26.08.2021 19:48

Risk parameters for new shares

New shares will be accepted to margin trading starting from September 1, 2021. From this date on, risk parameters will be applied according to the table below.

  1. Market risk rates and concentration limits, attributes for ban on short selling and eligible collateral:
Ticker Name Market risk rates, % Concentration limits, 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 MSCI-RM MSCI Inc 16% 25% 35% 1 076 5 380 No No
2 KMI-RM Kinder Morgan 19% 31% 43% 41 025 205 125 No No
3 FNKO-RM Funko Inc 29% 46% 65% 33 219 166 095 No No
4 PBF-RM PBF Energy Inc Company 39% 61% 86% 69 017 345 085 No No
5 CLF-RM Cleveland-Cliffs 40% 63% 89% 27 455 137 275 No No
6 PINS-RM Pinterest Inc 20% 31% 44% 12 029 60 145 No No
7 BILI-RM Bilibili Inc 26% 41% 57% 8 486 42 430 No No
8 SEDG-RM SolarEdge Technologies Inc 26% 41% 58% 2 401 12 005 No No
9 KLAC-RM KLA Corp 17% 27% 38% 2 023 10 115 No No
10 LTHM-RM Livent Corp 29% 46% 65% 26 654 133 270 No No
11 KEY-RM KeyCorp 19% 29% 41% 32 407 162 035 No No
12 DVN-RM Devon Energy Corp 24% 37% 53% 23 108 115 540 No No
13 RF-RM Regions Financial Corp 20% 31% 44% 32 283 161 415 No No
14 AFL-RM Aflac Inc 16% 25% 35% 11 831 59 155 No No
15 NVR-RM NVR 17% 26% 37% 130 650 No No
16 ED-RM Consolidated Edison 13% 20% 28% 8 977 44 885 No No
17 ROP-RM Roper Technologies 14% 22% 31% 1 409 7 045 No No
18 DOV-RM Dover Corp 14% 22% 31% 3 873 19 365 No No
19 TROW-RM T Rowe Price Group Inc 14% 22% 31% 3 081 15 405 No No
20 AIZ-RM ASSURANT INC 15% 23% 32% 4 003 20 015 No No
21 GWW-RM WW Grainger 15% 23% 33% 1 550 7 750 No No
22 GPC-RM Genuine Parts 15% 23% 33% 5 417 27 085 No No
23 ANSS-RM ANSYS INC 15% 24% 34% 1 847 9 235 No No
24 CINF-RM Cincinnati Financial Corp 15% 24% 34% 5 411 27 055 No No
25 CTAS-RM Cintas Corporation 15% 24% 34% 1 723 8 615 No No
26 MKC-RM McCormick & Company 13% 21% 29% 7 897 39 485 No No
27 ADP-RM Automatic Data Processing Inc 13% 21% 30% 3 245 16 225 No No
28 JPM-RM JPMorgan Chase & Co 16% 25% 35% 4 199 20 995 No No
29 WMB-RM Williams Comp 23% 36% 51% 27 478 137 390 No No
30 SHW-RM Sherwin-Williams 14% 22% 31% 2 232 11 160 No No
31 VFC-RM VF Corp 17% 26% 37% 8 768 43 840 No No
32 APD-RM Air Products & Chemicals 15% 23% 32% 2 510 12 550 No No
33 LEG-RM Leggett & Platt 18% 28% 40% 13 728 68 640 No No
34 TDY-RM Teledyne Technologies 16% 25% 35% 1 475 7 375 No No
35 GD-RM General Dynamics 13% 20% 28% 3 390 16 950 No No
36 ITW-RM Illinois Tool Works 13% 20% 29% 2 930 14 650 No No
37 MO-RM Altria Group 13% 21% 29% 13 889 69 445 No No
38 BDX-RM Becton Dickinson and Co 13% 21% 30% 2 736 13 680 No No
39 EXPD-RM Expeditors International 13% 20% 28% 5 443 27 215 No No
40 CAH-RM Cardinal Health 16% 25% 35% 13 051 65 255 No No
41 J-RM JACOBS ENGINEERING GROUP INC 15% 24% 34% 4 991 24 955 No No
42 REGI-RM Renewable Energy Group 24% 38% 54% 13 199 65 995 No No
43 HBAN-RM Huntington Bancshares Inc/OH 19% 30% 43% 43 174 215 870 No No
44 ADM-RM Archer Daniels Midland 14% 21% 30% 11 205 56 025 No No
45 FFIV-RM F5 NETWORKS INC 17% 27% 38% 3 282 16 410 No No
46 TSM-RM Taiwan Semiconductor Manufacturing 14% 23% 32% 5 774 28 870 No No
47 WBA-RM Walgreens Boots Alliance 18% 28% 39% 13 889 69 445 No No
48 PBCT-RM People's United Financial Inc 25% 39% 55% 41 000 205 000 No No
49 PPG-RM PPG Industries 15% 23% 33% 4 135 20 675 No No
50 WST-RM West Pharmaceutical Services I 15% 23% 33% 1 520 7 600 No No
51 AOS-RM A O Smith Corp 14% 22% 31% 9 352 46 760 No No
52 HOOD-RM Robinhood Markets, Inc. 100% 100% 100% 13 795 68 975 No No
53 BEN-RM Franklin Resources Inc 17% 27% 39% 20 764 103 820 No No
54 ALB-RM Albemarle Corp 21% 33% 46% 2 885 14 425 No No
55 PAYC-RM PAYCOM SOFTWARE INC 21% 33% 47% 1 396 6 980 No No
56 KMB-RM Kimberly-Clark Corp 13% 21% 29% 4 978 24 890 No No
57 VMC-RM Vulcan Materials 16% 26% 36% 3 564 17 820 No No
58 HRL-RM Hormel Foods 13% 21% 30% 14 899 74 495 No No
59 ENPH-RM Enphase Energy Inc 42% 67% 95% 3 908 19 540 No No
60 NWS-RM News Corp 18% 28% 40% 30 726 153 630 No No
61 CLX-RM Clorox Company 15% 23% 33% 4 099 20 495 No No
62 TYL-RM TYLER TECHNOLOGIES INC 16% 25% 35% 1 420 7 100 No No
63 ABMD-RM ABIOMED INC 22% 36% 50% 1 887 9 435 No No
64 QDEL-RM Quidel Corporation 34% 54% 76% 5 569 27 845 No No
65 SYY-RM Sysco 32% 50% 71% 8 537 42 685 No No
66 BFB-RM Brown Forman Corp 13% 21% 30% 9 737 48 685 No No
67 FSLR-RM First Solar Inc 24% 37% 53% 7 216 36 080 No No
68 OSUR-RM OraSure Technologies Inc 40% 63% 89% 63 088 315 440 No No
69 BYND-RM Beyond Meat Inc 100% 100% 100% 5 524 27 620 No No
70 TDOC-RM Teladoc Inc 44% 70% 99% 4 671 23 355 No No
71 FSLY-RM Fastly Inc 100% 100% 100% 15 249 76 245 No No
72 SRPT-RM Sarepta Therapeutics Inc 100% 100% 100% 8 452 42 260 No No
73 ACAD-RM ACADIA Pharmaceuticals Inc 100% 100% 100% 39 329 196 645 No No
74 PLUG-RM Plug Power Inc 100% 100% 100% 25 584 127 920 No No
75 HRTX-RM Heron Therapeuti 100% 100% 100% 58 048 290 240 No No
76 ATO-RM Atmos Energy Corp 12% 19% 27% 6 931 34 655 No No
77 XPEV-RM Xpeng Inc 100% 100% 100% 16 532 82 660 No No
  1. Stress collateral scenarios:
Ticker Name Scen_UP Scen_DOWN
1 MSCI-RM MSCI Inc 7.00% 5.00%
2 KMI-RM Kinder Morgan 8.00% 6.00%
3 FNKO-RM Funko Inc 11.00% 9.00%
4 PBF-RM PBF Energy Inc Company 0.00% 0.00%
5 CLF-RM Cleveland-Cliffs 0.00% 0.00%
6 PINS-RM Pinterest Inc 20.00% 18.00%
7 BILI-RM Bilibili Inc 7.00% 5.00%
8 SEDG-RM SolarEdge Technologies Inc 11.00% 9.00%
9 KLAC-RM KLA Corp 9.00% 7.00%
10 LTHM-RM Livent Corp 8.00% 6.00%
11 KEY-RM KeyCorp 9.00% 7.00%
12 DVN-RM Devon Energy Corp 9.00% 7.00%
13 RF-RM Regions Financial Corp 8.00% 6.00%
14 AFL-RM Aflac Inc 11.00% 9.00%
15 NVR-RM NVR 11.00% 9.00%
16 ED-RM Consolidated Edison 9.00% 7.00%
17 ROP-RM Roper Technologies 8.00% 6.00%
18 DOV-RM Dover Corp 10.00% 8.00%
19 TROW-RM T Rowe Price Group Inc 10.00% 8.00%
20 AIZ-RM ASSURANT INC 8.00% 6.00%
21 GWW-RM WW Grainger 10.00% 8.00%
22 GPC-RM Genuine Parts 9.00% 7.00%
23 ANSS-RM ANSYS INC 7.00% 5.00%
24 CINF-RM Cincinnati Financial Corp 8.00% 6.00%
25 CTAS-RM Cintas Corporation 8.00% 6.00%
26 MKC-RM McCormick & Company 8.00% 6.00%
27 ADP-RM Automatic Data Processing Inc 8.00% 6.00%
28 JPM-RM JPMorgan Chase & Co 9.00% 7.00%
29 WMB-RM Williams Comp 11.00% 9.00%
30 SHW-RM Sherwin-Williams 9.00% 7.00%
31 VFC-RM VF Corp 9.00% 7.00%
32 APD-RM Air Products & Chemicals 7.00% 5.00%
33 LEG-RM Leggett & Platt 9.00% 7.00%
34 TDY-RM Teledyne Technologies 9.00% 7.00%
35 GD-RM General Dynamics 9.00% 7.00%
36 ITW-RM Illinois Tool Works 9.00% 7.00%
37 MO-RM Altria Group 8.00% 6.00%
38 BDX-RM Becton Dickinson and Co 7.00% 5.00%
39 EXPD-RM Expeditors International 9.00% 7.00%
40 CAH-RM Cardinal Health 8.00% 6.00%
41 J-RM JACOBS ENGINEERING GROUP INC 8.00% 6.00%
42 REGI-RM Renewable Energy Group 13.00% 11.00%
43 HBAN-RM Huntington Bancshares Inc/OH 7.00% 5.00%
44 ADM-RM Archer Daniels Midland 8.00% 6.00%
45 FFIV-RM F5 NETWORKS INC 7.00% 5.00%
46 TSM-RM Taiwan Semiconductor Manufacturing 7.00% 5.00%
47 WBA-RM Walgreens Boots Alliance 6.00% 4.00%
48 PBCT-RM People's United Financial Inc 1.00% 0.00%
49 PPG-RM PPG Industries 8.00% 6.00%
50 WST-RM West Pharmaceutical Services I 8.00% 6.00%
51 AOS-RM A O Smith Corp 8.00% 6.00%
52 HOOD-RM Robinhood Markets, Inc. 0.00% 0.00%
53 BEN-RM Franklin Resources Inc 8.00% 6.00%
54 ALB-RM Albemarle Corp 6.00% 4.00%
55 PAYC-RM PAYCOM SOFTWARE INC 10.00% 8.00%
56 KMB-RM Kimberly-Clark Corp 7.00% 5.00%
57 VMC-RM Vulcan Materials 10.00% 8.00%
58 HRL-RM Hormel Foods 7.00% 5.00%
59 ENPH-RM Enphase Energy Inc 4.00% 2.00%
60 NWS-RM News Corp 7.00% 5.00%
61 CLX-RM Clorox Company 6.00% 4.00%
62 TYL-RM TYLER TECHNOLOGIES INC 9.00% 7.00%
63 ABMD-RM ABIOMED INC 13.00% 11.00%
64 QDEL-RM Quidel Corporation 2.00% 0.00%
65 SYY-RM Sysco 0.00% 0.00%
66 BFB-RM Brown Forman Corp 9.00% 7.00%
67 FSLR-RM First Solar Inc 9.00% 7.00%
68 OSUR-RM OraSure Technologies Inc 0.00% 0.00%
69 BYND-RM Beyond Meat Inc 0.00% 0.00%
70 TDOC-RM Teladoc Inc 0.00% 0.00%
71 FSLY-RM Fastly Inc 0.00% 0.00%
72 SRPT-RM Sarepta Therapeutics Inc 0.00% 0.00%
73 ACAD-RM ACADIA Pharmaceuticals Inc 0.00% 0.00%
74 PLUG-RM Plug Power Inc 0.00% 0.00%
75 HRTX-RM Heron Therapeuti 0.00% 0.00%
76 ATO-RM Atmos Energy Corp 9.00% 7.00%
77 XPEV-RM Xpeng Inc 0.00% 0.00%

 

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