10.08.2023 17:39

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), 11.08.2023 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

EGRX

Eagle Pharmaceuticals, Inc.

US2697961082

25.00

25.00

25.00

5

3

11

6.5

3.25

3.25

common

SRE

Sempra

US8168511090

100.00

100.00

100.00

5

3

11

6.5

3.25

3.25

common

CPRT

Copart, Inc.

US2172041061

100.00

100.00

100.00

5

3

11

6.5

3.25

3.25

common

USM

United States Cellular Corporation

US9116841084

40.00

40.00

40.00

5

3

11

6.5

3.25

3.25

common

TDS

Telephone and Data Systems, Inc.

US8794338298

40.00

40.00

40.00

5

3

11

6.5

3.25

3.25

common

VSAT

ViaSat, Inc.

US92552V1008

30.00

30.00

30.00

5

3

11

6.5

3.25

3.25

common


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