Форма обратной связи
13 января 2022 г. Об изменении риск-параметров иностранных акций
Решением НКО НКЦ (АО) с 20 января 2022 г. по иностранным акциям будут установлены следующие риск-параметры:
1. Минимальный ограничительный уровень ставок обеспечения:
|
№ |
Торговый код |
Ценная бумага |
Действующие минимальные ограничительные уровни |
Новые минимальные ограничительные уровни |
||||
|
1-ый уровень, S1_min |
2-ой уровень, S2_min |
3-ий уровень, S3_min |
1-ый уровень, S1_min |
2-ой уровень, S2_min |
3-ий уровень, S3_min |
|||
|
1 |
SPCE-RM |
Virgin Galactic Holdings |
50% |
65% |
90% |
70% |
80% |
90% |
|
2 |
NIO-RM |
Nio Inc. |
53% |
80% |
95% |
80% |
90% |
100% |
|
3 |
LVS-RM |
Las Vegas Sands Corp. |
19% |
31% |
43% |
57% |
80% |
95% |
|
4 |
F-RM |
Ford Motor Company |
17% |
27% |
39% |
36% |
56% |
79% |
|
5 |
CAH-RM |
Cardinal Health Ord Shs |
16% |
25% |
35% |
28% |
44% |
62% |
|
6 |
MOMO-RM |
Hello Group Inc. |
26% |
42% |
59% |
38% |
60% |
85% |
|
7 |
FANG-RM |
Diamondback Energy ORD SHS |
30% |
48% |
68% |
42% |
65% |
92% |
|
8 |
VRTX-RM |
Vertex Pharmaceuticals Inc |
19% |
31% |
43% |
30% |
47% |
66% |
|
9 |
PINS-RM |
Pinterest Ord Shs Class A |
20% |
31% |
44% |
27% |
42% |
59% |
|
10 |
EHTH-RM |
eHealth |
34% |
54% |
77% |
40% |
63% |
89% |
|
11 |
FNKO-RM |
Funko Ord Shs Class A |
29% |
46% |
65% |
34% |
50% |
75% |
|
12 |
ZM-RM |
Zoom Video Communications |
28% |
45% |
63% |
33% |
50% |
74% |
|
13 |
CLF-RM |
Cleveland Cliffs Ord Shs |
40% |
63% |
89% |
44% |
70% |
95% |
|
14 |
ISRG-RM |
Intuitive Surgical |
17% |
27% |
39% |
20% |
31% |
44% |
|
15 |
TPR-RM |
Tapestry |
23% |
37% |
52% |
21% |
34% |
47% |
|
16 |
VRSK-RM |
Verisk Analytics |
16% |
26% |
36% |
14% |
23% |
32% |
|
17 |
CPB-RM |
Campbell Soup Company |
16% |
26% |
36% |
14% |
23% |
32% |
|
18 |
REGN-RM |
Regeneron Pharmaceuticals |
20% |
32% |
45% |
18% |
29% |
41% |
|
19 |
RL-RM |
Ralph Lauren Corporation |
21% |
34% |
47% |
19% |
30% |
43% |
|
20 |
ABBV-RM |
AbbVie Inc. |
17% |
27% |
39% |
15% |
24% |
34% |
|
21 |
OMC-RM |
Omnicom Group Inc. Ordshs |
17% |
27% |
39% |
15% |
24% |
34% |
|
22 |
HSIC-RM |
Henry Schein |
17% |
27% |
39% |
15% |
24% |
34% |
|
23 |
NWS-RM |
News Corp Ord Shs Class B |
18% |
28% |
40% |
16% |
25% |
36% |
|
24 |
KR-RM |
The Kroger Co. |
17% |
27% |
39% |
15% |
24% |
33% |
|
25 |
JD-RM |
JD.com |
20% |
32% |
45% |
18% |
29% |
40% |
|
26 |
NOV-RM |
NOV Inc. ORD SHS |
22% |
35% |
50% |
20% |
32% |
45% |
|
27 |
INTC-RM |
Intel Corporation |
18% |
29% |
41% |
16% |
25% |
36% |
|
28 |
CVX-RM |
Chevron Corporation |
17% |
27% |
39% |
15% |
24% |
33% |
|
29 |
IFF-RM |
Inter Flav&Frag Inc ORD SHS |
18% |
29% |
41% |
16% |
25% |
35% |
|
30 |
CLX-RM |
Clorox Ord Shs |
15% |
23% |
33% |
13% |
20% |
29% |
|
31 |
TSLA-RM |
Tesla |
26% |
42% |
59% |
24% |
38% |
53% |
|
32 |
CI-RM |
Cigna Corporation |
19% |
31% |
43% |
17% |
27% |
37% |
|
33 |
DVN-RM |
Devon Energy Ord Shs |
24% |
37% |
53% |
22% |
34% |
48% |
|
34 |
HES-RM |
Hess Corporation ORD SHS |
22% |
35% |
50% |
20% |
31% |
44% |
|
35 |
AA-RM |
Alcoa Corporation |
24% |
38% |
54% |
22% |
34% |
48% |
|
36 |
WBA-RM |
Walgreen Boots Alliance Ord Sh |
18% |
28% |
39% |
16% |
25% |
34% |
|
37 |
BABA-RM |
АДР Alibaba Group Holding LTD |
18% |
29% |
41% |
16% |
24% |
34% |
|
38 |
DXC-RM |
DXC Technology Co ORD SHS |
28% |
45% |
63% |
26% |
41% |
58% |
|
39 |
WRK-RM |
Westrock Co Ord Shs |
21% |
34% |
47% |
18% |
29% |
41% |
|
40 |
DIS-RM |
The Walt Disney Company |
18% |
29% |
41% |
15% |
24% |
34% |
|
41 |
NKE-RM |
NIKE |
18% |
29% |
41% |
15% |
24% |
34% |
|
42 |
EOG-RM |
EOG Resources |
21% |
34% |
47% |
18% |
28% |
40% |
|
43 |
ALB-RM |
Albemarle Ord Shs |
21% |
33% |
46% |
18% |
28% |
40% |
|
44 |
XOM-RM |
Exxon Mobil Corporation |
18% |
29% |
41% |
15% |
23% |
33% |
|
45 |
LLY-RM |
Eli Lilly and Company |
18% |
29% |
41% |
15% |
23% |
32% |
|
46 |
FOX-RM |
Fox Corporation |
21% |
34% |
47% |
18% |
28% |
39% |
|
47 |
FTV-RM |
Fortive Corporation ORD SHS |
17% |
27% |
39% |
14% |
23% |
32% |
|
48 |
PVH-RM |
PVH Corp.ORD SHS |
25% |
40% |
56% |
22% |
35% |
50% |
|
49 |
XLNX-RM |
Xilinx |
19% |
31% |
43% |
16% |
25% |
36% |
|
50 |
OKE-RM |
ONEOK |
26% |
42% |
59% |
23% |
36% |
51% |
|
51 |
XRAY-RM |
DENTSPLY SIRONA ORD SHS |
19% |
31% |
43% |
16% |
25% |
35% |
|
52 |
RTX-RM |
Raytheon Technologies Corp |
19% |
31% |
43% |
16% |
24% |
34% |
|
53 |
OXY-RM |
Occidental Petroleum Corp |
26% |
42% |
59% |
23% |
36% |
50% |
|
54 |
DLTR-RM |
Dollar Tree |
22% |
35% |
50% |
18% |
29% |
41% |
|
55 |
ZION-RM |
Zions Bancorp NA ORD SHS |
21% |
34% |
47% |
17% |
27% |
38% |
|
56 |
VNT-RM |
Vontier Corporation |
22% |
35% |
49% |
18% |
28% |
40% |
|
57 |
CTLT-RM |
Catalent |
21% |
34% |
47% |
17% |
26% |
37% |
|
58 |
LW-RM |
Lamb Weston Holdings ORD SHS |
23% |
37% |
52% |
19% |
30% |
43% |
|
59 |
MRO-RM |
Marathon Oil Corporation |
26% |
42% |
59% |
22% |
35% |
49% |
|
60 |
NUE-RM |
Nucor Corporation |
20% |
32% |
45% |
16% |
25% |
35% |
|
61 |
HIG-RM |
The Hartford ORD SHS |
23% |
37% |
52% |
19% |
29% |
41% |
|
62 |
VLO-RM |
Valero Energy Corp ORD SHS |
24% |
38% |
54% |
19% |
30% |
42% |
|
63 |
MTB-RM |
M&T Bank Co ORD SHS |
22% |
35% |
50% |
17% |
26% |
37% |
|
64 |
BIDU-RM |
АДР Baidu |
25% |
40% |
56% |
20% |
31% |
43% |
|
65 |
BBWI-RM |
Bath & Body Works |
28% |
45% |
63% |
23% |
36% |
51% |
|
66 |
LUV-RM |
Southwest Airlines Co. |
24% |
38% |
54% |
18% |
28% |
40% |
|
67 |
CFG-RM |
Citizens Financial Group ORDSH |
25% |
40% |
56% |
19% |
30% |
43% |
|
68 |
PSX-RM |
Phillips 66 |
23% |
37% |
52% |
17% |
27% |
38% |
|
69 |
MRNA-RM |
Moderna |
38% |
61% |
85% |
32% |
50% |
71% |
|
70 |
HWM-RM |
Howmet Aerospace Inc. ORD SHS |
29% |
46% |
65% |
22% |
35% |
49% |
|
71 |
IQV-RM |
IQVIA HOLDINGS INC ORDSHS |
22% |
35% |
50% |
15% |
23% |
33% |
|
72 |
LI-RM |
Li Auto Inc. |
40% |
64% |
90% |
33% |
50% |
74% |
|
73 |
GT-RM |
Goodyear Tire & Rubber Company |
27% |
43% |
61% |
20% |
31% |
44% |
|
74 |
ENPH-RM |
Enphase Energy Ord Shs |
42% |
67% |
95% |
34% |
50% |
75% |
|
75 |
PBCT-RM |
Peoples United Financial Ord S |
25% |
39% |
55% |
16% |
25% |
35% |
|
76 |
GPS-RM |
Gap Inc. |
33% |
53% |
74% |
24% |
37% |
52% |
|
77 |
SYF-RM |
Synchrony Financial ORD SHS |
28% |
45% |
63% |
19% |
30% |
43% |
|
78 |
QDEL-RM |
Quidel Ord Shs |
34% |
54% |
76% |
23% |
36% |
51% |
|
79 |
SYY-RM |
Sysco Ord Shs |
32% |
50% |
71% |
17% |
27% |
38% |
|
80 |
NRG-RM |
Nrg Energy |
34% |
54% |
77% |
19% |
30% |
42% |
|
81 |
DISH-RM |
DISH Network Corp ORD SHS CL A |
37% |
59% |
83% |
18% |
28% |
40% |
|
82 |
TDOC-RM |
Teladoc Health Ord Shs |
44% |
70% |
99% |
23% |
37% |
52% |
|
83 |
APA-RM |
APA Corporation |
47% |
75% |
95% |
26% |
40% |
57% |
|
84 |
BIIB-RM |
Biogen Inc. |
50% |
60% |
70% |
27% |
42% |
59% |
|
85 |
UBER-RM |
Uber Technologies |
70% |
80% |
90% |
25% |
39% |
55% |
|
86 |
PLUG-RM |
Plug Power Ord Shs |
100% |
100% |
100% |
71% |
100% |
100% |
|
87 |
COIN-RM |
Coinbase Global |
100% |
100% |
100% |
70% |
80% |
95% |
|
88 |
DAL-RM |
Delta Air Lines |
100% |
100% |
100% |
40% |
63% |
89% |
|
89 |
COTY-RM |
Coty Inc. |
100% |
100% |
100% |
39% |
61% |
86% |
|
90 |
BILI-RM |
Bilibili ADR Class Z |
26% |
41% |
57% |
100% |
100% |
100% |
|
91 |
SWN-RM |
Southwestern Energy Company |
35% |
56% |
79% |
100% |
100% |
100% |
|
92 |
SNAP-RM |
Snap Inc. |
35% |
56% |
79% |
100% |
100% |
100% |
|
93 |
CZR-RM |
Caesars Entertainment ORD SHS |
55% |
80% |
95% |
100% |
100% |
100% |
|
94 |
CNK-RM |
Cinemark Holdings |
70% |
80% |
90% |
100% |
100% |
100% |
|
95 |
GTHX-RM |
G1 Therapeutics |
70% |
80% |
90% |
100% |
100% |
100% |
|
96 |
BLUE-RM |
Bluebird bio |
70% |
80% |
90% |
100% |
100% |
100% |
|
97 |
SPLK-RM |
Splunk Inc. |
21% |
34% |
47% |
100% |
100% |
100% |
2. Лимиты концентрации:
|
№ |
Торговый код |
Ценная бумага |
Действующие лимиты концентрации, шт. |
Новые лимиты концентрации, шт. |
||
|
1 уровень |
2 уровень |
1 уровень |
2 уровень |
|||
|
1 |
PLUG-RM |
Plug Power Ord Shs |
25584 |
127920 |
15911 |
79553 |
|
2 |
COIN-RM |
Coinbase Global |
2758 |
13790 |
2002 |
10007 |
|
3 |
DAL-RM |
Delta Air Lines |
15816 |
79082 |
16258 |
81286 |
|
4 |
COTY-RM |
Coty Inc. |
78692 |
393460 |
63495 |
317474 |
|
5 |
BILI-RM |
Bilibili ADR Class Z |
8486 |
42430 |
2000 |
2001 |
|
6 |
SWN-RM |
Southwestern Energy Company |
154148 |
770740 |
2000 |
2001 |
|
7 |
SNAP-RM |
Snap Inc. |
8870 |
44350 |
2000 |
2001 |
|
8 |
CZR-RM |
Caesars Entertainment ORD SHS |
6128 |
30640 |
2000 |
2001 |
|
9 |
CNK-RM |
Cinemark Holdings |
31182 |
155910 |
2000 |
2001 |
|
10 |
GTHX-RM |
G1 Therapeutics |
31843 |
159215 |
2000 |
2001 |
|
11 |
BLUE-RM |
Bluebird bio |
20581 |
102905 |
2000 |
2001 |
|
12 |
SPLK-RM |
Splunk Inc. |
5874 |
29370 |
2000 |
2001 |
3. Сценарии, используемые в целях расчета обеспечения под стресс:
|
№ |
Торговый код |
Ценная бумага |
Действующие сценарии обеспечения под стресс |
Новые сценарии обеспечения под стресс |
||
|
Scen_UP |
Scen_DOWN |
Scen_UP |
Scen_DOWN |
|||
|
1 |
SPLK-RM |
Splunk Inc. |
15% |
13% |
0% |
0% |
|
2 |
BILI-RM |
Bilibili ADR Class Z |
7% |
5% |
0% |
0% |
|
3 |
SWN-RM |
Southwestern Energy Company |
1% |
0% |
0% |
0% |
|
4 |
SNAP-RM |
Snap Inc. |
11% |
9% |
0% |
0% |
|
5 |
SPCE-RM |
Virgin Galactic Holdings |
5% |
3% |
0% |
0% |
|
6 |
NIO-RM |
Nio Inc. |
12% |
10% |
0% |
0% |
|
7 |
CZR-RM |
Caesars Entertainment ORD SHS |
0% |
0% |
0% |
0% |
|
8 |
LVS-RM |
Las Vegas Sands Corp. |
7% |
5% |
0% |
0% |
|
12 |
F-RM |
Ford Motor Company |
4% |
4% |
0% |
0% |
|
13 |
CAH-RM |
Cardinal Health Ord Shs |
8% |
6% |
0% |
0% |
|
14 |
MOMO-RM |
Hello Group Inc. |
13% |
11% |
1% |
0% |
|
15 |
FANG-RM |
Diamondback Energy ORD SHS |
7% |
5% |
0% |
0% |
|
16 |
VRTX-RM |
Vertex Pharmaceuticals Inc |
18% |
16% |
9% |
7% |
|
17 |
PINS-RM |
Pinterest Ord Shs Class A |
20% |
18% |
16% |
14% |
|
18 |
EHTH-RM |
eHealth |
10% |
8% |
6% |
4% |
|
19 |
FNKO-RM |
Funko Ord Shs Class A |
11% |
9% |
9% |
7% |
|
20 |
ZM-RM |
Zoom Video Communications |
25% |
23% |
20% |
18% |
|
21 |
CLF-RM |
Cleveland Cliffs Ord Shs |
0% |
0% |
0% |
0% |
|
22 |
ISRG-RM |
Intuitive Surgical |
9% |
7% |
12% |
10% |
|
23 |
TPR-RM |
Tapestry |
9% |
7% |
12% |
10% |
|
24 |
VRSK-RM |
Verisk Analytics |
7% |
5% |
9% |
7% |
|
25 |
CPB-RM |
Campbell Soup Company |
7% |
5% |
10% |
8% |
|
26 |
REGN-RM |
Regeneron Pharmaceuticals |
9% |
7% |
8% |
6% |
|
27 |
RL-RM |
Ralph Lauren Corporation |
8% |
6% |
11% |
9% |
|
28 |
ABBV-RM |
AbbVie Inc. |
2% |
0% |
10% |
8% |
|
29 |
OMC-RM |
Omnicom Group Inc. Ordshs |
7% |
5% |
9% |
7% |
|
30 |
HSIC-RM |
Henry Schein |
7% |
5% |
9% |
7% |
|
31 |
NWS-RM |
News Corp Ord Shs Class B |
7% |
5% |
10% |
8% |
|
32 |
KR-RM |
The Kroger Co. |
8% |
6% |
11% |
9% |
|
33 |
JD-RM |
JD.com |
7% |
5% |
10% |
8% |
|
34 |
NOV-RM |
NOV Inc. ORD SHS |
9% |
7% |
12% |
10% |
|
35 |
INTC-RM |
Intel Corporation |
4% |
2% |
10% |
8% |
|
36 |
CVX-RM |
Chevron Corporation |
8% |
6% |
12% |
10% |
|
37 |
IFF-RM |
Inter Flav&Frag Inc ORD SHS |
7% |
5% |
10% |
8% |
|
38 |
CLX-RM |
Clorox Ord Shs |
6% |
4% |
10% |
8% |
|
39 |
TSLA-RM |
Tesla |
3% |
1% |
12% |
10% |
|
40 |
CI-RM |
Cigna Corporation |
6% |
4% |
10% |
8% |
|
41 |
DVN-RM |
Devon Energy Ord Shs |
9% |
7% |
13% |
11% |
|
42 |
HES-RM |
Hess Corporation ORD SHS |
8% |
6% |
12% |
10% |
|
43 |
AA-RM |
Alcoa Corporation |
7% |
5% |
11% |
9% |
|
44 |
WBA-RM |
Walgreen Boots Alliance Ord Sh |
6% |
4% |
10% |
8% |
|
45 |
BABA-RM |
АДР Alibaba Group Holding LTD |
1% |
0% |
11% |
9% |
|
46 |
DXC-RM |
DXC Technology Co ORD SHS |
11% |
9% |
14% |
12% |
|
47 |
WRK-RM |
Westrock Co Ord Shs |
8% |
7% |
11% |
9% |
|
48 |
DIS-RM |
The Walt Disney Company |
5% |
3% |
10% |
8% |
|
49 |
NKE-RM |
NIKE |
6% |
4% |
11% |
9% |
|
50 |
EOG-RM |
EOG Resources |
8% |
6% |
12% |
10% |
|
51 |
ALB-RM |
Albemarle Ord Shs |
6% |
4% |
11% |
9% |
|
52 |
XOM-RM |
Exxon Mobil Corporation |
5% |
3% |
10% |
8% |
|
53 |
LLY-RM |
Eli Lilly and Company |
5% |
3% |
10% |
8% |
|
54 |
FOX-RM |
Fox Corporation |
6% |
4% |
10% |
8% |
|
55 |
FTV-RM |
Fortive Corporation ORD SHS |
7% |
5% |
10% |
8% |
|
56 |
PVH-RM |
PVH Corp.ORD SHS |
10% |
7% |
13% |
11% |
|
57 |
XLNX-RM |
Xilinx |
7% |
5% |
10% |
8% |
|
58 |
OKE-RM |
ONEOK |
9% |
7% |
14% |
12% |
|
59 |
XRAY-RM |
DENTSPLY SIRONA ORD SHS |
7% |
7% |
11% |
9% |
|
60 |
RTX-RM |
Raytheon Technologies Corp |
6% |
4% |
11% |
9% |
|
61 |
OXY-RM |
Occidental Petroleum Corp |
10% |
8% |
16% |
14% |
|
62 |
DLTR-RM |
Dollar Tree |
5% |
3% |
10% |
8% |
|
63 |
ZION-RM |
Zions Bancorp NA ORD SHS |
5% |
1% |
10% |
8% |
|
64 |
VNT-RM |
Vontier Corporation |
8% |
6% |
12% |
10% |
|
65 |
CTLT-RM |
Catalent |
6% |
7% |
11% |
9% |
|
66 |
LW-RM |
Lamb Weston Holdings ORD SHS |
6% |
4% |
9% |
7% |
|
67 |
MRO-RM |
Marathon Oil Corporation |
8% |
6% |
14% |
12% |
|
68 |
NUE-RM |
Nucor Corporation |
4% |
2% |
9% |
7% |
|
69 |
HIG-RM |
The Hartford ORD SHS |
5% |
3% |
10% |
8% |
|
70 |
VLO-RM |
Valero Energy Corp ORD SHS |
7% |
5% |
13% |
11% |
|
71 |
MTB-RM |
M&T Bank Co ORD SHS |
5% |
3% |
10% |
8% |
|
72 |
BIDU-RM |
АДР Baidu |
4% |
2% |
10% |
8% |
|
73 |
BBWI-RM |
Bath & Body Works |
8% |
6% |
14% |
12% |
|
74 |
LUV-RM |
Southwest Airlines Co. |
2% |
0% |
10% |
8% |
|
75 |
CFG-RM |
Citizens Financial Group ORDSH |
5% |
3% |
12% |
10% |
|
76 |
PSX-RM |
Phillips 66 |
4% |
2% |
11% |
9% |
|
77 |
MRNA-RM |
Moderna |
11% |
9% |
16% |
14% |
|
78 |
HWM-RM |
Howmet Aerospace Inc. ORD SHS |
6% |
4% |
12% |
10% |
|
79 |
IQV-RM |
IQVIA HOLDINGS INC ORDSHS |
3% |
3% |
11% |
9% |
|
80 |
LI-RM |
Li Auto Inc. |
7% |
5% |
14% |
12% |
|
81 |
GT-RM |
Goodyear Tire & Rubber Company |
4% |
2% |
12% |
10% |
|
82 |
ENPH-RM |
Enphase Energy Ord Shs |
4% |
2% |
13% |
11% |
|
83 |
PBCT-RM |
Peoples United Financial Ord S |
1% |
0% |
11% |
9% |
|
84 |
GPS-RM |
Gap Inc. |
2% |
0% |
12% |
10% |
|
85 |
SYF-RM |
Synchrony Financial ORD SHS |
4% |
2% |
13% |
11% |
|
86 |
QDEL-RM |
Quidel Ord Shs |
2% |
0% |
14% |
12% |
|
87 |
SYY-RM |
Sysco Ord Shs |
0% |
0% |
13% |
11% |
|
88 |
NRG-RM |
Nrg Energy |
0% |
0% |
11% |
9% |
|
89 |
DISH-RM |
DISH Network Corp ORD SHS CL A |
0% |
0% |
10% |
8% |
|
90 |
TDOC-RM |
Teladoc Health Ord Shs |
0% |
0% |
12% |
10% |
|
91 |
APA-RM |
APA Corporation |
0% |
0% |
17% |
15% |
|
92 |
BIIB-RM |
Biogen Inc. |
8% |
6% |
11% |
9% |
|
95 |
UBER-RM |
Uber Technologies |
0% |
0% |
14% |
12% |
|
97 |
COTY-RM |
Coty Inc. |
0% |
0% |
2% |
0% |