19.02.2021 15:30
Risk parameters for new shares
New shares will be accepted to margin trading starting from March 1, 2021. From this date on, risk parameters will be applied according to the table below.
1. Market risk rates and concentration limits:
| № | Ticker | Name | Minimum Initial Margin for the Market Risk, % | Concentration Limit, number of securities | Ban on short-selling | Collateral | |||
|---|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||||
| 1 | BRKB-RM | Berkshire Hathaway Cl B | 12% | 19% | 27% | 2 864 | 14 320 | No | No |
| 2 | UNH-RM | Unitedhealth Group Inc | 14% | 23% | 32% | 1 967 | 9 835 | No | No |
| 3 | UAL-RM | United Airlines Holdings Inc | 33% | 53% | 74% | 16 448 | 82 240 | No | No |
| 4 | HD-RM | Home Depot | 13% | 21% | 30% | 2 432 | 12 160 | No | No |
| 5 | GILD-RM | Gilead Sciences Inc | 15% | 24% | 34% | 10 090 | 50 450 | No | No |
| 6 | VZ-RM | Verizon Communications Inc | 11% | 18% | 25% | 12 101 | 60 505 | No | No |
| 7 | BKNG-RM | Booking Holdings Inc | 16% | 26% | 36% | 330 | 1 650 | No | No |
| 8 | MRK-RM | Merck & Company | 12% | 19% | 27% | 8 491 | 42 455 | No | No |
| 9 | ORCL-RM | Oracle Corp | 14% | 23% | 32% | 10 679 | 53 395 | No | No |
| 10 | HON-RM | Honeywell International Inc | 13% | 21% | 30% | 3 359 | 16 795 | No | No |
| 11 | LMT-RM | Lockheed Martin Corp | 13% | 21% | 30% | 2 027 | 10 135 | No | No |
| 12 | MMM-RM | 3M Company | 13% | 21% | 30% | 3 760 | 18 800 | No | No |
| 13 | MRNA-RM | Moderna | 42% | 67% | 94% | 4 171 | 20 855 | No | No |
| 14 | TTWO-RM | Take-Two Interactive Software Inc | 16% | 26% | 36% | 3 269 | 16 345 | No | No |
| 15 | FCX-RM | Freeport-Mcmoran Inc | 23% | 37% | 52% | 23 268 | 116 340 | No | No |
| 16 | HAL-RM | Halliburton Company | 28% | 45% | 63% | 36 778 | 183 890 | No | No |
| 17 | BKR-RM | Baker Hughes A Ge CO Cl A | 18% | 29% | 41% | 32 341 | 161 705 | No | No |
| 18 | GPS-RM | Gap Inc | 31% | 50% | 70% | 32 614 | 163 070 | No | No |
| 19 | TM-RM | TOYOTA MOTOR CORP | 12% | 19% | 27% | 4 678 | 23 390 | No | No |
| 20 | SONY-RM | SONY CORP | 15% | 24% | 34% | 6 667 | 33 335 | No | No |
| 21 | NVS-RM | Novartis ADR | 11% | 18% | 25% | 7 318 | 36 590 | No | No |
| 22 | PTR-RM | PetroChina Co Ltd ADR | 14% | 23% | 32% | 21 543 | 107 715 | No | No |
| 23 | DD-RM | Du Pont De.Nemours Inc | 16% | 26% | 36% | 8 981 | 44 905 | No | No |
| 24 | M-RM | Macy's | 32% | 51% | 72% | 44 653 | 223 265 | No | No |
| 25 | CMCSA-RM | Comcast Corp A | 13% | 21% | 30% | 13 098 | 65 490 | No | No |
| 26 | EBAY-RM | Ebay Inc | 16% | 26% | 36% | 11 234 | 56 170 | No | No |
| 27 | CL-RM | Colgate-Palmolive Company | 12% | 19% | 27% | 8 365 | 41 825 | No | No |
| 28 | TXN-RM | Texas Instruments | 14% | 23% | 32% | 3 809 | 19 045 | No | No |
| 29 | AMGN-RM | Amgen Inc | 13% | 21% | 30% | 2 732 | 13 660 | No | No |
| 30 | TMUS-RM | T-Mobile US | 18% | 29% | 41% | 5 115 | 25 575 | No | No |
| 31 | EQIX-RM | Equinix Inc | 14% | 23% | 32% | 868 | 4 340 | No | No |
| 32 | COST-RM | Costco Wholesale | 12% | 19% | 27% | 1 874 | 9 370 | No | No |
| 33 | REGN-RM | Regeneron Pharmaceuticals | 18% | 29% | 41% | 1 293 | 6 465 | No | No |
2. Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | BRKB-RM | Berkshire Hathaway Cl B | 9% | 7% |
| 2 | UNH-RM | Unitedhealth Group Inc | 9% | 7% |
| 3 | UAL-RM | United Airlines Holdings Inc | 4% | 2% |
| 4 | HD-RM | Home Depot | 10% | 8% |
| 5 | GILD-RM | Gilead Sciences Inc | 10% | 8% |
| 6 | VZ-RM | Verizon Communications Inc | 8% | 6% |
| 7 | BKNG-RM | Booking Holdings Inc | 10% | 8% |
| 8 | MRK-RM | Merck & Company | 9% | 7% |
| 9 | ORCL-RM | Oracle Corp | 9% | 7% |
| 10 | HON-RM | Honeywell International Inc | 10% | 8% |
| 11 | LMT-RM | Lockheed Martin Corp | 10% | 8% |
| 12 | MMM-RM | 3M Company | 9% | 7% |
| 13 | MRNA-RM | Moderna | 7% | 5% |
| 14 | TTWO-RM | Take-Two Interactive Software Inc | 10% | 8% |
| 15 | FCX-RM | Freeport-Mcmoran Inc | 11% | 9% |
| 16 | HAL-RM | Halliburton Company | 5% | 3% |
| 17 | BKR-RM | Baker Hughes A Ge CO Cl A | 12% | 10% |
| 18 | GPS-RM | Gap Inc | 4% | 2% |
| 19 | TM-RM | TOYOTA MOTOR CORP | 8% | 6% |
| 20 | SONY-RM | SONY CORP | 10% | 8% |
| 21 | NVS-RM | Novartis ADR | 9% | 7% |
| 22 | PTR-RM | PetroChina Co Ltd ADR | 9% | 7% |
| 23 | DD-RM | Du Pont De.Nemours Inc | 9% | 7% |
| 24 | M-RM | Macy's | 3% | 1% |
| 25 | CMCSA-RM | Comcast Corp A | 8% | 6% |
| 26 | EBAY-RM | Ebay Inc | 9% | 7% |
| 27 | CL-RM | Colgate-Palmolive Company | 8% | 6% |
| 28 | TXN-RM | Texas Instruments | 8% | 6% |
| 29 | AMGN-RM | Amgen Inc | 9% | 7% |
| 30 | TMUS-RM | T-Mobile US | 13% | 11% |
| 31 | EQIX-RM | Equinix Inc | 9% | 7% |
| 32 | COST-RM | Costco Wholesale | 9% | 7% |
| 33 | REGN-RM | Regeneron Pharmaceuticals | 11% | 9% |