23.11.2021 16:54
Risk parameters for new shares
New shares will be accepted to margin trading starting from December 1, 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 | Market risk rates, % | Concentration limits, units | 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 | MSI-RM | Motorola Solutions Inc | 14% | 23% | 33% | 2730 | 13649 | No | No |
| 2 | AZO-RM | AutoZone Inc | 14% | 24% | 34% | 364 | 1819 | No | No |
| 3 | VRSN-RM | VeriSign Inc | 15% | 24% | 35% | 2908 | 14539 | No | No |
| 4 | DPZ-RM | Domino's Pizza Inc | 16% | 26% | 37% | 1337 | 6686 | No | No |
| 5 | MRVL-RM | Marvell Technology Inc | 18% | 30% | 43% | 9341 | 46705 | No | No |
| 6 | WAT-RM | Waters Corp | 29% | 47% | 66% | 1923 | 9617 | No | No |
| 7 | TDG-RM | TransDigm Group Inc | 30% | 48% | 68% | 1067 | 5337 | No | No |
| 8 | PCG-RM | PG&E Corp | 67% | 79% | 94% | 55985 | 279926 | No | No |
| 9 | KD-RM | Kyndryl Holdings, Inc. | 70% | 80% | 95% | 33 094 | 165 472 | No | No |
| 10 | CPNG-RM | Coupang Inc | 70% | 80% | 95% | 25823 | 129115 | No | No |
| 11 | DBX-RM | Dropbox Inc | 21% | 33% | 48% | 25431 | 127154 | No | No |
| 12 | MHK-RM | Mohawk Industries Inc | 19% | 31% | 44% | 3871 | 19354 | No | No |
| 13 | QS-RM | QuantumScape Corp | 90% | 100% | 100% | 17686 | 88428 | No | No |
| 14 | ON-RM | ON Semiconductor Corp | 20% | 33% | 47% | 11713 | 58565 | No | No |
| 15 | MPWR-RM | Monolithic Power Systems Inc | 16% | 26% | 38% | 1222 | 6109 | No | No |
| 16 | LH-RM | Laboratory Corp of America Hol | 16% | 26% | 37% | 2309 | 11546 | No | No |
| 17 | AMP-RM | Ameriprise Financial Inc | 16% | 27% | 38% | 2225 | 11123 | No | No |
| 18 | CE-RM | Celanese Corp | 16% | 27% | 38% | 4034 | 20172 | No | No |
| 19 | FBHS-RM | Fortune Brands Home & Security | 16% | 27% | 39% | 6445 | 32224 | No | No |
| 20 | HAS-RM | Hasbro Inc | 17% | 27% | 40% | 6990 | 34948 | No | No |
| 21 | POOL-RM | Pool Corp | 15% | 24% | 35% | 1201 | 6007 | No | No |
| 22 | ULTA-RM | Ulta Beauty Inc | 21% | 34% | 49% | 1731 | 8655 | No | No |
| 23 | SIVB-RM | SVB Financial Group | 18% | 30% | 43% | 923 | 4613 | No | No |
| 24 | WRB-RM | W R Berkley Corp | 14% | 23% | 33% | 8450 | 42249 | No | No |
| 25 | ROK-RM | Rockwell Automation Inc | 14% | 24% | 34% | 2052 | 10260 | No | No |
| 26 | CMG-RM | Chipotle Mexican Grill Inc | 19% | 30% | 44% | 368 | 1842 | No | No |
| 27 | EMN-RM | Eastman Chemical Co | 15% | 24% | 35% | 5924 | 29621 | No | No |
| 28 | XYL-RM | Xylem Inc/NY | 15% | 24% | 35% | 5258 | 26292 | No | No |
| 29 | MCO-RM | Moody's Corp | 15% | 25% | 35% | 1769 | 8845 | No | No |
| 30 | CDW-RM | CDW Corp/DE | 15% | 25% | 36% | 3592 | 17960 | No | No |
| 31 | NDAQ-RM | Nasdaq Inc | 13% | 22% | 32% | 3293 | 16466 | No | No |
| 32 | MTD-RM | Mettler-Toledo International I | 13% | 22% | 32% | 448 | 2238 | No | No |
| 33 | URI-RM | United Rentals Inc | 21% | 33% | 48% | 1792 | 8961 | No | No |
| 34 | IT-RM | Gartner Inc | 16% | 26% | 37% | 2067 | 10336 | No | No |
| 35 | ORLY-RM | O'Reilly Automotive Inc | 16% | 26% | 37% | 1058 | 5288 | No | No |
| 36 | ALGN-RM | Align Technology Inc | 21% | 34% | 49% | 998 | 4990 | No | No |
| 37 | AVY-RM | Avery Dennison Corp | 14% | 23% | 33% | 3048 | 15240 | No | No |
| 38 | FLT-RM | FleetCor Technologies Inc | 16% | 26% | 38% | 2842 | 14210 | No | No |
| 39 | MLM-RM | Martin Marietta Materials Inc | 16% | 27% | 38% | 1636 | 8180 | No | No |
| 40 | RJF-RM | Raymond James Financial Inc | 17% | 27% | 39% | 6865 | 34326 | No | No |
| 41 | WHR-RM | Whirlpool Corp | 17% | 27% | 39% | 2956 | 14782 | No | No |
| 42 | UHS-RM | Universal Health Services Inc | 17% | 27% | 39% | 5246 | 26230 | No | No |
| 43 | AAP-RM | Advance Auto Parts Inc | 19% | 31% | 44% | 2871 | 14357 | No | No |
| 44 | BR-RM | Broadridge Financial Solutions | 13% | 21% | 30% | 3886 | 19432 | No | No |
| 45 | CRL-RM | Charles River Laboratories Int | 16% | 25% | 37% | 1779 | 8893 | No | No |
| 46 | JKHY-RM | Jack Henry & Associates Inc | 13% | 21% | 30% | 4351 | 21757 | No | No |
| 47 | IEX-RM | IDEX Corp | 13% | 21% | 31% | 2920 | 14601 | No | No |
| 48 | TFX-RM | Teleflex Inc | 14% | 23% | 33% | 2018 | 10090 | No | No |
| 49 | COO-RM | Cooper Cos Inc/The | 14% | 23% | 34% | 1643 | 8216 | No | No |
| 50 | IPGP-RM | IPG Photonics Corp | 18% | 30% | 43% | 4036 | 20178 | No | No |
| 51 | JBHT-RM | JB Hunt Transport Services Inc | 13% | 22% | 32% | 3445 | 17227 | No | No |
| 52 | ODFL-RM | Old Dominion Freight Line Inc | 14% | 24% | 34% | 1921 | 9603 | No | No |
| 53 | RMD-RM | ResMed Inc | 17% | 27% | 39% | 2694 | 13468 | No | No |
| 54 | BIO-RM | Bio-Rad Laboratories Inc | 14% | 23% | 33% | 908 | 4538 | No | No |
| 55 | MKTX-RM | MarketAxess Holdings Inc | 16% | 26% | 38% | 1765 | 8826 | No | No |
| 56 | PKG-RM | Packaging Corp of America | 15% | 25% | 36% | 5081 | 25404 | No | No |
| 57 | HII-RM | Huntington Ingalls Industries | 15% | 24% | 34% | 3575 | 17873 | No | No |
| 58 | EFX-RM | Equifax Inc | 15% | 24% | 35% | 2451 | 12253 | No | No |
| 59 | SNA-RM | Snap-on Inc | 15% | 24% | 35% | 3102 | 15511 | No | No |
| 60 | IDXX-RM | IDEXX Laboratories Inc | 15% | 24% | 35% | 1093 | 5463 | No | No |
| 61 | TSVT-RM | 2seventy bio, Inc. | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 62 | ABNB-RM | Airbnb Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 63 | BNGO-RM | Bionano Genomics Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 64 | GEVO-RM | Gevo Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 65 | EQT-RM | EQT Corp | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 66 | BBBY-RM | Bed Bath & Beyond Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 67 | VXRT-RM | Vaxart Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 68 | MVIS-RM | MicroVision Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 69 | DVA-RM | DaVita Inc | 16% | 26% | 38% | 6487 | 32434 | No | No |
| 70 | RUN-RM | Sunrun Inc | 28% | 44% | 63% | 11701 | 58505 | No | No |
| 71 | KDP-RM | Keurig Dr Pepper Inc | 15% | 24% | 35% | 19242 | 96212 | No | No |
| 72 | ANET-RM | Arista Networks Inc | 21% | 35% | 49% | 1305 | 6527 | No | No |
| 73 | ZBRA-RM | Zebra Technologies Corp | 19% | 31% | 44% | 1160 | 5799 | No | No |
| 74 | TTD-RM | Trade Desk Inc/The | 30% | 48% | 69% | 6841 | 34206 | No | No |
| 75 | DKNG-RM | DraftKings Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 76 | SKLZ-RM | Skillz Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 77 | LAZR-RM | Luminar Technologies Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 78 | VUZI-RM | Vuzix Corp | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 79 | LYFT-RM | Lyft Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 80 | RIDE-RM | Lordstown Motors Corp | 100% | 100% | 100% | 2000 | 2001 | No | No |
- Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | MSI-RM | Motorola Solutions Inc | 10% | 8% |
| 2 | AZO-RM | AutoZone Inc | 10% | 8% |
| 3 | VRSN-RM | VeriSign Inc | 9% | 8% |
| 4 | DPZ-RM | Domino's Pizza Inc | 10% | 8% |
| 5 | MRVL-RM | Marvell Technology Inc | 9% | 7% |
| 6 | WAT-RM | Waters Corp | 0% | 0% |
| 7 | TDG-RM | TransDigm Group Inc | 0% | 0% |
| 8 | PCG-RM | PG&E Corp | 0% | 0% |
| 9 | KD-RM | Kyndryl Holdings, Inc. | 0% | 0% |
| 10 | CPNG-RM | Coupang Inc | 0% | 0% |
| 11 | DBX-RM | Dropbox Inc | 13% | 12% |
| 12 | MHK-RM | Mohawk Industries Inc | 14% | 12% |
| 13 | QS-RM | QuantumScape Corp | 0% | 0% |
| 14 | ON-RM | ON Semiconductor Corp | 11% | 10% |
| 15 | MPWR-RM | Monolithic Power Systems Inc | 10% | 9% |
| 16 | LH-RM | Laboratory Corp of America Hol | 10% | 8% |
| 17 | AMP-RM | Ameriprise Financial Inc | 12% | 10% |
| 18 | CE-RM | Celanese Corp | 9% | 8% |
| 19 | FBHS-RM | Fortune Brands Home & Security | 10% | 8% |
| 20 | HAS-RM | Hasbro Inc | 12% | 10% |
| 21 | POOL-RM | Pool Corp | 9% | 8% |
| 22 | ULTA-RM | Ulta Beauty Inc | 12% | 11% |
| 23 | SIVB-RM | SVB Financial Group | 10% | 8% |
| 24 | WRB-RM | W R Berkley Corp | 9% | 8% |
| 25 | ROK-RM | Rockwell Automation Inc | 10% | 9% |
| 26 | CMG-RM | Chipotle Mexican Grill Inc | 11% | 10% |
| 27 | EMN-RM | Eastman Chemical Co | 10% | 9% |
| 28 | XYL-RM | Xylem Inc/NY | 9% | 7% |
| 29 | MCO-RM | Moody's Corp | 10% | 9% |
| 30 | CDW-RM | CDW Corp/DE | 9% | 8% |
| 31 | NDAQ-RM | Nasdaq Inc | 10% | 8% |
| 32 | MTD-RM | Mettler-Toledo International I | 9% | 7% |
| 33 | URI-RM | United Rentals Inc | 10% | 8% |
| 34 | IT-RM | Gartner Inc | 10% | 9% |
| 35 | ORLY-RM | O'Reilly Automotive Inc | 10% | 8% |
| 36 | ALGN-RM | Align Technology Inc | 14% | 12% |
| 37 | AVY-RM | Avery Dennison Corp | 10% | 8% |
| 38 | FLT-RM | FleetCor Technologies Inc | 9% | 8% |
| 39 | MLM-RM | Martin Marietta Materials Inc | 10% | 9% |
| 40 | RJF-RM | Raymond James Financial Inc | 9% | 7% |
| 41 | WHR-RM | Whirlpool Corp | 10% | 9% |
| 42 | UHS-RM | Universal Health Services Inc | 11% | 9% |
| 43 | AAP-RM | Advance Auto Parts Inc | 10% | 9% |
| 44 | BR-RM | Broadridge Financial Solutions | 9% | 8% |
| 45 | CRL-RM | Charles River Laboratories Int | 10% | 8% |
| 46 | JKHY-RM | Jack Henry & Associates Inc | 9% | 8% |
| 47 | IEX-RM | IDEX Corp | 9% | 7% |
| 48 | TFX-RM | Teleflex Inc | 10% | 9% |
| 49 | COO-RM | Cooper Cos Inc/The | 9% | 7% |
| 50 | IPGP-RM | IPG Photonics Corp | 11% | 9% |
| 51 | JBHT-RM | JB Hunt Transport Services Inc | 9% | 7% |
| 52 | ODFL-RM | Old Dominion Freight Line Inc | 9% | 7% |
| 53 | RMD-RM | ResMed Inc | 11% | 9% |
| 54 | BIO-RM | Bio-Rad Laboratories Inc | 9% | 8% |
| 55 | MKTX-RM | MarketAxess Holdings Inc | 9% | 7% |
| 56 | PKG-RM | Packaging Corp of America | 9% | 7% |
| 57 | HII-RM | Huntington Ingalls Industries | 10% | 8% |
| 58 | EFX-RM | Equifax Inc | 10% | 9% |
| 59 | SNA-RM | Snap-on Inc | 9% | 7% |
| 60 | IDXX-RM | IDEXX Laboratories Inc | 10% | 8% |
| 61 | TSVT-RM | 2seventy bio, Inc. | 0% | 0% |
| 62 | ABNB-RM | Airbnb Inc | 0% | 0% |
| 63 | BNGO-RM | Bionano Genomics Inc | 0% | 0% |
| 64 | GEVO-RM | Gevo Inc | 0% | 0% |
| 65 | EQT-RM | EQT Corp | 0% | 0% |
| 66 | BBBY-RM | Bed Bath & Beyond Inc | 0% | 0% |
| 67 | VXRT-RM | Vaxart Inc | 0% | 0% |
| 68 | MVIS-RM | MicroVision Inc | 0% | 0% |
| 69 | DVA-RM | DaVita Inc | 8% | 6% |
| 70 | RUN-RM | Sunrun Inc | 13% | 12% |
| 71 | KDP-RM | Keurig Dr Pepper Inc | 9% | 8% |
| 72 | ANET-RM | Arista Networks Inc | 12% | 10% |
| 73 | ZBRA-RM | Zebra Technologies Corp | 10% | 9% |
| 74 | TTD-RM | Trade Desk Inc/The | 19% | 18% |
| 75 | DKNG-RM | DraftKings Inc | 0% | 0% |
| 76 | SKLZ-RM | Skillz Inc | 0% | 0% |
| 77 | LAZR-RM | Luminar Technologies Inc | 0% | 0% |
| 78 | VUZI-RM | Vuzix Corp | 0% | 0% |
| 79 | LYFT-RM | Lyft Inc | 0% | 0% |
| 80 | RIDE-RM | Lordstown Motors Corp | 0% | 0% |