05.08.2022 15:42
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 08 августа 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
|
|
HCC
|
Warrior Met Coal, Inc.
|
US93627C1018
|
21.00
|
28.00
|
28.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
AAWW
|
Atlas Air Worldwide Holdings, Inc.
|
US0491642056
|
19.00
|
23.00
|
23.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
VET
|
Vermilion Energy Inc.
|
CA9237251058
|
23.00
|
40.00
|
40.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
LNG
|
Cheniere Energy, Inc.
|
US16411R2085
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BCE
|
BCE, Inc.
|
CA05534B7604
|
10.00
|
16.00
|
16.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BXMT
|
Blackstone Mortgage Trust, Inc.
|
US09257W1009
|
14.00
|
29.00
|
29.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ORI
|
Old Republic International Corp
|
US6802231042
|
13.00
|
17.00
|
17.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
AOSL
|
Alpha and Omega Semiconductor L
|
BMG6331P1041
|
26.00
|
29.00
|
29.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
UNFI
|
United Natural Foods, Inc.
|
US9111631035
|
23.00
|
40.00
|
40.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
HIW
|
Highwoods Properties, Inc.
|
US4312841087
|
13.00
|
21.00
|
21.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ORA
|
Ormat Technologies, Inc.
|
US6866881021
|
16.00
|
19.00
|
19.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
X
|
United States Steel Corporation
|
US9129091081
|
21.00
|
28.00
|
28.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
FRC
|
FIRST REPUBLIC BANK
|
US33616C1009
|
14.00
|
16.00
|
16.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ACI
|
Albertsons Companies, Inc.
|
US0130911037
|
20.00
|
20.00
|
20.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
TEX
|
Terex Corporation
|
US8807791038
|
17.00
|
23.00
|
23.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PCH
|
PotlatchDeltic Corporation - Co
|
US7376301039
|
13.00
|
18.00
|
18.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PDCE
|
PDC Energy, Inc.
|
US69327R1014
|
23.00
|
45.00
|
45.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BG
|
Bunge Limited
|
BMG169621056
|
13.00
|
17.00
|
17.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
FNV
|
Franco-Nevada Corporation
|
CA3518581051
|
13.00
|
18.00
|
18.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CAR
|
Avis Budget Group, Inc.
|
US0537741052
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
APO
|
Apollo Global Management, Inc.
|
US03769M1062
|
15.00
|
23.00
|
23.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
DAN
|
Dana Incorporated
|
US2358252052
|
20.00
|
31.00
|
31.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SBNY
|
Signature Bank
|
US82669G1040
|
18.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SU
|
Suncor Energy Inc.
|
CA8672241079
|
18.00
|
29.00
|
29.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ENB
|
Enbridge Inc.
|
CA29250N1050
|
12.00
|
19.00
|
19.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
NOVA
|
Sunnova Energy International In
|
US86745K1043
|
33.00
|
38.00
|
38.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
WCN
|
Waste Connections, Inc.
|
CA94106B1013
|
11.00
|
13.00
|
13.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BE
|
Bloom Energy Corporation Class A
|
US0937121079
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
HRMY
|
Harmony Biosciences Holdings, I
|
US4131971040
|
20.00
|
24.00
|
24.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
INSM
|
Insmed, Inc.
|
US4576693075
|
25.00
|
29.00
|
29.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BCRX
|
BioCryst Pharmaceuticals, Inc.
|
US09058V1035
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
ZNTL
|
Zentalis Pharmaceuticals, Inc.
|
US98943L1070
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
KSS
|
Kohl's Corporation
|
US5002551043
|
26.00
|
37.00
|
37.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
RDN
|
Radian Group Inc.
|
US7502361014
|
15.00
|
28.00
|
28.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
HLF
|
Herbalife Nutrition Ltd.
|
KYG4412G1010
|
100.00
|
100.00
|
100.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
TFII
|
TFI International Inc.
|
CA87241L1094
|
17.00
|
23.00
|
23.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
WMG
|
Warner Music Group Corp.
|
US9345502036
|
17.00
|
17.00
|
17.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
DUK
|
Duke Energy Corporation
|
US26441C2044
|
11.00
|
19.00
|
19.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
EQR
|
Equity Residential
|
US29476L1070
|
12.00
|
19.00
|
19.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PNW
|
Pinnacle West Capital Corporation
|
US7234841010
|
12.00
|
17.00
|
17.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CXW
|
CoreCivic, Inc.
|
US21871N1019
|
18.00
|
24.00
|
24.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SLM
|
SLM Corporation
|
US78442P1066
|
16.00
|
21.00
|
21.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
FRT
|
Federal Realty Investment Trust
|
US3137451015
|
13.00
|
23.00
|
23.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
BNTX
|
BioNTech SE
|
US09075V1026
|
40.00
|
53.00
|
53.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
DAVA
|
Endava plc
|
US29260V1052
|
20.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
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