26.03.2021 11:24

Risk parameters for new shares

New shares will be accepted to margin trading starting from April 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 AMAT-RM Applied Materials, Inc. 16% 25% 36% 5 961 29 807 No No
2 BSX-RM Boston Scientific Corporation 15% 24% 34% 17 537 87 687 No No
3 COP-RM ConocoPhillips 17% 27% 38% 11 510 57 554 No No
4 FISV-RM Fiserv, Inc. 13% 21% 29% 5 488 27 444 No No
5 ILMN-RM Illumina, Inc. 19% 30% 42% 1 681 8 409 No No
6 KR-RM The Kroger Co. 15% 24% 34% 19 214 96 070 No No
7 LLY-RM Eli Lilly and Company 14% 22% 31% 3 274 16 371 No No
8 LOW-RM Lowe's Companies Inc. 15% 24% 34% 3 971 19 858 No No
9 LRCX-RM Lam Research Corporation 16% 25% 36% 1 298 6 491 No No
10 MPC-RM Marathon Petroleum Corporation 20% 32% 45% 11 797 58 989 No No
11 NOW-RM Servicenow, Inc. 18% 28% 40% 1 392 6 963 No No
12 OXY-RM Occidental Petroleum Corporation 22% 35% 49% 22 244 111 220 No No
13 RTX-RM Raytheon Technologies Corporation 15% 24% 34% 8 677 43 386 No No
14 SWN-RM Southwestern Energy Company 29% 45% 64% 154 148 770 740 No No
15 TMO-RM Thermo Fisher Scientific Inc. 13% 21% 29% 1 512 7 562 No No
16 UNP-RM Union Pacific Corporation 13% 21% 29% 3 182 15 912 No No
17 UPS-RM United Parcel Service, Inc. 13% 21% 29% 4 063 20 315 No No
18 VRTX-RM Vertex Pharmaceuticals Incorporated 28% 44% 63% 3 178 15 894 No No
  1. Stress collateral scenarios:
Ticker Name Scen_UP Scen_DOWN
1 AMAT-RM Applied Materials, Inc. 9% 7%
2 BSX-RM Boston Scientific Corporation 8% 6%
3 COP-RM ConocoPhillips 11% 9%
4 FISV-RM Fiserv, Inc. 9% 7%
5 ILMN-RM Illumina, Inc. 14% 12%
6 KR-RM The Kroger Co. 10% 8%
7 LLY-RM Eli Lilly and Company 9% 7%
8 LOW-RM Lowe's Companies Inc. 10% 8%
9 LRCX-RM Lam Research Corporation 10% 8%
10 MPC-RM Marathon Petroleum Corporation 11% 9%
11 NOW-RM Servicenow, Inc. 11% 9%
12 OXY-RM Occidental Petroleum Corporation 14% 12%
13 RTX-RM Raytheon Technologies Corporation 10% 8%
14 SWN-RM Southwestern Energy Company 7% 5%
15 TMO-RM Thermo Fisher Scientific Inc. 8% 6%
16 UNP-RM Union Pacific Corporation 9% 7%
17 UPS-RM United Parcel Service, Inc. 9% 7%
18 VRTX-RM Vertex Pharmaceuticals Incorporated 9% 7%

 

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