
|
78 |
XS0587031096 |
VIP FINANCE REGS 7.748 02/02/2 |
12% |
17% |
22% |
10% |
15% |
20% |
|
79 |
XS0588433267 |
Novatek Finance 6.604 03/02/21 |
12% |
17% |
21% |
10% |
15% |
19% |
|
80 |
XS0638572973 |
SB CAPITAL S.A. 5.717 16/06/21 |
13% |
18% |
23% |
11% |
16% |
21% |
|
81 |
XS0919581982 |
RZD Capital PLC 3.3744 20/05/2 |
13% |
18% |
23% |
11% |
16% |
21% |
|
82 |
XS1625994022 |
VEON Holdings B.V. 21 |
13% |
16% |
19% |
11% |
14% |
17% |
|
83 |
RU000A0JWNE4 |
ВЭБ.РФ ПБО-001Р-03 USD |
13% |
16% |
19% |
11% |
14% |
17% |
|
84 |
RU000A0JXMH7 |
Мобильные ТелеСистемы 001P-02 |
14% |
17% |
20% |
12% |
15% |
18% |
|
85 |
XS1567051443 |
STEEL CAPITAL SA 3.85 27/08/21 |
14% |
17% |
20% |
12% |
15% |
18% |
|
86 |
RU000A0JY023 |
ГосТранспортЛизингКомп 001P-05 |
14% |
17% |
20% |
12% |
15% |
18% |
|
87 |
RU000A0JTS06 |
ПАО НК Роснефть обл.07 |
17% |
20% |
23% |
15% |
18% |
21% |
|
88 |
RU000A0ZYX69 |
Федерал пассажир комп 001Р-03 |
20% |
23% |
26% |
18% |
21% |
24% |
|
89 |
RU000A0ZZ1J8 |
ГТЛК БО 001P-09 |
20% |
23% |
26% |
18% |
21% |
24% |
|
90 |
RU000A0ZYU05 |
РЖД БО 001Р-05R |
23% |
26% |
29% |
21% |
24% |
27% |
|
91 |
RU000A0JVYG8 |
РОСЭКСИМБАНК АО обл.01 |
15% |
18% |
21% |
12% |
15% |
18% |
|
92 |
RU000A0JXT58 |
Международн.инвест.банк БО1P-1 |
11% |
14% |
17% |
8% |
11% |
14% |
|
93 |
RU000A0ZZ083 |
ИКС 5 ФИНАНС 001P-03 |
11% |
14% |
17% |
8% |
11% |
14% |
|
94 |
RU000A0JVWB3 |
Россельхозбанк (АО) БО-09 |
12% |
15% |
18% |
9% |
12% |
15% |
|
95 |
XS0906946008 |
GAZ CAPITAL SA 3.389 20/03/20 |
9% |
14% |
19% |
6% |
11% |
16% |
|
96 |
RU000A0JVFJ1 |
ИНГ БАНК (ЕВРАЗИЯ) АО БО-05 |
12% |
15% |
18% |
9% |
12% |
15% |
|
97 |
RU000A0JV789 |
ПАО НК Роснефть БО-19 |
15% |
17% |
19% |
12% |
14% |
16% |
|
98 |
RU000A0JV763 |
ПАО НК Роснефть БО-18 |
15% |
17% |
19% |
12% |
14% |
16% |
|
99 |
RU000A0JV7C4 |
ПАО НК Роснефть БО-22 |
15% |
17% |
19% |
12% |
14% |
16% |
|
100 |
RU000A0JV7B6 |
ПАО НК Роснефть БО-23 |
15% |
17% |
19% |
12% |
14% |
16% |
|
101 |
RU000A0JV797 |
ПАО НК Роснефть БО-25 |
15% |
17% |
19% |
12% |
14% |
16% |
|
102 |
RU000A0JV7D2 |
ПАО НК Роснефть БО-21 |
15% |
17% |
19% |
12% |
14% |
16% |
|
103 |
RU000A0JV1Y1 |
ПАО НК Роснефть БО-04 |
20% |
23% |
26% |
17% |
20% |
23% |
|
104 |
RU000A0ZYVU5 |
ПАО НК Роснефть 002P-05 |
20% |
23% |
26% |
17% |
20% |
23% |
|
105 |
RU000A0JXP45 |
ГПБ (АО) БО-16 |
13% |
16% |
19% |
10% |
13% |
16% |
|
106 |
RU000A0JXQD7 |
Транснефть ПАО БО-001P-07 |
14% |
17% |
20% |
11% |
14% |
17% |
|
107 |
XS1038646078 |
GAZ CAPITAL SA 3.6 26/02/21 |
13% |
18% |
23% |
10% |
15% |
20% |
|
108 |
XS1599428726 |
Phosagro Bond Funding DAC 3.95 |
17% |
20% |
23% |
13% |
16% |
19% |
|
109 |
XS1752568144 |
Phosagro BondFunding DAC 3.949 |
31% |
34% |
37% |
16% |
19% |
22% |