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27.05.2021 17:14

Risk parameters for new shares

New shares will be accepted to margin trading starting from June 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 SCCO-RM Southern Copper Corporation 16% 26% 36% 8 855 44 275 No No
2 GS-RM GOLDMAN SACHS GROUP INC 15% 24% 34% 1 860 9 300 No No
3 BAC-RM BANK OF AMERICA CORP 18% 29% 41% 16 080 80 400 No No
4 MOS-RM Mosaic 18% 29% 41% 18 589 92 945 No No
5 CF-RM CF Industries Holdings Inc 18% 29% 41% 12 423 62 115 No No
6 VIAC-RM ViacomCBS Inc 19% 31% 43% 16 881 84 405 No No
7 MS-RM Morgan Stanley 20% 32% 45% 7 795 38 975 No No
8 ZM-RM Zoom Video Communications Inc 31% 50% 70% 2 167 10 835 No No
9 MOMO-RM Momo Inc 25% 40% 56% 47 243 236 215 No No
10 BLK-RM BLACKROCK INC 14% 23% 32% 807 4 035 No No
11 WDC-RM Western Digital 19% 31% 43% 9 260 46 300 No No
12 SQ-RM Square Inc 26% 42% 59% 3 337 16 685 No No
13 EHTH-RM eHealth Inc 38% 61% 85% 10 680 53 400 No No
14 PLTR-RM Palantir Technologies Inc 50% 80% 100% 31 918 159 590 No No
15 INCY-RM Incyte 22% 35% 50% 8 290 41 450 No No
16 SPLK-RM Splunk Inc 25% 40% 56% 5 874 29 370 No No
17 MSTR-RM MicroStrategy Incorporated 29% 46% 65% 1 391 6 955 No No
18 SPCE-RM Virgin Galactic Holdings Inc 39% 62% 88% 39 301 196 505 No No
19 GTHX-RM G1 Therapeutics Inc 70% 80% 90% 31 843 159 215 No No
20 ZYNE-RM Zynerba Pharmaceuticals Inc 100% 100% 100% 144 241 721 205 No No
  1. Stress collateral scenarios:
Ticker Name Scen_UP Scen_DOWN
1 SCCO-RM Southern Copper Corporation 9% 7%
2 GS-RM GOLDMAN SACHS GROUP INC 10% 8%
3 BAC-RM BANK OF AMERICA CORP 9% 7%
4 MOS-RM Mosaic 13% 11%
5 CF-RM CF Industries Holdings Inc 9% 7%
6 VIAC-RM ViacomCBS Inc 14% 12%
7 MS-RM Morgan Stanley 7% 5%
8 ZM-RM Zoom Video Communications Inc 22% 20%
9 MOMO-RM Momo Inc 14% 12%
10 BLK-RM BLACKROCK INC 10% 8%
11 WDC-RM Western Digital 12% 10%
12 SQ-RM Square Inc 10% 8%
13 EHTH-RM eHealth Inc 6% 4%
14 PLTR-RM Palantir Technologies Inc 2% 0%
15 INCY-RM Incyte 9% 7%
16 SPLK-RM Splunk Inc 11% 9%
17 MSTR-RM MicroStrategy Incorporated 7% 5%
18 SPCE-RM Virgin Galactic Holdings Inc 5% 3%
19 GTHX-RM G1 Therapeutics Inc 0% 0%
20 ZYNE-RM Zynerba Pharmaceuticals Inc 0% 0%
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