19.02.2021 15:30

Risk parameters for new shares

New shares will be accepted to margin trading starting from March 1, 2021. 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 BRKB-RM Berkshire Hathaway Cl B 12% 19% 27% 2 864 14 320 No No
2 UNH-RM Unitedhealth Group Inc 14% 23% 32% 1 967 9 835 No No
3 UAL-RM United Airlines Holdings Inc 33% 53% 74% 16 448 82 240 No No
4 HD-RM Home Depot 13% 21% 30% 2 432 12 160 No No
5 GILD-RM Gilead Sciences Inc 15% 24% 34% 10 090 50 450 No No
6 VZ-RM Verizon Communications Inc 11% 18% 25% 12 101 60 505 No No
7 BKNG-RM Booking Holdings Inc 16% 26% 36% 330 1 650 No No
8 MRK-RM Merck & Company 12% 19% 27% 8 491 42 455 No No
9 ORCL-RM Oracle Corp 14% 23% 32% 10 679 53 395 No No
10 HON-RM Honeywell International Inc 13% 21% 30% 3 359 16 795 No No
11 LMT-RM Lockheed Martin Corp 13% 21% 30% 2 027 10 135 No No
12 MMM-RM 3M Company 13% 21% 30% 3 760 18 800 No No
13 MRNA-RM Moderna 42% 67% 94% 4 171 20 855 No No
14 TTWO-RM Take-Two Interactive Software Inc 16% 26% 36% 3 269 16 345 No No
15 FCX-RM Freeport-Mcmoran Inc 23% 37% 52% 23 268 116 340 No No
16 HAL-RM Halliburton Company 28% 45% 63% 36 778 183 890 No No
17 BKR-RM Baker Hughes A Ge CO Cl A 18% 29% 41% 32 341 161 705 No No
18 GPS-RM Gap Inc 31% 50% 70% 32 614 163 070 No No
19 TM-RM TOYOTA MOTOR CORP 12% 19% 27% 4 678 23 390 No No
20 SONY-RM SONY CORP 15% 24% 34% 6 667 33 335 No No
21 NVS-RM Novartis ADR 11% 18% 25% 7 318 36 590 No No
22 PTR-RM PetroChina Co Ltd ADR 14% 23% 32% 21 543 107 715 No No
23 DD-RM Du Pont De.Nemours Inc 16% 26% 36% 8 981 44 905 No No
24 M-RM Macy's 32% 51% 72% 44 653 223 265 No No
25 CMCSA-RM Comcast Corp A 13% 21% 30% 13 098 65 490 No No
26 EBAY-RM Ebay Inc 16% 26% 36% 11 234 56 170 No No
27 CL-RM Colgate-Palmolive Company 12% 19% 27% 8 365 41 825 No No
28 TXN-RM Texas Instruments 14% 23% 32% 3 809 19 045 No No
29 AMGN-RM Amgen Inc 13% 21% 30% 2 732 13 660 No No
30 TMUS-RM T-Mobile US 18% 29% 41% 5 115 25 575 No No
31 EQIX-RM Equinix Inc 14% 23% 32% 868 4 340 No No
32 COST-RM Costco Wholesale 12% 19% 27% 1 874 9 370 No No
33 REGN-RM Regeneron Pharmaceuticals 18% 29% 41% 1 293 6 465 No No

2. Stress collateral scenarios:

Ticker Name Scen_UP Scen_DOWN
1 BRKB-RM Berkshire Hathaway Cl B 9% 7%
2 UNH-RM Unitedhealth Group Inc 9% 7%
3 UAL-RM United Airlines Holdings Inc 4% 2%
4 HD-RM Home Depot 10% 8%
5 GILD-RM Gilead Sciences Inc 10% 8%
6 VZ-RM Verizon Communications Inc 8% 6%
7 BKNG-RM Booking Holdings Inc 10% 8%
8 MRK-RM Merck & Company 9% 7%
9 ORCL-RM Oracle Corp 9% 7%
10 HON-RM Honeywell International Inc 10% 8%
11 LMT-RM Lockheed Martin Corp 10% 8%
12 MMM-RM 3M Company 9% 7%
13 MRNA-RM Moderna 7% 5%
14 TTWO-RM Take-Two Interactive Software Inc 10% 8%
15 FCX-RM Freeport-Mcmoran Inc 11% 9%
16 HAL-RM Halliburton Company 5% 3%
17 BKR-RM Baker Hughes A Ge CO Cl A 12% 10%
18 GPS-RM Gap Inc 4% 2%
19 TM-RM TOYOTA MOTOR CORP 8% 6%
20 SONY-RM SONY CORP 10% 8%
21 NVS-RM Novartis ADR 9% 7%
22 PTR-RM PetroChina Co Ltd ADR 9% 7%
23 DD-RM Du Pont De.Nemours Inc 9% 7%
24 M-RM Macy's 3% 1%
25 CMCSA-RM Comcast Corp A 8% 6%
26 EBAY-RM Ebay Inc 9% 7%
27 CL-RM Colgate-Palmolive Company 8% 6%
28 TXN-RM Texas Instruments 8% 6%
29 AMGN-RM Amgen Inc 9% 7%
30 TMUS-RM T-Mobile US 13% 11%
31 EQIX-RM Equinix Inc 9% 7%
32 COST-RM Costco Wholesale 9% 7%
33 REGN-RM Regeneron Pharmaceuticals 11% 9%


 

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