27.07.2021 16:31
Risk parameters for new shares
New shares will be accepted to margin trading starting from August 2, 2021. From this date on, risk parameters will be applied according to the table below.
- Market risk rates and concentration limits, attributes for ban on short selling and eligible collateral:
| № | Ticker | Name | Minimum Initial Margin for the Market Risk, % | Concentration Limit, number of securities | Ban on short selling | Eligible collateral | |||
|---|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||||
| 1 | EMR-RM | EMERSON ELECTRIC CO | 14% | 23% | 32% | 6 884 | 34 420 | No | No |
| 2 | APH-RM | AMPHENOL CORP-CL A | 15% | 24% | 34% | 9 570 | 47 850 | No | No |
| 3 | PSX-RM | PHILLIPS 66 | 16% | 26% | 36% | 9 109 | 45 545 | No | No |
| 4 | CPB-RM | CAMPBELL SOUP CO | 14% | 23% | 32% | 15 209 | 76 045 | No | No |
| 5 | PAYX-RM | PAYCHEX INC | 12% | 19% | 27% | 6 008 | 30 040 | No | No |
| 6 | NTAP-RM | NETAPP INC | 17% | 27% | 39% | 8 618 | 43 090 | No | No |
| 7 | PCAR-RM | PACCAR INC | 14% | 23% | 32% | 7 789 | 38 945 | No | No |
| 8 | FOX-RM | FOX CORP - CLASS B | 18% | 29% | 41% | 19 725 | 98 625 | No | No |
| 9 | CME-RM | CME GROUP INC | 14% | 23% | 32% | 3 217 | 16 085 | No | No |
| 10 | SPGI-RM | S&P GLOBAL INC | 14% | 23% | 32% | 1 638 | 8 190 | No | No |
| 11 | LNC-RM | LINCOLN NATIONAL CORP | 21% | 34% | 47% | 11 009 | 55 045 | No | No |
| 12 | QRVO-RM | QORVO INC | 19% | 31% | 43% | 3 526 | 17 630 | No | No |
| 13 | SYK-RM | STRYKER CORP | 13% | 21% | 30% | 2 569 | 12 845 | No | No |
| 14 | CPRT-RM | COPART INC | 15% | 24% | 34% | 4 638 | 23 190 | No | No |
| 15 | CHTR-RM | CHARTER COMMUNICATIONS INC-A | 15% | 24% | 34% | 928 | 4 640 | No | No |
| 16 | NOC-RM | NORTHROP GRUMMAN CORP | 13% | 21% | 30% | 1 890 | 9 450 | No | No |
| 17 | TXT-RM | TEXTRON INC | 18% | 29% | 41% | 9 935 | 49 675 | No | No |
| 18 | CHRW-RM | C.H. ROBINSON WORLDWIDE INC | 14% | 23% | 32% | 7 318 | 36 590 | No | No |
| 19 | RL-RM | RALPH LAUREN CORP | 18% | 29% | 41% | 6 074 | 30 370 | No | No |
| 20 | HUM-RM | HUMANA INC | 15% | 24% | 34% | 1 449 | 7 245 | No | No |
| 21 | VIPS-RM | Vipshop Holdings Limited | 25% | 40% | 56% | 41 177 | 205 885 | No | No |
| 22 | CLOV-RM | Clover Health Investments Corp | 100% | 100% | 100% | 82 556 | 412 780 | No | No |
| 23 | TAL-RM | TAL Education Group | 70% | 80% | 90% | 153 854 | 769 270 | No | No |
| 24 | AMC-RM | AMC Entertainment Holdings Inc | 100% | 100% | 100% | 16 802 | 84 010 | No | No |
| 25 | COIN-RM | Coinbase Global Inc | 100% | 100% | 100% | 2 758 | 13 790 | No | No |
| 26 | NIO-RM | Nio Inc Class A ADR | 48% | 76% | 100% | 15 681 | 78 405 | No | No |
| 27 | WISH-RM | Contextlogic Inc | 53% | 84% | 100% | 73 904 | 369 520 | No | No |
| 28 | AA-RM | Alcoa Corp | 20% | 32% | 45% | 17 376 | 86 880 | No | No |
| 29 | LI-RM | Li Auto Inc | 40% | 64% | 90% | 22 001 | 110 005 | No | No |
| 30 | SNAP-RM | Snap Inc | 34% | 54% | 77% | 8 870 | 44 350 | No | No |
| 31 | HSY-RM | HERSHEY CO/THE | 12% | 19% | 27% | 3 803 | 19 015 | No | No |
- Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | EMR-RM | EMERSON ELECTRIC CO | 10% | 8% |
| 2 | APH-RM | AMPHENOL CORP-CL A | 8% | 6% |
| 3 | PSX-RM | PHILLIPS 66 | 11% | 9% |
| 4 | CPB-RM | CAMPBELL SOUP CO | 9% | 7% |
| 5 | PAYX-RM | PAYCHEX INC | 11% | 9% |
| 6 | NTAP-RM | NETAPP INC | 11% | 9% |
| 7 | PCAR-RM | PACCAR INC | 9% | 7% |
| 8 | FOX-RM | FOX CORP - CLASS B | 9% | 7% |
| 9 | CME-RM | CME GROUP INC | 9% | 7% |
| 10 | SPGI-RM | S&P GLOBAL INC | 10% | 8% |
| 11 | LNC-RM | LINCOLN NATIONAL CORP | 13% | 11% |
| 12 | QRVO-RM | QORVO INC | 11% | 9% |
| 13 | SYK-RM | STRYKER CORP | 11% | 9% |
| 14 | CPRT-RM | COPART INC | 10% | 8% |
| 15 | CHTR-RM | CHARTER COMMUNICATIONS INC-A | 9% | 7% |
| 16 | NOC-RM | NORTHROP GRUMMAN CORP | 9% | 7% |
| 17 | TXT-RM | TEXTRON INC | 10% | 8% |
| 18 | CHRW-RM | C.H. ROBINSON WORLDWIDE INC | 9% | 7% |
| 19 | RL-RM | RALPH LAUREN CORP | 11% | 9% |
| 20 | HUM-RM | HUMANA INC | 12% | 10% |
| 21 | VIPS-RM | Vipshop Holdings Limited | 15% | 13% |
| 22 | CLOV-RM | Clover Health Investments Corp | 0% | 0% |
| 23 | TAL-RM | TAL Education Group | 0% | 0% |
| 24 | AMC-RM | AMC Entertainment Holdings Inc | 0% | 0% |
| 25 | COIN-RM | Coinbase Global Inc | 0% | 0% |
| 26 | NIO-RM | Nio Inc Class A ADR | 17% | 15% |
| 27 | WISH-RM | Contextlogic Inc | 0% | 0% |
| 28 | AA-RM | Alcoa Corp | 11% | 9% |
| 29 | LI-RM | Li Auto Inc | 7% | 5% |
| 30 | SNAP-RM | Snap Inc | 12% | 10% |
| 31 | HSY-RM | HERSHEY CO/THE | 10% | 8% |
Risk parameters for new shares