05.07.2023 17:55

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), 06.07.2023 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

FOCS

Focus Financial Partners Inc. ClassA

US34417P1003

100.00

100.00

100.00

5

3

11

6.5

3.25

3.25

common

2313

Shenzhou International Group Holdings Limited

KYG8087W1015

20.00

20.00

20.00

7

3

13

7.5

3.25

6.5

7

ATUS

Altice USA Inc. Class A

US02156K1034

33.00

33.00

33.00

5

3

11

6.5

3.25

3.25

common

TRUP

Trupanion, Inc.

US8982021060

35.00

35.00

35.00

5

3

11

6.5

3.25

3.25

common



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