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23.11.2021 16:54

Risk parameters for new shares

New shares will be accepted to margin trading starting from December 1, 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 Market risk rates, % Concentration limits, units 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 MSI-RM Motorola Solutions Inc 14% 23% 33% 2730 13649 No No
2 AZO-RM AutoZone Inc 14% 24% 34% 364 1819 No No
3 VRSN-RM VeriSign Inc 15% 24% 35% 2908 14539 No No
4 DPZ-RM Domino's Pizza Inc 16% 26% 37% 1337 6686 No No
5 MRVL-RM Marvell Technology Inc 18% 30% 43% 9341 46705 No No
6 WAT-RM Waters Corp 29% 47% 66% 1923 9617 No No
7 TDG-RM TransDigm Group Inc 30% 48% 68% 1067 5337 No No
8 PCG-RM PG&E Corp 67% 79% 94% 55985 279926 No No
9 KD-RM Kyndryl Holdings, Inc. 70% 80% 95% 33 094 165 472 No No
10 CPNG-RM Coupang Inc 70% 80% 95% 25823 129115 No No
11 DBX-RM Dropbox Inc 21% 33% 48% 25431 127154 No No
12 MHK-RM Mohawk Industries Inc 19% 31% 44% 3871 19354 No No
13 QS-RM QuantumScape Corp 90% 100% 100% 17686 88428 No No
14 ON-RM ON Semiconductor Corp 20% 33% 47% 11713 58565 No No
15 MPWR-RM Monolithic Power Systems Inc 16% 26% 38% 1222 6109 No No
16 LH-RM Laboratory Corp of America Hol 16% 26% 37% 2309 11546 No No
17 AMP-RM Ameriprise Financial Inc 16% 27% 38% 2225 11123 No No
18 CE-RM Celanese Corp 16% 27% 38% 4034 20172 No No
19 FBHS-RM Fortune Brands Home & Security 16% 27% 39% 6445 32224 No No
20 HAS-RM Hasbro Inc 17% 27% 40% 6990 34948 No No
21 POOL-RM Pool Corp 15% 24% 35% 1201 6007 No No
22 ULTA-RM Ulta Beauty Inc 21% 34% 49% 1731 8655 No No
23 SIVB-RM SVB Financial Group 18% 30% 43% 923 4613 No No
24 WRB-RM W R Berkley Corp 14% 23% 33% 8450 42249 No No
25 ROK-RM Rockwell Automation Inc 14% 24% 34% 2052 10260 No No
26 CMG-RM Chipotle Mexican Grill Inc 19% 30% 44% 368 1842 No No
27 EMN-RM Eastman Chemical Co 15% 24% 35% 5924 29621 No No
28 XYL-RM Xylem Inc/NY 15% 24% 35% 5258 26292 No No
29 MCO-RM Moody's Corp 15% 25% 35% 1769 8845 No No
30 CDW-RM CDW Corp/DE 15% 25% 36% 3592 17960 No No
31 NDAQ-RM Nasdaq Inc 13% 22% 32% 3293 16466 No No
32 MTD-RM Mettler-Toledo International I 13% 22% 32% 448 2238 No No
33 URI-RM United Rentals Inc 21% 33% 48% 1792 8961 No No
34 IT-RM Gartner Inc 16% 26% 37% 2067 10336 No No
35 ORLY-RM O'Reilly Automotive Inc 16% 26% 37% 1058 5288 No No
36 ALGN-RM Align Technology Inc 21% 34% 49% 998 4990 No No
37 AVY-RM Avery Dennison Corp 14% 23% 33% 3048 15240 No No
38 FLT-RM FleetCor Technologies Inc 16% 26% 38% 2842 14210 No No
39 MLM-RM Martin Marietta Materials Inc 16% 27% 38% 1636 8180 No No
40 RJF-RM Raymond James Financial Inc 17% 27% 39% 6865 34326 No No
41 WHR-RM Whirlpool Corp 17% 27% 39% 2956 14782 No No
42 UHS-RM Universal Health Services Inc 17% 27% 39% 5246 26230 No No
43 AAP-RM Advance Auto Parts Inc 19% 31% 44% 2871 14357 No No
44 BR-RM Broadridge Financial Solutions 13% 21% 30% 3886 19432 No No
45 CRL-RM Charles River Laboratories Int 16% 25% 37% 1779 8893 No No
46 JKHY-RM Jack Henry & Associates Inc 13% 21% 30% 4351 21757 No No
47 IEX-RM IDEX Corp 13% 21% 31% 2920 14601 No No
48 TFX-RM Teleflex Inc 14% 23% 33% 2018 10090 No No
49 COO-RM Cooper Cos Inc/The 14% 23% 34% 1643 8216 No No
50 IPGP-RM IPG Photonics Corp 18% 30% 43% 4036 20178 No No
51 JBHT-RM JB Hunt Transport Services Inc 13% 22% 32% 3445 17227 No No
52 ODFL-RM Old Dominion Freight Line Inc 14% 24% 34% 1921 9603 No No
53 RMD-RM ResMed Inc 17% 27% 39% 2694 13468 No No
54 BIO-RM Bio-Rad Laboratories Inc 14% 23% 33% 908 4538 No No
55 MKTX-RM MarketAxess Holdings Inc 16% 26% 38% 1765 8826 No No
56 PKG-RM Packaging Corp of America 15% 25% 36% 5081 25404 No No
57 HII-RM Huntington Ingalls Industries 15% 24% 34% 3575 17873 No No
58 EFX-RM Equifax Inc 15% 24% 35% 2451 12253 No No
59 SNA-RM Snap-on Inc 15% 24% 35% 3102 15511 No No
60 IDXX-RM IDEXX Laboratories Inc 15% 24% 35% 1093 5463 No No
61 TSVT-RM 2seventy bio, Inc. 100% 100% 100% 2000 2001 No No
62 ABNB-RM Airbnb Inc 100% 100% 100% 2000 2001 No No
63 BNGO-RM Bionano Genomics Inc 100% 100% 100% 2000 2001 No No
64 GEVO-RM Gevo Inc 100% 100% 100% 2000 2001 No No
65 EQT-RM EQT Corp 100% 100% 100% 2000 2001 No No
66 BBBY-RM Bed Bath & Beyond Inc 100% 100% 100% 2000 2001 No No
67 VXRT-RM Vaxart Inc 100% 100% 100% 2000 2001 No No
68 MVIS-RM MicroVision Inc 100% 100% 100% 2000 2001 No No
69 DVA-RM DaVita Inc 16% 26% 38% 6487 32434 No No
70 RUN-RM Sunrun Inc 28% 44% 63% 11701 58505 No No
71 KDP-RM Keurig Dr Pepper Inc 15% 24% 35% 19242 96212 No No
72 ANET-RM Arista Networks Inc 21% 35% 49% 1305 6527 No No
73 ZBRA-RM Zebra Technologies Corp 19% 31% 44% 1160 5799 No No
74 TTD-RM Trade Desk Inc/The 30% 48% 69% 6841 34206 No No
75 DKNG-RM DraftKings Inc 100% 100% 100% 2000 2001 No No
76 SKLZ-RM Skillz Inc 100% 100% 100% 2000 2001 No No
77 LAZR-RM Luminar Technologies Inc 100% 100% 100% 2000 2001 No No
78 VUZI-RM Vuzix Corp 100% 100% 100% 2000 2001 No No
79 LYFT-RM Lyft Inc 100% 100% 100% 2000 2001 No No
80 RIDE-RM Lordstown Motors Corp 100% 100% 100% 2000 2001 No No
  1. Stress collateral scenarios:
Ticker Name Scen_UP Scen_DOWN
1 MSI-RM Motorola Solutions Inc 10% 8%
2 AZO-RM AutoZone Inc 10% 8%
3 VRSN-RM VeriSign Inc 9% 8%
4 DPZ-RM Domino's Pizza Inc 10% 8%
5 MRVL-RM Marvell Technology Inc 9% 7%
6 WAT-RM Waters Corp 0% 0%
7 TDG-RM TransDigm Group Inc 0% 0%
8 PCG-RM PG&E Corp 0% 0%
9 KD-RM Kyndryl Holdings, Inc. 0% 0%
10 CPNG-RM Coupang Inc 0% 0%
11 DBX-RM Dropbox Inc 13% 12%
12 MHK-RM Mohawk Industries Inc 14% 12%
13 QS-RM QuantumScape Corp 0% 0%
14 ON-RM ON Semiconductor Corp 11% 10%
15 MPWR-RM Monolithic Power Systems Inc 10% 9%
16 LH-RM Laboratory Corp of America Hol 10% 8%
17 AMP-RM Ameriprise Financial Inc 12% 10%
18 CE-RM Celanese Corp 9% 8%
19 FBHS-RM Fortune Brands Home & Security 10% 8%
20 HAS-RM Hasbro Inc 12% 10%
21 POOL-RM Pool Corp 9% 8%
22 ULTA-RM Ulta Beauty Inc 12% 11%
23 SIVB-RM SVB Financial Group 10% 8%
24 WRB-RM W R Berkley Corp 9% 8%
25 ROK-RM Rockwell Automation Inc 10% 9%
26 CMG-RM Chipotle Mexican Grill Inc 11% 10%
27 EMN-RM Eastman Chemical Co 10% 9%
28 XYL-RM Xylem Inc/NY 9% 7%
29 MCO-RM Moody's Corp 10% 9%
30 CDW-RM CDW Corp/DE 9% 8%
31 NDAQ-RM Nasdaq Inc 10% 8%
32 MTD-RM Mettler-Toledo International I 9% 7%
33 URI-RM United Rentals Inc 10% 8%
34 IT-RM Gartner Inc 10% 9%
35 ORLY-RM O'Reilly Automotive Inc 10% 8%
36 ALGN-RM Align Technology Inc 14% 12%
37 AVY-RM Avery Dennison Corp 10% 8%
38 FLT-RM FleetCor Technologies Inc 9% 8%
39 MLM-RM Martin Marietta Materials Inc 10% 9%
40 RJF-RM Raymond James Financial Inc 9% 7%
41 WHR-RM Whirlpool Corp 10% 9%
42 UHS-RM Universal Health Services Inc 11% 9%
43 AAP-RM Advance Auto Parts Inc 10% 9%
44 BR-RM Broadridge Financial Solutions 9% 8%
45 CRL-RM Charles River Laboratories Int 10% 8%
46 JKHY-RM Jack Henry & Associates Inc 9% 8%
47 IEX-RM IDEX Corp 9% 7%
48 TFX-RM Teleflex Inc 10% 9%
49 COO-RM Cooper Cos Inc/The 9% 7%
50 IPGP-RM IPG Photonics Corp 11% 9%
51 JBHT-RM JB Hunt Transport Services Inc 9% 7%
52 ODFL-RM Old Dominion Freight Line Inc 9% 7%
53 RMD-RM ResMed Inc 11% 9%
54 BIO-RM Bio-Rad Laboratories Inc 9% 8%
55 MKTX-RM MarketAxess Holdings Inc 9% 7%
56 PKG-RM Packaging Corp of America 9% 7%
57 HII-RM Huntington Ingalls Industries 10% 8%
58 EFX-RM Equifax Inc 10% 9%
59 SNA-RM Snap-on Inc 9% 7%
60 IDXX-RM IDEXX Laboratories Inc 10% 8%
61 TSVT-RM 2seventy bio, Inc. 0% 0%
62 ABNB-RM Airbnb Inc 0% 0%
63 BNGO-RM Bionano Genomics Inc 0% 0%
64 GEVO-RM Gevo Inc 0% 0%
65 EQT-RM EQT Corp 0% 0%
66 BBBY-RM Bed Bath & Beyond Inc 0% 0%
67 VXRT-RM Vaxart Inc 0% 0%
68 MVIS-RM MicroVision Inc 0% 0%
69 DVA-RM DaVita Inc 8% 6%
70 RUN-RM Sunrun Inc 13% 12%
71 KDP-RM Keurig Dr Pepper Inc 9% 8%
72 ANET-RM Arista Networks Inc 12% 10%
73 ZBRA-RM Zebra Technologies Corp 10% 9%
74 TTD-RM Trade Desk Inc/The 19% 18%
75 DKNG-RM DraftKings Inc 0% 0%
76 SKLZ-RM Skillz Inc 0% 0%
77 LAZR-RM Luminar Technologies Inc 0% 0%
78 VUZI-RM Vuzix Corp 0% 0%
79 LYFT-RM Lyft Inc 0% 0%
80 RIDE-RM Lordstown Motors Corp 0% 0%
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