29.04.2021 16:16

Risk parameters for new shares

New shares will be accepted to margin trading starting from May 4, 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 ANTM-RM Anthem Inc. 15% 24% 34% 1 769 8 843 No No
2 APA-RM APA Corporation 33% 52% 74% 35 712 178 556 No No
3 CVS-RM CVS Health Corporation 14% 22% 31% 8 790 43 946 No No
4 CI-RM Cigna Corporation 15% 24% 34% 2 652 13 259 No No
5 DXCM-RM DexCom, Inc. 22% 35% 49% 1 600 7 999 No No
6 DG-RM Dollar General Corporation 14% 22% 31% 3 152 15 760 No No
7 ECL-RM Ecolab Inc. 13% 21% 29% 2 926 14 627 No No
8 GT-RM Goodyear Tire & Rubber Company 26% 41% 58% 37 008 185 039 No No
9 HPE-RM Hewlett Packard Enterprise 17% 27% 38% 40 971 204 855 No No
10 INTU-RM Intuit Inc. 14% 22% 31% 1 604 8 018 No No
11 ISRG-RM Intuitive Surgical, Inc. 16% 25% 36% 770 3 848 No No
12 LUMN-RM Lumen Technologies, Inc. 23% 36% 51% 51 140 255 696 No No
13 MNST-RM Monster Beverage Corporation 16% 25% 36% 6 892 34 460 No No
14 NLOK-RM NortonLifeLock Inc. 21% 33% 47% 29 502 147 508 No No
15 SAP-RM SAP SE 13% 21% 29% 4 665 23 324 No No
16 LUV-RM Southwest Airlines Co. 21% 33% 47% 10 784 53 919 No No
17 TJX-RM The TJX Companies, Inc. 14% 22% 31% 9 618 48 086 No No
18 TSN-RM Tyson Foods, Inc. 15% 24% 34% 8 536 42 679 No No
19 VNT-RM Vontier Corporation 22% 35% 49% 21 317 106 581 No No

 

  1. Stress collateral scenarios:
Ticker Name Scen_UP Scen_DOWN
1 ANTM-RM Anthem Inc. 10% 8%
2 APA-RM APA Corporation 8% 6%
3 CVS-RM CVS Health Corporation 8% 6%
4 CI-RM Cigna Corporation 10% 8%
5 DXCM-RM DexCom, Inc. 13% 11%
6 DG-RM Dollar General Corporation 9% 7%
7 ECL-RM Ecolab Inc. 10% 8%
8 GT-RM Goodyear Tire & Rubber Company 5% 3%
9 HPE-RM Hewlett Packard Enterprise 10% 8%
10 INTU-RM Intuit Inc. 9% 7%
11 ISRG-RM Intuitive Surgical, Inc. 10% 8%
12 LUMN-RM Lumen Technologies, Inc. 6% 4%
13 MNST-RM Monster Beverage Corporation 12% 10%
14 NLOK-RM NortonLifeLock Inc. 9% 7%
15 SAP-RM SAP SE 10% 8%
16 LUV-RM Southwest Airlines Co. 5% 3%
17 TJX-RM The TJX Companies, Inc. 10% 8%
18 TSN-RM Tyson Foods, Inc. 10% 8%
19 VNT-RM Vontier Corporation 8% 6%
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