23.10.2020 16:12
Risk parameters for new shares
New shares will be accepted to margin trading starting from November 2, 2020. From this date on, risk parameters will be applied according to the table below.
Please note that minimum initial margin rates for the market risk from November 2, 2020 till November 5, 2020 will be set according to the news "Risk Parameters on the Moscow Exchange from November 2, 2020 till November 5, 2020".
| № | Ticker | Name | Minimum Initial Margin for the Market Risk, % | Concentration Limit, number of securities | Ban on short-selling | Collateral | |||
|---|---|---|---|---|---|---|---|---|---|
| Level 1, S_1_min | Level 2, S_2_min | Level 3, S_3_min | Level 1 | Level 2 | |||||
| 1 | ABBV-RM | AbbVie Inc. | 15% | 24% | 34% | 7 757 | 38 787 | No | No |
| 2 | ADBE-RM | Adobe Inc. | 14% | 22% | 31% | 1 352 | 6 762 | No | No |
| 3 | BABA-RM | Alibaba Group Holding Limited (ADR) | 15% | 24% | 34% | 2 135 | 10 677 | No | No |
| 4 | AAL-RM | American Airlines Group Inc. | 100% | 100% | 100% | 49 735 | 248 677 | No | No |
| 5 | BIDU-RM | Baidu, Inc. (ADR) | 17% | 27% | 38% | 4 923 | 24 613 | No | No |
| 6 | BIIB-RM | Biogen Inc. | 17% | 27% | 38% | 2 451 | 12 257 | No | No |
| 7 | BMY-RM | Bristol-Myers Squibb Company | 14% | 22% | 31% | 10 764 | 53 820 | No | No |
| 8 | AVGO-RM | Broadcom Inc. | 16% | 25% | 36% | 1 752 | 8 758 | No | No |
| 9 | CSCO-RM | Cisco Systems, Inc. | 15% | 24% | 34% | 16 848 | 84 238 | No | No |
| 10 | EA-RM | Electronic Arts Inc. | 16% | 25% | 36% | 5 153 | 25 765 | No | No |
| 11 | FDX-RM | FedEx Corporation | 15% | 24% | 34% | 2 370 | 11 850 | No | No |
| 12 | F-RM | Ford Motor Company | 21% | 33% | 47% | 79 662 | 398 308 | No | No |
| 13 | GE-RM | General Electric Company | 16% | 25% | 36% | 84 718 | 423 589 | No | No |
| 14 | GM-RM | General Motors Company | 16% | 25% | 36% | 17 483 | 87 413 | No | No |
| 15 | HPQ-RM | HP Inc. | 18% | 28% | 40% | 33 800 | 168 998 | No | No |
| 16 | NEM-RM | Newmont Goldcorp Corporation | 17% | 27% | 38% | 10 803 | 54 016 | No | No |
| 17 | PYPL-RM | PayPal Holdings, Inc. | 16% | 25% | 36% | 3 207 | 16 035 | No | No |
| 18 | QCOM-RM | QUALCOMM Incorporated | 15% | 24% | 34% | 5 094 | 25 472 | No | No |
| 19 | TSLA-RM | Tesla, Inc. | 23% | 36% | 51% | 1 536 | 7 680 | No | No |
| 20 | WMT-RM | Walmart Inc. | 12% | 19% | 27% | 4 556 | 22 780 | No | No |