|
Код ценной бумаги
|
Наименование
|
ISIN
|
Минимальное базовое ГО, %
|
Минимальное базовое ГО в дни ожидаемой повышенной волатильности, %
|
MR_Stress, %
|
ch_fine_short, %
|
ch_fine_long, %
|
fine_short, %
|
fine_long, %
|
ch_fine_borrow money, %
|
ch_fine_borrow security, %
|
Group_name
|
|
GMKN0423
|
GMKNRM 4.1 04/11/23
|
XS1589324075
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
XS0848530977
|
SBCAP 5.125 29.10.2022 Notes
|
XS0848530977
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
PLZL0322
|
POLYUSFIN 4.699 28.03.2022 Notes
|
XS1405766384
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
PLZL0223
|
POLYUSFIN 5.25 07.02.2023 Notes
|
XS1533922933
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
RSHB1023
|
RSHB 8.5 16.10.2023 Notes
|
XS0979891925
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
VTBperp
|
VTB 9.5 Perpetual Notes
|
XS0810596832
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
RUS0628
|
RUSSIA 12.75 24.06.2028
|
XS0088543193
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
GMKN1022
|
GMKN 6.625 14.10.2022 Notes
|
XS1298447019
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
GAZP1124
|
GAZP 2.25 22.11.2024 Notes
|
XS1721463500
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
XS0893212398
|
VEB 4.032 21.02.2023 Notes
|
XS0893212398
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
ALFAperp
|
ALFA 6.95 Perpetual Notes
|
XS1760786340
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
EVRZ0323
|
EVRAZ 5.375 20.03.2023 Notes
|
XS1533915721
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
XS0191754729
|
GAZP 8.625 28.04.2034 Notes
|
XS0191754729
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
CHMF1022
|
STEEL 5.9 17.10.2022 Notes
|
XS0841671000
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
DME0223
|
DMEAirport 5.075 15.02.2023 Notes
|
XS1772800204
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
GAZP0327
|
GAZCAPITAL 4.95 23.03.2027 Notes
|
XS1585190389
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
GLPR0923
|
GLPR 6.5 22.09.2023 Notes
|
XS1405775450
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
SCFL0623
|
SCFCapital 5.375 16.06.2023 Notes
|
XS1433454243
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
XS0304274599
|
LUKOILINT 6.656 07.06.2022 Notes
|
XS0304274599
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
XS0559915961
|
VEB 6.8 22.11.2025 Notes
|
XS0559915961
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
XS0935311240
|
SBCAP 5.25 23.05.2023 Notes
|
XS0935311240
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
XS1577953174
|
STEELFUND 4 21.09.2024 Notes
|
XS1577953174
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
XS1693971043
|
SIBUR 4.125 05.10.2023 Notes
|
XS1693971043
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
XS1752568144
|
Phos 3.949 24.04.2023 Notes
|
XS1752568144
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
XS0885736925
|
GAZCAPITAL 4.95 06.02.2028 Notes
|
XS0885736925
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
CBOM0224EU
|
CBOM 5.15 20.02.2024 Notes
|
XS1951067039
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
LUK0423
|
LUKOILINT 4.563 24.04.2023 Notes
|
XS0919504562
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
LUK1126
|
LUKOILINT 4.75 02.11.2026 Notes
|
XS1514045886
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
ALFA0430
|
ALFA 5.95 15.04.2030 Notes
|
XS2063279959
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|
|
RZD0527
|
RZDCAP 2.2 23.05.2027 Notes
|
XS1843437036
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
3
|