15.06.2023 18:36

On the introduction of new risk parameter values

Dear Clearing Members,

We would like to inform you that in accordance with the Methodology for Establishing and Modifying Risk Parameters of Non-Banking Credit Institution - SPB Clearing Central Counterparty (Joint Stock Company), 16.06.2023 the following risk parameter values are set:

Code of security

Name

ISIN

Minimum base Collateral, %

Minimum base Collateral on days of anticipated higher volatility, %

MR_stress, %

ch_fine_short, %

ch_fine_long, %

fine_short, %

fine_long, %

ch_fine_borrow money, %

ch_fine_borrow security, %

Group_name

LH

Laboratory Corporation of America Holdings

US50540R4092

100.00

100.00

100.00

5

3

11

6.5

3.25

3.25

common

BWA

BorgWarner Inc.

US0997241064

100.00

100.00

100.00

5

3

11

6.5

3.25

3.25

common


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