24.11.2020 13:14
Risk parameters for new shares
New shares will be accepted to margin trading starting from December 1, 2020. From this date on, risk parameters will be applied according to the table below.
1. Market risk rates and concentration limits:
| № | 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 | ABT-RM | Abbott Laboratories | 12% | 19% | 27% | 5 768 | 28 840 | No | No |
| 2 | CAT-RM | Caterpillar Inc. | 14% | 22% | 31% | 3 828 | 19 140 | No | No |
| 3 | CRM-RM | salesforce.com, inc. | 16% | 26% | 37% | 2 552 | 12 760 | No | No |
| 4 | CVX-RM | Chevron Corporation | 14% | 21% | 30% | 7 601 | 38 005 | No | No |
| 5 | IBM-RM | INTERNATIONAL BUSINESS MACHINES CORPORATION | 13% | 20% | 29% | 5 587 | 27 935 | No | No |
| 6 | JNJ-RM | Johnson & Johnson | 11% | 17% | 24% | 4 391 | 21 955 | No | No |
| 7 | KHC-RM | The Kraft Heinz Company | 16% | 25% | 36% | 20 904 | 104 520 | No | No |
| 8 | KO-RM | THE COCA-COLA COMPANY | 11% | 18% | 25% | 12 331 | 61 655 | No | No |
| 9 | NEE-RM | NextEra Energy, Inc. | 11% | 18% | 25% | 8 489 | 42 445 | No | No |
| 10 | NKE-RM | NIKE, Inc. class B | 14% | 22% | 32% | 5 031 | 25 155 | No | No |
| 11 | PG-RM | The Procter & Gamble Company | 11% | 17% | 24% | 4 591 | 22 955 | No | No |
| 12 | SBUX-RM | Starbucks Corporation | 14% | 22% | 31% | 6 723 | 33 615 | No | No |
| 13 | TGT-RM | Target Corporation | 14% | 21% | 30% | 4 028 | 20 140 | No | No |
| 14 | UBER-RM | Uber Technologies, Inc. | 70% | 80% | 90% | 13 243 | 66 215 | No | No |
| 15 | VTRS-RM | Viatris Inc. | 21% | 33% | 47% | 39 043 | 195 215 | No | No |
2. Stress collateral scenarios:
| № | Ticker | Name | Scen_UP | Scen_DOWN |
| 1 | ABT-RM | Abbott Laboratories | 9% | 7% |
| 2 | CAT-RM | Caterpillar Inc. | 9% | 7% |
| 3 | CRM-RM | salesforce.com, inc. | 11% | 9% |
| 4 | CVX-RM | Chevron Corporation | 11% | 9% |
| 5 | IBM-RM | INTERNATIONAL BUSINESS MACHINES CORPORATION | 9% | 7% |
| 6 | JNJ-RM | Johnson & Johnson | 9% | 7% |
| 7 | KHC-RM | The Kraft Heinz Company | 11% | 9% |
| 8 | KO-RM | THE COCA-COLA COMPANY | 9% | 7% |
| 9 | NEE-RM | NextEra Energy, Inc. | 10% | 8% |
| 10 | NKE-RM | NIKE, Inc. class B | 10% | 8% |
| 11 | PG-RM | The Procter & Gamble Company | 9% | 7% |
| 12 | SBUX-RM | Starbucks Corporation | 10% | 8% |
| 13 | TGT-RM | Target Corporation | 11% | 9% |
| 14 | UBER-RM | Uber Technologies, Inc. | 0% | 0% |
| 15 | VTRS-RM | Viatris Inc. | 7.5% | 5.5% |