28.06.2022 23:25
О введении новых значений риск-параметров
Уважаемые Участники клиринга!
Сообщаем вам, что в соответствии с Методикой установления и изменения риск-параметров Небанковской кредитной организации - центрального контрагента "Клиринговый центр МФБ" (акционерное общество) с 29 июня 2022 года устанавливаются следующие значения риск-параметров:
|
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
|
|
AXNX
|
Axonics, Inc.
|
US05465P1012
|
22.00
|
22.00
|
22.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SITM
|
SiTime Corporation
|
US82982T1060
|
30.00
|
30.00
|
30.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
NCNO
|
nCino, Inc.
|
US63947X1019
|
25.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BIGC
|
BigCommerce Holdings, Inc.
|
US08975P1084
|
35.00
|
35.00
|
35.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CYBR
|
CyberArk Software Ltd.
|
IL0011334468
|
23.00
|
23.00
|
23.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
AMEH
|
Apollo Medical Holdings, Inc.
|
US03763A2078
|
70.00
|
70.00
|
70.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BLI
|
Berkeley Lights, Inc.
|
US0843101017
|
38.00
|
38.00
|
38.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SLQT
|
SelectQuote, Inc.
|
US8163073005
|
48.00
|
48.00
|
48.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
DNMR
|
Danimer Scientific, Inc. Class A
|
US2362721001
|
37.00
|
37.00
|
37.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CRNC
|
Cerence Inc.
|
US1567271093
|
27.00
|
27.00
|
27.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
LSPD
|
Lightspeed Commerce Inc.
|
CA53229C1077
|
35.00
|
35.00
|
35.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PAY
|
Paymentus Holdings, Inc.
|
US70439P1084
|
25.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
TEAM
|
Atlassian Corporation Plc Class A
|
GB00BZ09BD16
|
22.00
|
22.00
|
22.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
KSS
|
Kohl's Corporation
|
US5002551043
|
25.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
STNE
|
StoneCo Ltd. Class A
|
KYG851581069
|
41.00
|
41.00
|
41.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
TSP
|
TuSimple Holdings Inc. Class A
|
US90089L1089
|
38.00
|
38.00
|
38.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CVM
|
CEL-SCI Corporation
|
US1508376076
|
40.00
|
40.00
|
40.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
GDRX
|
GoodRx Holdings, Inc. Class A
|
US38246G1085
|
38.00
|
38.00
|
38.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PRAX
|
Praxis Precision Medicines, Inc.
|
US74006W1080
|
35.00
|
35.00
|
35.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SI
|
Silvergate Capital Corporation Class A
|
US82837P4081
|
33.00
|
33.00
|
33.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
KAP@GS
|
JSC "NAC "Kazatomprom", GDR
|
US63253R2013
|
35.00
|
35.00
|
35.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
2
|
|
DISH
|
DISH Network Corporation Class A
|
US25470M1099
|
25.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ITCI
|
Intra-Cellular Therapies, Inc.
|
US46116X1019
|
33.00
|
33.00
|
33.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BIDU
|
Baidu, Inc.
|
US0567521085
|
50.00
|
50.00
|
50.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
VIPS
|
Vipshop Holdings Limited
|
US92763W1036
|
66.00
|
66.00
|
66.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
TGT
|
Target Corporation
|
US87612E1064
|
17.00
|
17.00
|
17.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CLX
|
The Clorox Company
|
US1890541097
|
17.00
|
17.00
|
17.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CVGW
|
Calavo Growers, Inc.
|
US1282461052
|
23.00
|
23.00
|
23.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
TTD
|
The Trade Desk, Inc. Class A
|
US88339J1051
|
30.00
|
30.00
|
30.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
AXSM
|
Axsome Therapeutics Inc.
|
US05464T1043
|
42.00
|
42.00
|
42.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CHGG
|
Chegg Inc.
|
US1630921096
|
30.00
|
30.00
|
30.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
DOCU
|
DocuSign Inc.
|
US2561631068
|
35.00
|
35.00
|
35.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
NEWR
|
New Relic Inc.
|
US64829B1008
|
34.00
|
34.00
|
34.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
NKTR
|
Nektar Therapeutics
|
US6402681083
|
30.00
|
30.00
|
30.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
OKTA
|
Okta Inc. Class A
|
US6792951054
|
22.00
|
22.00
|
22.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PODD
|
Insulet Corporation
|
US45784P1012
|
21.00
|
21.00
|
21.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SNAP
|
Snap Inc. Class A
|
US83304A1060
|
38.00
|
38.00
|
38.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
TCRR
|
TCR2 Therapeutics Inc.
|
US87808K1060
|
57.00
|
57.00
|
57.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
AERI
|
Aerie Pharmaceuticals, Inc.
|
US00771V1089
|
32.00
|
32.00
|
32.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
EVBG
|
Everbridge, Inc.
|
US29978A1043
|
32.00
|
32.00
|
32.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
YY
|
JOYY Inc.
|
US46591M1099
|
36.00
|
36.00
|
36.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CRTX
|
Cortexyme, Inc.
|
US22053A1079
|
80.00
|
80.00
|
80.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
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