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.
- 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 |
- 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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