OREANDA-NEWS. June 30, 2011. RTS Clearing Center has reviewed the list of securities that can be accepted as collateral for trades executed on FORTS and RTS Standard, the markets of OJSC RTS.

List of Securities eligible as Collateral

Issuer, security type

Maximum allowed number
of securities per Clearing
Member, units

Settlement Depository

LUKOIL, ordinary

45,000

CJSC "DCC"

MMC "NORILSK NICKEL, ordinary

12,000

CJSC "DCC"

Sberbank, ordinary

1,300,000

CJSC "DCC"

Surgutneftegas, ordinary

590,000

CJSC "DCC"

Rosneft, ordinary

240,000

CJSC "DCC"

Gazprom, ordinary

1,400,000

CJSC "SDC", CJSC "DCC"

VTB Bank, ordinary

260,000,000

CJSC "DCC"

Severstal, ordinary

23,000

CJSC "DCC"

MMK, ordinary

76,000

CJSC "DCC"

MTS, ordinary

23,000

CJSC "DCC"

NLMK, ordinary

22,000

CJSC "DCC"

Sberbank, preferred

150,000

CJSC "DCC"

Tatneft, ordinary

35,000

CJSC "DCC"

Transneft, preferred

230

CJSC "DCC"

FSK EES, ordinary

28,000,000

CJSC "DCC"

RusHydro, ordinary

12,000,000

CJSC "DCC"

The RTS Clearing Center registers securities as Initial Margin in accordance with the Clearing rules of CJSC "RTS Clearing Center", taking into account the following coefficients:

Coefficient

Value

Coefficient of Collateral liquidity

0.5

Discount coefficient applied when determining the estimated value of securities

0.3

This list becomes effective July 1, 2011.