14.02.2023 14:29
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 «СПБ Клиринг» (акционерное общество) с 15 февраля 2023 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
|
|
TLS
|
Telos Corporation
|
US87969B1017
|
40.00
|
40.00
|
40.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
VERU
|
Veru Inc.
|
US92536C1036
|
67.00
|
72.00
|
72.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
JOBY
|
Joby Aviation, Inc.
|
KYG651631007
|
30.00
|
33.00
|
33.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SUMO
|
Sumo Logic, Inc.
|
US86646P1030
|
21.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SPNS
|
Sapiens International Corporation N.V.
|
KYG7T16G1039
|
15.00
|
20.00
|
20.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
UEC
|
Uranium Energy Corp.
|
US9168961038
|
30.00
|
32.00
|
32.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
METC
|
Ramaco Resources, Inc.
|
US75134P3038
|
28.00
|
28.00
|
28.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PSEC
|
Prospect Capital Corporation
|
US74348T1025
|
12.00
|
18.00
|
18.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CUZ
|
Cousins Properties Incorporated
|
US2227955026
|
12.00
|
19.00
|
19.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
FLYW
|
Flywire Corporation
|
US3024921039
|
21.00
|
24.00
|
24.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
NI
|
NiSource Inc.
|
US65473P1057
|
10.00
|
17.00
|
17.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
RUN
|
Sunrun Inc.
|
US86771W1053
|
35.00
|
35.00
|
35.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
DMTK
|
DermTech, Inc.
|
US24984K1051
|
47.00
|
47.00
|
47.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SI
|
Silvergate Capital Corporation Class A
|
US82837P4081
|
40.00
|
45.00
|
45.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
FTCH
|
Farfetch Limited Class A
|
KY30744W1070
|
42.00
|
42.00
|
42.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
WMT
|
Walmart Inc.
|
US9311421039
|
12.00
|
12.00
|
12.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SBUX
|
Starbucks Corporation
|
US8552441094
|
15.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PEGA
|
Pegasystems Inc.
|
US7055731035
|
27.00
|
27.00
|
27.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
HAIN
|
The Hain Celestial Group Inc.
|
US4052171000
|
18.00
|
25.00
|
25.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
SNAP
|
Snap Inc. Class A
|
US83304A1060
|
45.00
|
45.00
|
45.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
PAGS
|
Pagseguro Digital Ltd
|
KYG687071012
|
36.00
|
36.00
|
36.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
RDFN
|
Redfin Corporation
|
US75737F1084
|
36.00
|
40.00
|
45.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
|
CVNA
|
Carvana Co. Class A
|
US1468691027
|
55.00
|
55.00
|
75.00
|
5
|
3
|
10
|
6.5
|
3.25
|
3.25
|
common
|
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