25.01.2022 14:41
Risk parameters for new shares
New shares will be accepted to margin trading starting from February 1, 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 | ARMK-RM | Aramark | 20% | 32% | 45% | 17872 | 89360 | No | No |
| 2 | BLMN-RM | Bloomin' Brands Inc | 23% | 36% | 51% | 30969 | 154844 | No | No |
| 3 | HRB-RM | H&R Block Inc | 25% | 39% | 55% | 29582 | 147908 | No | No |
| 4 | NAVI-RM | Navient Corp | 35% | 50% | 75% | 29825 | 149123 | No | No |
| 5 | OI-RM | O-I Glass Inc | 43% | 68% | 95% | 45781 | 228905 | No | No |
| 6 | SFIX-RM | Stitch Fix Inc | 39% | 61% | 86% | 39383 | 196913 | No | No |
| 7 | APP-RM | APPLOVIN CORP | 70% | 80% | 95% | 8275 | 41372 | No | No |
| 8 | ZIP-RM | ZIPRECRUITER, INC. | 70% | 80% | 95% | 27504 | 137517 | No | No |
| 9 | RVLV-RM | REVOLVE GROUP, INC. | 29% | 45% | 64% | 14039 | 70191 | No | No |
| 10 | BILL-RM | Bill.com Holdings Inc | 36% | 57% | 80% | 3610 | 18048 | No | No |
| 11 | CARG-RM | CARGURUS, INC. | 21% | 33% | 47% | 20469 | 102341 | No | No |
| 12 | WSC-RM | WillScot Mobile Mini Holdings | 21% | 32% | 46% | 17030 | 85147 | No | No |
| 13 | DT-RM | Dynatrace Inc | 24% | 37% | 52% | 12453 | 62263 | No | No |
| 14 | TWOU-RM | 2U Inc | 25% | 40% | 56% | 39791 | 198951 | No | No |
| 15 | YETI-RM | YETI HOLDINGS, INC. | 23% | 36% | 51% | 9237 | 46182 | No | No |
| 16 | TMHC-RM | TAYLOR MORRISON HOME CORP | 23% | 36% | 51% | 19938 | 99688 | No | No |
| 17 | WSM-RM | WILLIAMS SONOMA INC | 20% | 31% | 44% | 4447 | 22231 | No | No |
| 18 | CROX-RM | Crocs Inc | 26% | 40% | 57% | 5336 | 26676 | No | No |
| 19 | TPH-RM | TRI POINTE GROUP, INC. | 20% | 31% | 44% | 24981 | 124905 | No | No |
| 20 | IIVI-RM | II-VI Inc | 23% | 35% | 50% | 9202 | 46007 | No | No |
| 21 | CHX-RM | ChampionX Corp | 35% | 50% | 75% | 26608 | 133039 | No | No |
| 22 | SSNC-RM | SS&C TECHNOLOGIES HOLDINGS INC | 16% | 25% | 36% | 7829 | 39143 | No | No |
| 23 | WDAY-RM | Workday Inc | 19% | 30% | 42% | 2571 | 12854 | No | No |
| 24 | FLO-RM | FLOWERS FOODS INC | 15% | 24% | 34% | 22489 | 112445 | No | No |
| 25 | FL-RM | Foot Locker Inc | 20% | 31% | 44% | 15071 | 75352 | No | No |
| 26 | CC-RM | CHEMOURS CO | 28% | 44% | 62% | 18080 | 90398 | No | No |
| 27 | DAR-RM | Darling Ingredients Inc | 19% | 30% | 43% | 9951 | 49753 | No | No |
| 28 | TDS-RM | TELEPHONE & DATA SYSTEMS INC /DE/ | 19% | 29% | 41% | 31705 | 158524 | No | No |
| 29 | MDRX-RM | Allscripts Healthcare Solution | 22% | 34% | 48% | 36564 | 182817 | No | No |
| 30 | GNTX-RM | Gentex Corp | 15% | 24% | 33% | 18349 | 91742 | No | No |
| 31 | OGE-RM | OGE Energy Corp | 15% | 23% | 32% | 17204 | 86020 | No | No |
| 32 | TDC-RM | Teradata Corp | 39% | 62% | 87% | 14926 | 74630 | No | No |
| 33 | ANF-RM | Abercrombie & Fitch Co | 26% | 41% | 57% | 19150 | 95746 | No | No |
| 34 | SJI-RM | South Jersey Industries Inc | 16% | 25% | 35% | 25116 | 125577 | No | No |
| 35 | VIRT-RM | Virtu Financial Inc | 19% | 29% | 41% | 22489 | 112445 | No | No |
| 36 | KNX-RM | Knight-Swift Transportation Ho | 17% | 27% | 38% | 11512 | 57559 | No | No |
| 37 | TGNA-RM | TEGNA Inc | 18% | 28% | 39% | 33682 | 168406 | No | No |
| 38 | XPO-RM | XPO LOGISTICS, INC. | 23% | 35% | 50% | 9285 | 46425 | No | No |
| 39 | NCR-RM | NCR CORP | 30% | 47% | 67% | 15293 | 76463 | No | No |
| 40 | SHLS-RM | Shoals Technologies Group Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 41 | W-RM | Wayfair Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 42 | COUR-RM | Coursera Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 43 | WW-RM | WW International Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 44 | PLAY-RM | Dave & Buster's Entertainment | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 45 | XM-RM | Qualtrics International Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 46 | GDDY-RM | GODADDY INC. | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 47 | PLNT-RM | PLANET FITNESS, INC. | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 48 | FNF-RM | Fidelity National Financial Inc | 16% | 26% | 36% | 11702 | 58507 | No | No |
| 49 | URBN-RM | Urban Outfitters Inc | 21% | 33% | 46% | 23224 | 116120 | No | No |
| 50 | LSCC-RM | Lattice Semiconductor Corp | 22% | 34% | 48% | 10193 | 50963 | No | No |
| 51 | NYT-RM | New York Times Co/The | 17% | 26% | 37% | 15190 | 75947 | No | No |
| 52 | OKTA-RM | Okta Inc | 20% | 31% | 44% | 3199 | 15992 | No | No |
| 53 | TWNK-RM | Hostess Brands Inc | 14% | 23% | 32% | 32237 | 161182 | No | No |
| 54 | SKX-RM | Skechers USA Inc | 24% | 37% | 52% | 14984 | 74920 | No | No |
| 55 | LULU-RM | LULULEMON ATHLETICA INC. | 21% | 32% | 45% | 1988 | 9937 | No | No |
| 56 | TTCF-RM | Tattooed Chef Inc | 33% | 50% | 73% | 47067 | 235332 | No | No |
| 57 | SI-RM | Silvergate Capital Corp | 37% | 58% | 82% | 4733 | 23661 | No | No |
| 58 | BJ-RM | BJ's Wholesale Club Holdings I | 30% | 46% | 65% | 10748 | 53736 | No | No |
| 59 | BGS-RM | B&G FOODS, INC. | 39% | 61% | 87% | 19475 | 97372 | No | No |
| 60 | PFGC-RM | Performance Food Group Co | 55% | 80% | 95% | 13600 | 68000 | No | No |
| 61 | SLDB-RM | SOLID BIOSCIENCES INC. | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 62 | VMEO-RM | Vimeo Inc | 70% | 80% | 95% | 44504 | 222516 | No | No |
| 63 | ZS-RM | Zscaler Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 64 | CARA-RM | Cara Therapeutics Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 65 | FGEN-RM | FibroGen Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 66 | CVNA-RM | Carvana Co | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 67 | EXAS-RM | Exact Sciences Corp | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 68 | EGHT-RM | 8X8 INC /DE/ | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 69 | EDIT-RM | Editas Medicine Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 70 | NTLA-RM | Intellia Therapeutics Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 71 | UPWK-RM | Upwork Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 72 | PD-RM | PagerDuty Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 73 | SMAR-RM | SMARTSHEET INC | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 74 | ANGI-RM | Angi Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 75 | CHGG-RM | Chegg Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 76 | IONS-RM | Ionis Pharmaceuticals Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 77 | PRTS-RM | CARPARTS.COM, INC. | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 78 | COUP-RM | Coupa Software Inc | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 79 | FIVN-RM | FIVE9, INC. | 100% | 100% | 100% | 2000 | 2001 | No | No |
| 80 | YEXT-RM | YEXT, INC. | 100% | 100% | 100% | 2000 | 2001 | No | No |
- Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
|---|---|---|---|---|
| 1 | ARMK-RM | Aramark | 14% | 12% |
| 2 | BLMN-RM | Bloomin' Brands Inc | 15% | 13% |
| 3 | HRB-RM | H&R Block Inc | 4% | 2% |
| 4 | NAVI-RM | Navient Corp | 0% | 0% |
| 5 | OI-RM | O-I Glass Inc | 0% | 0% |
| 6 | SFIX-RM | Stitch Fix Inc | 10% | 8% |
| 7 | APP-RM | APPLOVIN CORP | 0% | 0% |
| 8 | ZIP-RM | ZIPRECRUITER, INC. | 0% | 0% |
| 9 | RVLV-RM | REVOLVE GROUP, INC. | 12% | 10% |
| 10 | BILL-RM | Bill.com Holdings Inc | 9% | 7% |
| 11 | CARG-RM | CARGURUS, INC. | 12% | 10% |
| 12 | WSC-RM | WillScot Mobile Mini Holdings | 13% | 11% |
| 13 | DT-RM | Dynatrace Inc | 15% | 13% |
| 14 | TWOU-RM | 2U Inc | 16% | 14% |
| 15 | YETI-RM | YETI HOLDINGS, INC. | 12% | 10% |
| 16 | TMHC-RM | TAYLOR MORRISON HOME CORP | 15% | 13% |
| 17 | WSM-RM | WILLIAMS SONOMA INC | 11% | 9% |
| 18 | CROX-RM | Crocs Inc | 14% | 12% |
| 19 | TPH-RM | TRI POINTE GROUP, INC. | 13% | 11% |
| 20 | IIVI-RM | II-VI Inc | 10% | 8% |
| 21 | CHX-RM | ChampionX Corp | 22% | 20% |
| 22 | SSNC-RM | SS&C TECHNOLOGIES HOLDINGS INC | 11% | 9% |
| 23 | WDAY-RM | Workday Inc | 9% | 7% |
| 24 | FLO-RM | FLOWERS FOODS INC | 11% | 9% |
| 25 | FL-RM | Foot Locker Inc | 13% | 11% |
| 26 | CC-RM | CHEMOURS CO | 12% | 10% |
| 27 | DAR-RM | Darling Ingredients Inc | 10% | 8% |
| 28 | TDS-RM | TELEPHONE & DATA SYSTEMS INC /DE/ | 10% | 8% |
| 29 | MDRX-RM | Allscripts Healthcare Solution | 10% | 8% |
| 30 | GNTX-RM | Gentex Corp | 10% | 8% |
| 31 | OGE-RM | OGE Energy Corp | 10% | 8% |
| 32 | TDC-RM | Teradata Corp | 0% | 0% |
| 33 | ANF-RM | Abercrombie & Fitch Co | 12% | 10% |
| 34 | SJI-RM | South Jersey Industries Inc | 12% | 10% |
| 35 | VIRT-RM | Virtu Financial Inc | 13% | 11% |
| 36 | KNX-RM | Knight-Swift Transportation Ho | 12% | 10% |
| 37 | TGNA-RM | TEGNA Inc | 12% | 10% |
| 38 | XPO-RM | XPO LOGISTICS, INC. | 12% | 10% |
| 39 | NCR-RM | NCR CORP | 2% | 0% |
| 40 | SHLS-RM | Shoals Technologies Group Inc | 0% | 0% |
| 41 | W-RM | Wayfair Inc | 0% | 0% |
| 42 | COUR-RM | Coursera Inc | 0% | 0% |
| 43 | WW-RM | WW International Inc | 0% | 0% |
| 44 | PLAY-RM | Dave & Buster's Entertainment | 0% | 0% |
| 45 | XM-RM | Qualtrics International Inc | 0% | 0% |
| 46 | GDDY-RM | GODADDY INC. | 0% | 0% |
| 47 | PLNT-RM | PLANET FITNESS, INC. | 0% | 0% |
| 48 | FNF-RM | Fidelity National Financial Inc | 11% | 9% |
| 49 | URBN-RM | Urban Outfitters Inc | 11% | 9% |
| 50 | LSCC-RM | Lattice Semiconductor Corp | 11% | 9% |
| 51 | NYT-RM | New York Times Co/The | 10% | 8% |
| 52 | OKTA-RM | Okta Inc | 11% | 9% |
| 53 | TWNK-RM | Hostess Brands Inc | 11% | 9% |
| 54 | SKX-RM | Skechers USA Inc | 13% | 11% |
| 55 | LULU-RM | LULULEMON ATHLETICA INC. | 11% | 9% |
| 56 | TTCF-RM | Tattooed Chef Inc | 6% | 4% |
| 57 | SI-RM | Silvergate Capital Corp | 13% | 11% |
| 58 | BJ-RM | BJ's Wholesale Club Holdings I | 7% | 5% |
| 59 | BGS-RM | B&G FOODS, INC. | 0% | 0% |
| 60 | PFGC-RM | Performance Food Group Co | 0% | 0% |
| 61 | SLDB-RM | SOLID BIOSCIENCES INC. | 0% | 0% |
| 62 | VMEO-RM | Vimeo Inc | 0% | 0% |
| 63 | ZS-RM | Zscaler Inc | 0% | 0% |
| 64 | CARA-RM | Cara Therapeutics Inc | 0% | 0% |
| 65 | FGEN-RM | FibroGen Inc | 0% | 0% |
| 66 | CVNA-RM | Carvana Co | 0% | 0% |
| 67 | EXAS-RM | Exact Sciences Corp | 0% | 0% |
| 68 | EGHT-RM | 8X8 INC /DE/ | 0% | 0% |
| 69 | EDIT-RM | Editas Medicine Inc | 0% | 0% |
| 70 | NTLA-RM | Intellia Therapeutics Inc | 0% | 0% |
| 71 | UPWK-RM | Upwork Inc | 0% | 0% |
| 72 | PD-RM | PagerDuty Inc | 0% | 0% |
| 73 | SMAR-RM | SMARTSHEET INC | 0% | 0% |
| 74 | ANGI-RM | Angi Inc | 0% | 0% |
| 75 | CHGG-RM | Chegg Inc | 0% | 0% |
| 76 | IONS-RM | Ionis Pharmaceuticals Inc | 0% | 0% |
| 77 | PRTS-RM | CARPARTS.COM, INC. | 0% | 0% |
| 78 | COUP-RM | Coupa Software Inc | 0% | 0% |
| 79 | FIVN-RM | FIVE9, INC. | 0% | 0% |
| 80 | YEXT-RM | YEXT, INC. | 0% | 0% |