27.07.2021 16:31

Risk parameters for new shares

New shares will be accepted to margin trading starting from August 2, 2021. From this date on, risk parameters will be applied according to the table below.

Market risk rates and concentration limits, attributes for ban on short selling and eligible collateral:

№	Ticker	Name	Minimum Initial Margin for the Market Risk, %			Concentration Limit, number of securities		Ban on short selling	Eligible collateral
№	Ticker	Name	Level 1, S_1_min	Level 2, S_2_min	Level 3, S_3_min	Level 1	Level 2	Ban on short selling	Eligible collateral
1	EMR-RM	EMERSON ELECTRIC CO	14%	23%	32%	6 884	34 420	No	No
2	APH-RM	AMPHENOL CORP-CL A	15%	24%	34%	9 570	47 850	No	No
3	PSX-RM	PHILLIPS 66	16%	26%	36%	9 109	45 545	No	No
4	CPB-RM	CAMPBELL SOUP CO	14%	23%	32%	15 209	76 045	No	No
5	PAYX-RM	PAYCHEX INC	12%	19%	27%	6 008	30 040	No	No
6	NTAP-RM	NETAPP INC	17%	27%	39%	8 618	43 090	No	No
7	PCAR-RM	PACCAR INC	14%	23%	32%	7 789	38 945	No	No
8	FOX-RM	FOX CORP - CLASS B	18%	29%	41%	19 725	98 625	No	No
9	CME-RM	CME GROUP INC	14%	23%	32%	3 217	16 085	No	No
10	SPGI-RM	S&P GLOBAL INC	14%	23%	32%	1 638	8 190	No	No
11	LNC-RM	LINCOLN NATIONAL CORP	21%	34%	47%	11 009	55 045	No	No
12	QRVO-RM	QORVO INC	19%	31%	43%	3 526	17 630	No	No
13	SYK-RM	STRYKER CORP	13%	21%	30%	2 569	12 845	No	No
14	CPRT-RM	COPART INC	15%	24%	34%	4 638	23 190	No	No
15	CHTR-RM	CHARTER COMMUNICATIONS INC-A	15%	24%	34%	928	4 640	No	No
16	NOC-RM	NORTHROP GRUMMAN CORP	13%	21%	30%	1 890	9 450	No	No
17	TXT-RM	TEXTRON INC	18%	29%	41%	9 935	49 675	No	No
18	CHRW-RM	C.H. ROBINSON WORLDWIDE INC	14%	23%	32%	7 318	36 590	No	No
19	RL-RM	RALPH LAUREN CORP	18%	29%	41%	6 074	30 370	No	No
20	HUM-RM	HUMANA INC	15%	24%	34%	1 449	7 245	No	No
21	VIPS-RM	Vipshop Holdings Limited	25%	40%	56%	41 177	205 885	No	No
22	CLOV-RM	Clover Health Investments Corp	100%	100%	100%	82 556	412 780	No	No
23	TAL-RM	TAL Education Group	70%	80%	90%	153 854	769 270	No	No
24	AMC-RM	AMC Entertainment Holdings Inc	100%	100%	100%	16 802	84 010	No	No
25	COIN-RM	Coinbase Global Inc	100%	100%	100%	2 758	13 790	No	No
26	NIO-RM	Nio Inc Class A ADR	48%	76%	100%	15 681	78 405	No	No
27	WISH-RM	Contextlogic Inc	53%	84%	100%	73 904	369 520	No	No
28	AA-RM	Alcoa Corp	20%	32%	45%	17 376	86 880	No	No
29	LI-RM	Li Auto Inc	40%	64%	90%	22 001	110 005	No	No
30	SNAP-RM	Snap Inc	34%	54%	77%	8 870	44 350	No	No
31	HSY-RM	HERSHEY CO/THE	12%	19%	27%	3 803	19 015	No	No

Stress collateral scenarios:

№	Ticker	Name	Scen_UP	Scen_DOWN
1	EMR-RM	EMERSON ELECTRIC CO	10%	8%
2	APH-RM	AMPHENOL CORP-CL A	8%	6%
3	PSX-RM	PHILLIPS 66	11%	9%
4	CPB-RM	CAMPBELL SOUP CO	9%	7%
5	PAYX-RM	PAYCHEX INC	11%	9%
6	NTAP-RM	NETAPP INC	11%	9%
7	PCAR-RM	PACCAR INC	9%	7%
8	FOX-RM	FOX CORP - CLASS B	9%	7%
9	CME-RM	CME GROUP INC	9%	7%
10	SPGI-RM	S&P GLOBAL INC	10%	8%
11	LNC-RM	LINCOLN NATIONAL CORP	13%	11%
12	QRVO-RM	QORVO INC	11%	9%
13	SYK-RM	STRYKER CORP	11%	9%
14	CPRT-RM	COPART INC	10%	8%
15	CHTR-RM	CHARTER COMMUNICATIONS INC-A	9%	7%
16	NOC-RM	NORTHROP GRUMMAN CORP	9%	7%
17	TXT-RM	TEXTRON INC	10%	8%
18	CHRW-RM	C.H. ROBINSON WORLDWIDE INC	9%	7%
19	RL-RM	RALPH LAUREN CORP	11%	9%
20	HUM-RM	HUMANA INC	12%	10%
21	VIPS-RM	Vipshop Holdings Limited	15%	13%
22	CLOV-RM	Clover Health Investments Corp	0%	0%
23	TAL-RM	TAL Education Group	0%	0%
24	AMC-RM	AMC Entertainment Holdings Inc	0%	0%
25	COIN-RM	Coinbase Global Inc	0%	0%
26	NIO-RM	Nio Inc Class A ADR	17%	15%
27	WISH-RM	Contextlogic Inc	0%	0%
28	AA-RM	Alcoa Corp	11%	9%
29	LI-RM	Li Auto Inc	7%	5%
30	SNAP-RM	Snap Inc	12%	10%
31	HSY-RM	HERSHEY CO/THE	10%	8%

Risk parameters for new shares

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02.08.2021

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Risk parameters for new shares