11.10.2022 15:59

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 12 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

1024

Kuaishou Technology

KYG532631028

100.00

100.00

100.00

5

3

12

7.5

3.25

3.25

7

1299

AIA Group Limited

HK0000069689

13.00

15.00

15.00

5

3

12

7.5

3.25

3.25

7

388

Hong Kong Exchanges and Clearing Limited

HK0388045442

14.00

17.00

17.00

5

3

12

7.5

3.25

3.25

7

2331

Li Ning Company Limited

KYG5496K1242

22.00

26.00

26.00

5

3

12

7.5

3.25

3.25

7

9999

NetEase, Inc.

KYG6427A1022

21.00

24.00

24.00

5

3

12

7.5

3.25

3.25

7

2269

WuXi Biologics (Cayman) Inc.

KYG970081173

30.00

34.00

34.00

5

3

12

7.5

3.25

3.25

7

175

Geely Automobile Holdings Limited

KYG3777B1032

21.00

27.00

27.00

5

3

12

7.5

3.25

3.25

7

2020

ANTA Sports Products Limited

KYG040111059

21.00

23.00

23.00

5

3

12

7.5

3.25

3.25

7

669

Techtronic Industries Company Limited

HK0669013440

18.00

20.00

20.00

5

3

12

7.5

3.25

3.25

7

9888

Baidu, Inc.

KYG070341048

30.00

33.00

33.00

5

3

12

7.5

3.25

3.25

7

6618

JD Health International Inc.

KYG5074A1004

33.00

41.00

41.00

5

3

12

7.5

3.25

3.25

7

688

China Overseas Land & Investment Limited

HK0688002218

20.00

22.00

22.00

5

3

12

7.5

3.25

3.25

7

6098

Country Garden Services Holdings Company Limited

KYG2453A1085

28.00

30.00

30.00

5

3

12

7.5

3.25

3.25

7

3800

GCL Technology Holdings Limited

KYG3774X1088

31.00

58.00

58.00

5

3

12

7.5

3.25

3.25

7

2015

Li Auto Inc.

KYG5479M1050

34.00

42.00

42.00

5

3

12

7.5

3.25

3.25

7

2313

Shenzhou International Group Holdings Limited

KYG8087W1015

17.00

17.00

17.00

5

3

12

7.5

3.25

3.25

7

9868

XPeng Inc.

KYG982AW1003

29.00

34.00

34.00

5

3

12

7.5

3.25

3.25

7

16

Sun Hung Kai Properties Limited

HK0016000132

11.00

12.00

12.00

5

3

12

7.5

3.25

3.25

7

291

China Resources Beer (Holdings) Company Limited

HK0291001490

22.00

23.00

23.00

5

3

12

7.5

3.25

3.25

7

9626

Bilibili Inc.

KYG1098A1013

100.00

100.00

100.00

5

3

12

7.5

3.25

3.25

7

2319

China Mengniu Dairy Company Limited

KYG210961051

14.00

16.00

16.00

5

3

12

7.5

3.25

3.25

7

27

Galaxy Entertainment Group Limited

HK0027032686

21.00

25.00

25.00

5

3

12

7.5

3.25

3.25

7

992

Lenovo Group Limited

HK0992009065

17.00

18.00

18.00

5

3

12

7.5

3.25

3.25

7

1109

China Resources Land Limited

KYG2108Y1052

18.00

21.00

21.00

5

3

12

7.5

3.25

3.25

7

9992

Pop Mart International Group Limited

KYG7170M1033

22.00

25.00

25.00

5

3

12

7.5

3.25

3.25

7

241

Alibaba Health Information Technology Limited

BMG0171K1018

29.00

37.00

37.00

5

3

12

7.5

3.25

3.25

7

2388

BOC Hong Kong (Holdings) Limited

HK2388011192

12.00

12.00

12.00

5

3

12

7.5

3.25

3.25

7

968

Xinyi Solar Holdings Limited

KYG9829N1025

17.00

18.00

18.00

5

3

12

7.5

3.25

3.25

7

1347

Hua Hong Semiconductor Limited

HK0000218211

24.00

28.00

28.00

5

3

12

7.5

3.25

3.25

7

1093

CSPC Pharmaceutical Group Limited

HK1093012172

17.00

19.00

19.00

5

3

12

7.5

3.25

3.25

7

960

Longfor Group Holdings Limited

KYG5635P1090

27.00

34.00

34.00

5

3

12

7.5

3.25

3.25

7

2688

ENN Energy Holdings Limited

KYG3066L1014

18.00

21.00

21.00

5

3

12

7.5

3.25

3.25

7

6969

Smoore International Holdings Limited

KYG8245V1023

100.00

100.00

100.00

5

3

12

7.5

3.25

3.25

7

836

China Resources Power Holdings Co., Limited

HK0836012952

25.00

26.00

26.00

5

3

12

7.5

3.25

3.25

7

3

The Hong Kong and China Gas Company Limited

HK0003000038

16.00

21.00

21.00

5

3

12

7.5

3.25

3.25

7

268

Kingdee International Software Group Company Limited

KYG525681477

25.00

31.00

31.00

5

3

12

7.5

3.25

3.25

7

1801

Innovent Biologics, Inc.

KYG4818G1010

100.00

100.00

100.00

5

3

12

7.5

3.25

3.25

7

3888

Kingsoft Corporation Limited

KYG5264Y1089

22.00

26.00

26.00

5

3

12

7.5

3.25

3.25

7

2618

JD Logistics, Inc.

KYG5074S1012

100.00

100.00

100.00

5

3

12

7.5

3.25

3.25

7

1368

Xtep International Holdings Limited

KYG982771092

24.00

28.00

28.00

5

3

12

7.5

3.25

3.25

7

881

Zhongsheng Group Holdings Limited

KYG9894K1085

17.00

19.00

19.00

5

3

12

7.5

3.25

3.25

7

9866

NIO Inc.

KYG6525F1028

100.00

100.00

100.00

5

3

12

7.5

3.25

3.25

7


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