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24.12.2021 11:31

Risk parameters for new shares

New shares will be accepted to margin trading starting from January 3, 2022. 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, 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 MTCH-RM Match Group Inc 18% 28% 40% 5437 27182 No No
2 MAT-RM Mattel Inc 20% 32% 45% 32532 162657 No No
3 MGY-RM Magnolia Oil & Gas Corp 24% 38% 54% 35240 176197 No No
4 OVV-RM Ovintiv Inc 25% 39% 55% 21021 105102 No No
5 FLR-RM Fluor Corp 25% 40% 56% 27619 138095 No No
6 MUR-RM Murphy Oil Corp 37% 58% 82% 25333 126661 No No
7 PBI-RM Pitney Bowes Inc 53% 80% 95% 104353 521761 No No
8 DDOG-RM Datadog Inc 26% 41% 58% 3936 19679 No No
9 DOCS-RM Doximity Inc 70% 80% 95% 12082 60409 No No
10 ZI-RM ZoomInfo Technologies Inc 23% 36% 50% 10476 52380 No No
11 TPX-RM Tempur Sealy International Inc 25% 39% 55% 14264 71316 No No
12 CHNG-RM Change Healthcare Inc 32% 50% 71% 31930 159647 No No
13 SONO-RM Sonos Inc 25% 39% 55% 22511 112554 No No
14 STLD-RM Steel Dynamics Inc 18% 28% 40% 11443 57215 No No
15 ROKU-RM Roku Inc 31% 49% 69% 3301 16502 No No
16 CLR-RM Continental Resources Inc/OK 27% 42% 59% 15502 77508 No No
17 HFC-RM HollyFrontier Corp 19% 30% 42% 21080 105398 No No
18 BLDR-RM Builders FirstSource Inc 24% 38% 53% 8601 43003 No No
19 ALLY-RM Ally Financial Inc 20% 32% 45% 14070 70347 No No
20 ARCC-RM Ares Capital Corp 20% 32% 45% 33772 168859 No No
21 XRX-RM Xerox Holdings Corp 20% 31% 43% 32516 162578 No No
22 HOG-RM Harley-Davidson Inc 21% 33% 46% 17746 88726 No No
23 YUMC-RM Yum China Holdings Inc 16% 26% 36% 14079 70391 No No
24 LPX-RM Louisiana-Pacific Corp 19% 30% 42% 8885 44422 No No
25 CSGP-RM CoStar Group Inc 16% 25% 35% 8622 43107 No No
26 JEF-RM Jefferies Financial Group Inc 16% 25% 35% 17451 87254 No No
27 BX-RM Blackstone Inc 17% 26% 37% 5264 26319 No No
28 DELL-RM Dell Technologies Inc 19% 30% 42% 12011 60053 No No
29 AVTR-RM Avantor Inc 22% 35% 50% 16933 84664 No No
30 DKS-RM Dick's Sporting Goods Inc 22% 34% 48% 6344 31716 No No
31 KKR-RM KKR & Co Inc 16% 25% 35% 9103 45515 No No
32 SFM-RM Sprouts Farmers Market Inc 18% 29% 41% 23996 119978 No No
33 MTG-RM MGIC Investment Corp 28% 44% 63% 47635 238172 No No
34 DASH-RM DoorDash Inc 28% 44% 63% 4308 21540 No No
35 QRTEA-RM Qurate Retail Inc 29% 46% 64% 87526 437628 No No
36 SWBI-RM Smith & Wesson Brands Inc 35% 50% 75% 37125 185624 No No
37 ELAN-RM Elanco Animal Health Inc 20% 32% 45% 23650 118249 No No
38 ASO-RM Academy Sports & Outdoors Inc 18% 28% 39% 15804 79018 No No
39 CHWY-RM Chewy Inc 100% 100% 100% 2000 2001 No No
40 JWN-RM Nordstrom Inc 100% 100% 100% 2000 2001 No No
41 SAVA-RM Cassava Sciences Inc 100% 100% 100% 2000 2001 No No
42 RRC-RM Range Resources Corp 100% 100% 100% 2000 2001 No No
43 S-RM SentinelOne Inc 100% 100% 100% 2000 2001 No No
44 MQ-RM Marqeta Inc 100% 100% 100% 2000 2001 No No
45 INSG-RM Inseego Corp 100% 100% 100% 2000 2001 No No
46 APPH-RM AppHarvest Inc 100% 100% 100% 2000 2001 No No
47 NTNX-RM Nutanix Inc 100% 100% 100% 2000 2001 No No
48 ATUS-RM Altice USA Inc 24% 37% 52% 44812 224059 No No
49 USFD-RM US Foods Holding Corp 40% 63% 89% 20647 103232 No No
50 EXEL-RM Exelixis Inc 26% 40% 57% 37686 188430 No No
51 Z-RM Zillow Group Inc 33% 50% 72% 10979 54891 No No
52 TWLO-RM Twilio Inc 32% 50% 70% 2572 12859 No No
53 AEO-RM American Eagle Outfitters Inc 36% 56% 79% 28198 140987 No No
54 SWCH-RM Switch Inc 30% 47% 67% 25087 125433 No No
55 BLNK-RM Blink Charging Co 100% 100% 100% 2000 2001 No No
56 CCXI-RM ChemoCentryx Inc 100% 100% 100% 2000 2001 No No
57 APPS-RM Digital Turbine Inc 81% 100% 100% 12520 62600 No No
58 HYLN-RM Hyliion Holdings Corp 100% 100% 100% 2000 2001 No No
59 ETRN-RM Equitrans Midstream Corp 100% 100% 100% 2000 2001 No No
60 CRWD-RM Crowdstrike Holdings Inc 100% 100% 100% 2000 2001 No No
61 SPR-RM Spirit AeroSystems Holdings In 100% 100% 100% 2000 2001 No No
62 CLSK-RM Cleanspark Inc 100% 100% 100% 2000 2001 No No
63 NET-RM Cloudflare Inc 100% 100% 100% 2000 2001 No No
64 IOVA-RM Iovance Biotherapeutics Inc 100% 100% 100% 2000 2001 No No
65 FOLD-RM Amicus Therapeutics Inc 100% 100% 100% 2000 2001 No No
66 KOPN-RM Kopin Corp 100% 100% 100% 2000 2001 No No
67 SAVE-RM Spirit Airlines Inc 100% 100% 100% 2000 2001 No No
68 PLAN-RM Anaplan Inc 100% 100% 100% 2000 2001 No No
69 VLDR-RM Velodyne Lidar Inc 100% 100% 100% 2000 2001 No No
70 NVTA-RM Invitae Corp 100% 100% 100% 2000 2001 No No
71 CNX-RM CNX Resources Corp 100% 100% 100% 2000 2001 No No
72 TSP-RM TuSimple Holdings Inc 100% 100% 100% 2000 2001 No No
73 PATH-RM UiPath Inc 100% 100% 100% 2000 2001 No No
74 U-RM Unity Software Inc 100% 100% 100% 2000 2001 No No
75 VG-RM Vonage Holdings Corp 100% 100% 100% 2000 2001 No No
76 DOCU-RM DocuSign Inc 100% 100% 100% 2000 2001 No No
77 PSTG-RM Pure Storage Inc 100% 100% 100% 2000 2001 No No
78 TRIP-RM TripAdvisor Inc 100% 100% 100% 2000 2001 No No
79 GDRX-RM GoodRx Holdings Inc 100% 100% 100% 2000 2001 No No
80 BOX-RM Box Inc 100% 100% 100% 2000 2001 No No
  1. Stress collateral scenarios:
№ Ticker Name Scen_UP Scen_DOWN
1 MTCH-RM Match Group Inc 9% 7%
2 MAT-RM Mattel Inc 12% 10%
3 MGY-RM Magnolia Oil & Gas Corp 12% 10%
4 OVV-RM Ovintiv Inc 16% 14%
5 FLR-RM Fluor Corp 15% 13%
6 MUR-RM Murphy Oil Corp 2% 0%
7 PBI-RM Pitney Bowes Inc 0% 0%
8 DDOG-RM Datadog Inc 14% 12%
9 DOCS-RM Doximity Inc 0% 0%
10 ZI-RM ZoomInfo Technologies Inc 15% 13%
11 TPX-RM Tempur Sealy International Inc 16% 14%
12 CHNG-RM Change Healthcare Inc 7% 5%
13 SONO-RM Sonos Inc 14% 12%
14 STLD-RM Steel Dynamics Inc 10% 8%
15 ROKU-RM Roku Inc 20% 18%
16 CLR-RM Continental Resources Inc/OK 13% 11%
17 HFC-RM HollyFrontier Corp 11% 9%
18 BLDR-RM Builders FirstSource Inc 16% 14%
19 ALLY-RM Ally Financial Inc 12% 10%
20 ARCC-RM Ares Capital Corp 9% 7%
21 XRX-RM Xerox Holdings Corp 10% 8%
22 HOG-RM Harley-Davidson Inc 12% 10%
23 YUMC-RM Yum China Holdings Inc 10% 8%
24 LPX-RM Louisiana-Pacific Corp 11% 9%
25 CSGP-RM CoStar Group Inc 10% 8%
26 JEF-RM Jefferies Financial Group Inc 10% 8%
27 BX-RM Blackstone Inc 10% 8%
28 DELL-RM Dell Technologies Inc 10% 8%
29 AVTR-RM Avantor Inc 11% 9%
30 DKS-RM Dick's Sporting Goods Inc 13% 11%
31 KKR-RM KKR & Co Inc 10% 8%
32 SFM-RM Sprouts Farmers Market Inc 11% 9%
33 MTG-RM MGIC Investment Corp 16% 14%
34 DASH-RM DoorDash Inc 9% 7%
35 QRTEA-RM Qurate Retail Inc 6% 4%
36 SWBI-RM Smith & Wesson Brands Inc 5% 3%
37 ELAN-RM Elanco Animal Health Inc 13% 11%
38 ASO-RM Academy Sports & Outdoors Inc 8% 6%
39 CHWY-RM Chewy Inc 0% 0%
40 JWN-RM Nordstrom Inc 0% 0%
41 SAVA-RM Cassava Sciences Inc 0% 0%
42 RRC-RM Range Resources Corp 0% 0%
43 S-RM SentinelOne Inc 0% 0%
44 MQ-RM Marqeta Inc 0% 0%
45 INSG-RM Inseego Corp 0% 0%
46 APPH-RM AppHarvest Inc 0% 0%
47 NTNX-RM Nutanix Inc 0% 0%
48 ATUS-RM Altice USA Inc 6% 4%
49 USFD-RM US Foods Holding Corp 1% 0%
50 EXEL-RM Exelixis Inc 17% 15%
51 Z-RM Zillow Group Inc 6% 4%
52 TWLO-RM Twilio Inc 11% 9%
53 AEO-RM American Eagle Outfitters Inc 0% 0%
54 SWCH-RM Switch Inc 6% 4%
55 BLNK-RM Blink Charging Co 0% 0%
56 CCXI-RM ChemoCentryx Inc 0% 0%
57 APPS-RM Digital Turbine Inc 0% 0%
58 HYLN-RM Hyliion Holdings Corp 0% 0%
59 ETRN-RM Equitrans Midstream Corp 0% 0%
60 CRWD-RM Crowdstrike Holdings Inc 0% 0%
61 SPR-RM Spirit AeroSystems Holdings In 0% 0%
62 CLSK-RM Cleanspark Inc 0% 0%
63 NET-RM Cloudflare Inc 0% 0%
64 IOVA-RM Iovance Biotherapeutics Inc 0% 0%
65 FOLD-RM Amicus Therapeutics Inc 0% 0%
66 KOPN-RM Kopin Corp 0% 0%
67 SAVE-RM Spirit Airlines Inc 0% 0%
68 PLAN-RM Anaplan Inc 0% 0%
69 VLDR-RM Velodyne Lidar Inc 0% 0%
70 NVTA-RM Invitae Corp 0% 0%
71 CNX-RM CNX Resources Corp 0% 0%
72 TSP-RM TuSimple Holdings Inc 0% 0%
73 PATH-RM UiPath Inc 0% 0%
74 U-RM Unity Software Inc 0% 0%
75 VG-RM Vonage Holdings Corp 0% 0%
76 DOCU-RM DocuSign Inc 0% 0%
77 PSTG-RM Pure Storage Inc 0% 0%
78 TRIP-RM TripAdvisor Inc 0% 0%
79 GDRX-RM GoodRx Holdings Inc 0% 0%
80 BOX-RM Box Inc 0% 0%
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03.01.2022