О введении новых значений 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

VCSH

Vanguard Short-Term Corporate Bond ETF

US92206C4096

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

XLC

The Communication Services Select Sector SPDR Fund

US81369Y8527

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

XLRE

The Real Estate Select Sector SPDR Fund

US81369Y8600

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

DRIV

Global X Autonomous & Electric Vehicles ETF

US37954Y6243

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

SCHD

Schwab U.S. Dividend Equity ETF

US8085247976

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

AAXJ

iShares MSCI All Country Asia ex Japan ETF

US4642881829

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

ACWI

iShares MSCI ACWI ETF

US4642882579

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

MTUM

iShares MSCI USA Momentum Factor ETF

US46432F3964

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

SPYD

SPDR Portfolio S&P 500 High Dividend ETF

US78468R7888

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

VYMI

Vanguard International High Dividend Yield ETF

US9219467944

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

WCLD

WisdomTree Cloud Computing Fund

US97717Y6914

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

EUFN

iShares MSCI Europe Financials ETF

US4642891802

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

IEFA

iShares Core MSCI EAFE ETF

US46432F8427

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

PICK

iShares MSCI Global Metals & Mining Producers ETF

US46434G8481

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

KBWB

Invesco KBW Bank ETF

US46138E6288

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

ESGE

iShares ESG Aware MSCI EM ETF

US46434G8630

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

VLUE

iShares MSCI USA Value Factor ETF

US46432F3881

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

SPLG

SPDR Portfolio S&P 500 ETF

US78464A8541

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

ESGU

iShares ESG Aware MSCI USA ETF

US46435G4257

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

USMV

iShares MSCI USA Min Vol Factor ETF

US46429B6974

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

IXUS

iShares Core MSCI Total International Stock ETF

US46432F8344

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

QUAL

iShares MSCI USA Quality Factor ETF

US46432F3394

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

VCLT

Vanguard Long-Term Corporate Bond ETF

US92206C8139

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

VCIT

Vanguard Intermediate-Term Corporate Bond ETF

US92206C8709

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

EZU

iShares MSCI Eurozone ETF

US4642866085

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

IQLT

iShares MSCI Intl Quality Factor ETF

US46434V4564

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

GSLC

Goldman Sachs ActiveBeta U.S. Large Cap Equity ETF

US3814305039

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

ACWX

iShares MSCI ACWI ex U.S. ETF

US4642882405

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

ESGV

Vanguard ESG U.S. Stock ETF

US9219107334

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

CWB

SPDR Bloomberg Convertible Securities ETF

US78464A3591

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6

ESGD

iShares ESG Aware MSCI EAFE ETF

US46435G5163

100.00

100.00

100.00

5

3

10

6.5

3.25

3.25

6