17.10.2016 00:00

О введении новых значений риск-параметров

Уважаемые Участники клиринга!

Сообщаем вам, что в соответствии с Методикой установления и изменения риск-параметров Публичного акционерного общества «Клиринговый центр МФБ» с 20 октября 2016 года вводятся в действие новые значения риск-параметров:

Наименование эмитента ценной бумаги

Код ценной бумаги

Значение риск-параметра

fine_short

fine_long

ch_fine_ short

ch_fine_ long

ch_fine_borrow

1

Alcoa Inc

AA

6%

6%

3%

3%

3,25%

2

Apple Inc.

AAPL

6%

6%

3%

3%

3,25%

3

AbbVie Inc.

ABBV

6%

6%

3%

3%

3,25%

4

Allergan plc

AGN

6%

6%

3%

3%

3,25%

5

Amazon.com, Inc.

AMZN

6%

6%

3%

3%

3,25%

6

THE BOEING COMPANY

BA

6%

6%

3%

3%

3,25%

7

АДР Alibaba Group Holding Limited

BABA

6%

6%

3%

3%

3,25%

8

Bank of America Corporation

BAC

6%

6%

3%

3%

3,25%

9

Caterpillar Inc.

CAT

6%

6%

3%

3%

3,25%

10

CBS Corporation

CBS

6%

6%

3%

3%

3,25%

11

Chesapeake Energy Corporation

CHK

6%

6%

3%

3%

3,25%

12

CME GROUP INC.

CME

6%

6%

3%

3%

3,25%

13

Cisco Systems, Inc.

CSCO

6%

6%

3%

3%

3,25%

14

Chevron Corporation

CVX

6%

6%

3%

3%

3,25%

15

Delta Air Lines, Inc.

DAL

6%

6%

3%

3%

3,25%

16

E. I. DU PONT DE NEMOURS AND COMPANY

DD

6%

6%

3%

3%

3,25%

17

The Walt Disney Company

DIS

6%

6%

3%

3%

3,25%

18

The Dow Chemical Company

DOW

6%

6%

3%

3%

3,25%

19

eBay Inc.

EBAY

6%

6%

3%

3%

3,25%

20

E*TRADE Financial Corporation

ETFC

6%

6%

3%

3%

3,25%

21

Exelon Corporation

EXC

6%

6%

3%

3%

3,25%

22

Ford Motor Company

F

6%

6%

3%

3%

3,25%

23

Facebook, Inc.

FB

6%

6%

3%

3%

3,25%

24

First Solar, Inc.

FSLR

6%

6%

3%

3%

3,25%

25

General Electric Company

GE

6%

6%

3%

3%

3,25%

26

GILEAD SCIENCES, INC.

GILD

6%

6%

3%

3%

3,25%

27

Alphabet Inc. Class C

GOOG

6%

6%

3%

3%

3,25%

28

Alphabet Inc. Class A

GOOGL

6%

6%

3%

3%

3,25%

29

INTERNATIONAL BUSINESS MACHINES CORPORATION

IBM

6%

6%

3%

3%

3,25%

30

Intel Corporation

INTC

6%

6%

3%

3%

3,25%

31

Johnson & Johnson

JNJ

6%

6%

3%

3%

3,25%

32

THE COCA-COLA COMPANY

KO

6%

6%

3%

3%

3,25%

33

Mc'DONALDS CORPORATION

MCD

6%

6%

3%

3%

3,25%

34

MetLife, Inc.

MET

6%

6%

3%

3%

3,25%

35

Morgan Stanley

MS

6%

6%

3%

3%

3,25%

36

Microsoft Corporation

MSFT

6%

6%

3%

3%

3,25%

37

Micron Technology, Inc.

MU

6%

6%

3%

3%

3,25%

38

NEWMONT MINING CORPORATION

NEM

6%

6%

3%

3%

3,25%

39

Netflix, Inc.

NFLX

6%

6%

3%

3%

3,25%

40

NRG Energy, Inc.

NRG

6%

6%

3%

3%

3,25%

41

Pfizer Inc.

PFE

6%

6%

3%

3%

3,25%

42

The Procter & Gamble Company

PG

6%

6%

3%

3%

3,25%

43

Philip Morris International Inc.

PM

6%

6%

3%

3%

3,25%

44

PayPal Holdings, Inc.

PYPL

6%

6%

3%

3%

3,25%

45

QUALCOMM Incorporated

QCOM

6%

6%

3%

3%

3,25%

46

Ferrari N.V.

RACE

6%

6%

3%

3%

3,25%

47

Starbucks Corporation

SBUX

6%

6%

3%

3%

3,25%

48

AT&T INC.

T

6%

6%

3%

3%

3,25%

49

Tiffany & Co.

TIF

6%

6%

3%

3%

3,25%

50

Tesla Motors, Inc.

TSLA

6%

6%

3%

3%

3,25%

51

Twitter, Inc.

TWTR

6%

6%

3%

3%

3,25%

52

Visa Inc.

V

6%

6%

3%

3%

3,25%

53

Valero Energy Corporation

VLO

6%

6%

3%

3%

3,25%

54

Verizon Communications Inc.

VZ

6%

6%

3%

3%

3,25%

55

Wal-Mart Stores, Inc.

WMT

6%

6%

3%

3%

3,25%

56

Exxon Mobil Corporation

XOM

6%

6%

3%

3%

3,25%

57

Yahoo! Inc.

YHOO

6%

6%

3%

3%

3,25%

58

Accenture plc class A

ACN

10%

6%

3%

5%

3,25%

59

American Express Company

AXP

10%

6%

3%

5%

3,25%

60

American International Group, Inc.

AIG

10%

6%

3%

5%

3,25%

61

AMETEK, Inc.

AME

10%

6%

3%

5%

3,25%

62

Amgen Inc.

AMGN

10%

6%

3%

5%

3,25%

63

Anadarko Petroleum Corporation

APC

10%

6%

3%

5%

3,25%

64

Apache Corporation

APA

10%

6%

3%

5%

3,25%

65

АДР Baidu, Inc.

BIDU

10%

6%

3%

5%

3,25%

66

Biogen Inc.

BIIB

10%

6%

3%

5%

3,25%

67

BlackRock, Inc.

BLK

10%

6%

3%

5%

3,25%

68

Boston Scientific Corporation

BSX

10%

6%

3%

5%

3,25%

69

Bristol-Myers Squibb Company

BMY

10%

6%

3%

5%

3,25%

70

C.H. Robinson Worldwide, Inc.

CHRW

10%

6%

3%

5%

3,25%

71

Celgene Corporation

CELG

10%

6%

3%

5%

3,25%

72

China Biologic Products, Inc.

CBPO

10%

6%

3%

5%

3,25%

73

АДР China Mobile (Hong Kong) Ltd.

CHL

10%

6%

3%

5%

3,25%

74

Cintas Corporation

CTAS

10%

6%

3%

5%

3,25%

75

Citigroup Inc.

C

10%

6%

3%

5%

3,25%

76

Concho Resources Inc.

CXO

10%

6%

3%

5%

3,25%

77

ConocoPhillips

COP

10%

6%

3%

5%

3,25%

78

Cummins Inc.

CMI

10%

6%

3%

5%

3,25%

79

Danaher Corporation

DHR

10%

6%

3%

5%

3,25%

80

Deere & Company

DE

10%

6%

3%

5%

3,25%

81

Devon Energy Corporation

DVN

10%

6%

3%

5%

3,25%

82

Dollar General Corporation

DG

10%

6%

3%

5%

3,25%

83

Dollar Tree, Inc.

DLTR

10%

6%

3%

5%

3,25%

84

Dover Corporation

DOV

10%

6%

3%

5%

3,25%

85

АДР Dr. Reddy's Laboratories Ltd

RDY

10%

6%

3%

5%

3,25%

86

Eaton Corporation plc

ETN

10%

6%

3%

5%

3,25%

87

Emerson Electric Co.

EMR

10%

6%

3%

5%

3,25%

88

EOG Resources, Inc.

EOG

10%

6%

3%

5%

3,25%

89

Equifax Inc.

EFX

10%

6%

3%

5%

3,25%

90

Expeditors International of Washington, Inc.

EXPD

10%

6%

3%

5%

3,25%

91

АДР ICICI Bank Limited

IBN

10%

6%

3%

5%

3,25%

92

АДР JD.com, Inc.

JD

10%

6%

3%

5%

3,25%

93

АДР Korea Electric Power Corporation

KEP

10%

6%

3%

5%

3,25%

94

АДР LG Display Co., Ltd.

LPL

10%

6%

3%

5%

3,25%

95

АДР Melco Crown Entertainment Limited

MPEL

10%

6%

3%

5%

3,25%

96

АДР Momo Inc.

MOMO

10%

6%

3%

5%

3,25%

97

АДР PetroChina Company Limited

PTR

10%

6%

3%

5%

3,25%

98

Rockwell Collins, Inc.

COL

10%

6%

3%

5%

3,25%

99

АДР SK Telecom Co., Ltd.

SKM

10%

6%

3%

5%

3,25%

100

Sohu.com Inc.

SOHU

10%

6%

3%

5%

3,25%

101

Stericycle, Inc.

SRCL

10%

6%

3%

5%

3,25%

102

The Dun & Bradstreet Corporation

DNB

10%

6%

3%

5%

3,25%

103

АДР Vipshop Holdings Limited

VIPS

10%

6%

3%

5%

3,25%

104

АДР Weibo Corporation

WB

10%

6%

3%

5%

3,25%

105

АДР YY Inc.

YY

10%

6%

3%

5%

3,25%

106

АО «Актюбинский завод металлоконструкций»

AKZM

10%

6%

3%

5%

3,25%

107

АО «БАСТ»

BAST

10%

6%

3%

5%

3,25%


Все новости