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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%
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