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.

  1. 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
Level 1, S_1_min Level 2, S_2_min Level 3, S_3_min Level 1 Level 2
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
  1. 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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