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.
- 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 |
- 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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