30.09.2022 13:36

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 03 октября 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

ALT

Altimmune, Inc.

US02155H2004

54.00

100.00

100.00

5

3

10

6.5

3.25

3.25

common

GES

Guess, Inc.

US4016171054

21.00

40.00

40.00

5

3

10

6.5

3.25

3.25

common

TLS

Telos Corporation

US87969B1017

24.00

28.00

28.00

5

3

10

6.5

3.25

3.25

common

BLDP

Ballard Power Systems Inc.

CA0585861085

25.00

41.00

41.00

5

3

10

6.5

3.25

3.25

common

NHI

National Health Investors, Inc.

US63633D1046

11.00

32.00

32.00

5

3

10

6.5

3.25

3.25

common

COHU

Cohu, Inc.

US1925761066

15.00

27.00

27.00

5

3

10

6.5

3.25

3.25

common

SKT

Tanger Factory Outlet Centers, Inc.

US8754651060

17.00

31.00

31.00

5

3

10

6.5

3.25

3.25

common

ORMP

Oramed Pharmaceuticals Inc.

US68403P2039

37.00

56.00

56.00

5

3

10

6.5

3.25

3.25

common

PI

Impinj, Inc.

US4532041096

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

common

VERU

Veru Inc.

US92536C1036

63.00

72.00

72.00

5

3

10

6.5

3.25

3.25

common

ATEN

A10 Networks, Inc.

US0021211018

17.00

24.00

24.00

5

3

10

6.5

3.25

3.25

common

HZO

MarineMax, Inc.

US5679081084

16.00

27.00

27.00

5

3

10

6.5

3.25

3.25

common

SIRI

Sirius XM Holdings Inc.

US82968B1035

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

common

JOBY

Joby Aviation, Inc.

KYG651631007

28.00

33.00

33.00

5

3

10

6.5

3.25

3.25

common

SUMO

Sumo Logic, Inc.

US86646P1030

19.00

25.00

25.00

5

3

10

6.5

3.25

3.25

common

GRBK

Green Brick Partners, Inc.

US3927091013

22.00

43.00

43.00

5

3

10

6.5

3.25

3.25

common

XENE

Xenon Pharmaceuticals Inc.

CA98420N1050

22.00

36.00

36.00

5

3

10

6.5

3.25

3.25

common

RVMD

Revolution Medicines, Inc.

US76155X1000

23.00

27.00

27.00

5

3

10

6.5

3.25

3.25

common

RXDX

Prometheus Biosciences, Inc.

US74349U1088

26.00

32.00

32.00

5

3

10

6.5

3.25

3.25

common

RELY

Remitly Global, Inc.

US75960P1049

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

common

PCVX

Vaxcyte, Inc.

US92243G1085

18.00

29.00

29.00

5

3

10

6.5

3.25

3.25

common

KDNY

Chinook Therapeutics, Inc.

US16961L1061

20.00

35.00

35.00

5

3

10

6.5

3.25

3.25

common

LYEL

Lyell Immunopharma, Inc.

US55083R1041

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

common

SPNS

Sapiens International Corporation N.V.

KYG7T16G1039

13.00

20.00

20.00

5

3

10

6.5

3.25

3.25

common

MLNK

MeridianLink, Inc.

US58985J1051

14.00

19.00

19.00

5

3

10

6.5

3.25

3.25

common

CLBK

Columbia Financial, Inc.

US1976411033

11.00

15.00

15.00

5

3

10

6.5

3.25

3.25

common

RITM

Rithm Capital Corp.

US64828T2015

17.00

43.00

43.00

5

3

10

6.5

3.25

3.25

common

UUUU

Energy Fuels Inc.

CA2926717083

23.00

30.00

30.00

5

3

10

6.5

3.25

3.25

common

HIMS

Hims & Hers Health, Inc.

US4330001060

21.00

30.00

30.00

5

3

10

6.5

3.25

3.25

common

ASTS

AST SpaceMobile, Inc.

US00217D1000

34.00

45.00

45.00

5

3

10

6.5

3.25

3.25

common

UEC

Uranium Energy Corp.

US9168961038

25.00

32.00

32.00

5

3

10

6.5

3.25

3.25

common

AVXL

Anavex Life Sciences Corp.

US0327973006

27.00

49.00

49.00

5

3

10

6.5

3.25

3.25

common

ARI

Apollo Commercial Real Estate Finance, Inc.

US03762U1051

14.00

35.00

35.00

5

3

10

6.5

3.25

3.25

common

JAMF

Jamf Holding Corp.

US47074L1052

20.00

25.00

25.00

5

3

10

6.5

3.25

3.25

common

METC

Ramaco Resources, Inc.

US75134P3038

25.00

28.00

28.00

5

3

10

6.5

3.25

3.25

common

ETD

Ethan Allen Interiors Inc.

US2976021046

13.00

20.00

20.00

5

3

10

6.5

3.25

3.25

common

GOGL

Golden Ocean Group Limited

BMG396372051

18.00

25.00

25.00

5

3

10

6.5

3.25

3.25

common

LICY

Li-Cycle Holdings Corp.

CA50202P1053

20.00

24.00

24.00

5

3

10

6.5

3.25

3.25

common

ALGM

Allegro MicroSystems, Inc.

US01749D1054

13.00

20.00

20.00

5

3

10

6.5

3.25

3.25

common

AMR

Alpha Metallurgical Resources, Inc.

US0207641061

21.00

28.00

28.00

5

3

10

6.5

3.25

3.25

common

PLL

Piedmont Lithium Inc.

US72016P1057

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

common

PLTK

Playtika Holding Corp.

US72815L1070

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

common

RKT

Rocket Companies, Inc.

US77311W1018

21.00

40.00

40.00

5

3

10

6.5

3.25

3.25

common

PMT

PennyMac Mortgage Investment Trust

US70931T1034

15.00

38.00

38.00

5

3

10

6.5

3.25

3.25

common

PSEC

Prospect Capital Corporation

US74348T1025

10.00

18.00

18.00

5

3

10

6.5

3.25

3.25

common

VTNR

Vertex Energy, Inc.

US92534K1079

40.00

64.00

64.00

5

3

10

6.5

3.25

3.25

common

LC

LendingClub Corporation

US52603A2087

26.00

36.00

36.00

5

3

10

6.5

3.25

3.25

common

IRWD

Ironwood Pharmaceuticals, Inc.

US46333X1081

11.00

18.00

18.00

5

3

10

6.5

3.25

3.25

common

CUZ

Cousins Properties Incorporated

US2227955026

9.00

19.00

19.00

5

3

10

6.5

3.25

3.25

common

AGO

Assured Guaranty Ltd.

BMG0585R1060

15.00

32.00

32.00

5

3

10

6.5

3.25

3.25

common

ISEE

IVERIC bio, Inc.

US46583P1021

31.00

68.00

68.00

5

3

10

6.5

3.25

3.25

common

CNO

CNO Financial Group, Inc.

US12621E1038

12.00

22.00

22.00

5

3

10

6.5

3.25

3.25

common

ENVX

Enovix Corporation

US2935941078

29.00

43.00

43.00

5

3

10

6.5

3.25

3.25

common

FLYW

Flywire Corporation

US3024921039

19.00

24.00

24.00

5

3

10

6.5

3.25

3.25

common

AMKR

Amkor Technology, Inc.

US0316521006

15.00

26.00

26.00

5

3

10

6.5

3.25

3.25

common

TVTX

Travere Therapeutics, Inc.

US89422G1076

26.00

55.00

55.00

5

3

10

6.5

3.25

3.25

common

INVA

Innoviva, Inc.

US45781M1018

15.00

24.00

24.00

5

3

10

6.5

3.25

3.25

common

DCT

Duck Creek Technologies, Inc.

US2641201064

24.00

27.00

27.00

5

3

10

6.5

3.25

3.25

common

RLAY

Relay Therapeutics, Inc.

US75943R1023

29.00

33.00

33.00

5

3

10

6.5

3.25

3.25

common

AMPH

Amphastar Pharmaceuticals, Inc.

US03209R1032

17.00

20.00

20.00

5

3

10

6.5

3.25

3.25

common

NE

Noble Corporation

KYG6610J2093

14.00

19.00

19.00

5

3

10

6.5

3.25

3.25

common

PDS

Precision Drilling Corporation

CA74022D4075

20.00

38.00

38.00

5

3

10

6.5

3.25

3.25

common

VAL

Valaris Limited

BMG9460G1015

15.00

21.00

21.00

5

3

10

6.5

3.25

3.25

common

ONL

Orion Office REIT Inc.

US68629Y1038

12.00

22.00

22.00

5

3

10

6.5

3.25

3.25

common

LNC

Lincoln National Corporation

US5341871094

15.00

31.00

31.00

5

3

10

6.5

3.25

3.25

common

NI

NiSource Inc.

US65473P1057

8.00

17.00

17.00

5

3

10

6.5

3.25

3.25

common

PENN

PENN Entertainment, Inc.

US7075691094

21.00

55.00

55.00

5

3

10

6.5

3.25

3.25

common


Все новости