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25.01.2022 14:41

Risk parameters for new shares

New shares will be accepted to margin trading starting from February 1, 2022. 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 ARMK-RM Aramark 20% 32% 45% 17872 89360 No No
2 BLMN-RM Bloomin' Brands Inc 23% 36% 51% 30969 154844 No No
3 HRB-RM H&R Block Inc 25% 39% 55% 29582 147908 No No
4 NAVI-RM Navient Corp 35% 50% 75% 29825 149123 No No
5 OI-RM O-I Glass Inc 43% 68% 95% 45781 228905 No No
6 SFIX-RM Stitch Fix Inc 39% 61% 86% 39383 196913 No No
7 APP-RM APPLOVIN CORP 70% 80% 95% 8275 41372 No No
8 ZIP-RM ZIPRECRUITER, INC. 70% 80% 95% 27504 137517 No No
9 RVLV-RM REVOLVE GROUP, INC. 29% 45% 64% 14039 70191 No No
10 BILL-RM Bill.com Holdings Inc 36% 57% 80% 3610 18048 No No
11 CARG-RM CARGURUS, INC. 21% 33% 47% 20469 102341 No No
12 WSC-RM WillScot Mobile Mini Holdings 21% 32% 46% 17030 85147 No No
13 DT-RM Dynatrace Inc 24% 37% 52% 12453 62263 No No
14 TWOU-RM 2U Inc 25% 40% 56% 39791 198951 No No
15 YETI-RM YETI HOLDINGS, INC. 23% 36% 51% 9237 46182 No No
16 TMHC-RM TAYLOR MORRISON HOME CORP 23% 36% 51% 19938 99688 No No
17 WSM-RM WILLIAMS SONOMA INC 20% 31% 44% 4447 22231 No No
18 CROX-RM Crocs Inc 26% 40% 57% 5336 26676 No No
19 TPH-RM TRI POINTE GROUP, INC. 20% 31% 44% 24981 124905 No No
20 IIVI-RM II-VI Inc 23% 35% 50% 9202 46007 No No
21 CHX-RM ChampionX Corp 35% 50% 75% 26608 133039 No No
22 SSNC-RM SS&C TECHNOLOGIES HOLDINGS INC 16% 25% 36% 7829 39143 No No
23 WDAY-RM Workday Inc 19% 30% 42% 2571 12854 No No
24 FLO-RM FLOWERS FOODS INC 15% 24% 34% 22489 112445 No No
25 FL-RM Foot Locker Inc 20% 31% 44% 15071 75352 No No
26 CC-RM CHEMOURS CO 28% 44% 62% 18080 90398 No No
27 DAR-RM Darling Ingredients Inc 19% 30% 43% 9951 49753 No No
28 TDS-RM TELEPHONE & DATA SYSTEMS INC /DE/ 19% 29% 41% 31705 158524 No No
29 MDRX-RM Allscripts Healthcare Solution 22% 34% 48% 36564 182817 No No
30 GNTX-RM Gentex Corp 15% 24% 33% 18349 91742 No No
31 OGE-RM OGE Energy Corp 15% 23% 32% 17204 86020 No No
32 TDC-RM Teradata Corp 39% 62% 87% 14926 74630 No No
33 ANF-RM Abercrombie & Fitch Co 26% 41% 57% 19150 95746 No No
34 SJI-RM South Jersey Industries Inc 16% 25% 35% 25116 125577 No No
35 VIRT-RM Virtu Financial Inc 19% 29% 41% 22489 112445 No No
36 KNX-RM Knight-Swift Transportation Ho 17% 27% 38% 11512 57559 No No
37 TGNA-RM TEGNA Inc 18% 28% 39% 33682 168406 No No
38 XPO-RM XPO LOGISTICS, INC. 23% 35% 50% 9285 46425 No No
39 NCR-RM NCR CORP 30% 47% 67% 15293 76463 No No
40 SHLS-RM Shoals Technologies Group Inc 100% 100% 100% 2000 2001 No No
41 W-RM Wayfair Inc 100% 100% 100% 2000 2001 No No
42 COUR-RM Coursera Inc 100% 100% 100% 2000 2001 No No
43 WW-RM WW International Inc 100% 100% 100% 2000 2001 No No
44 PLAY-RM Dave & Buster's Entertainment 100% 100% 100% 2000 2001 No No
45 XM-RM Qualtrics International Inc 100% 100% 100% 2000 2001 No No
46 GDDY-RM GODADDY INC. 100% 100% 100% 2000 2001 No No
47 PLNT-RM PLANET FITNESS, INC. 100% 100% 100% 2000 2001 No No
48 FNF-RM Fidelity National Financial Inc 16% 26% 36% 11702 58507 No No
49 URBN-RM Urban Outfitters Inc 21% 33% 46% 23224 116120 No No
50 LSCC-RM Lattice Semiconductor Corp 22% 34% 48% 10193 50963 No No
51 NYT-RM New York Times Co/The 17% 26% 37% 15190 75947 No No
52 OKTA-RM Okta Inc 20% 31% 44% 3199 15992 No No
53 TWNK-RM Hostess Brands Inc 14% 23% 32% 32237 161182 No No
54 SKX-RM Skechers USA Inc 24% 37% 52% 14984 74920 No No
55 LULU-RM LULULEMON ATHLETICA INC. 21% 32% 45% 1988 9937 No No
56 TTCF-RM Tattooed Chef Inc 33% 50% 73% 47067 235332 No No
57 SI-RM Silvergate Capital Corp 37% 58% 82% 4733 23661 No No
58 BJ-RM BJ's Wholesale Club Holdings I 30% 46% 65% 10748 53736 No No
59 BGS-RM B&G FOODS, INC. 39% 61% 87% 19475 97372 No No
60 PFGC-RM Performance Food Group Co 55% 80% 95% 13600 68000 No No
61 SLDB-RM SOLID BIOSCIENCES INC. 100% 100% 100% 2000 2001 No No
62 VMEO-RM Vimeo Inc 70% 80% 95% 44504 222516 No No
63 ZS-RM Zscaler Inc 100% 100% 100% 2000 2001 No No
64 CARA-RM Cara Therapeutics Inc 100% 100% 100% 2000 2001 No No
65 FGEN-RM FibroGen Inc 100% 100% 100% 2000 2001 No No
66 CVNA-RM Carvana Co 100% 100% 100% 2000 2001 No No
67 EXAS-RM Exact Sciences Corp 100% 100% 100% 2000 2001 No No
68 EGHT-RM 8X8 INC /DE/ 100% 100% 100% 2000 2001 No No
69 EDIT-RM Editas Medicine Inc 100% 100% 100% 2000 2001 No No
70 NTLA-RM Intellia Therapeutics Inc 100% 100% 100% 2000 2001 No No
71 UPWK-RM Upwork Inc 100% 100% 100% 2000 2001 No No
72 PD-RM PagerDuty Inc 100% 100% 100% 2000 2001 No No
73 SMAR-RM SMARTSHEET INC 100% 100% 100% 2000 2001 No No
74 ANGI-RM Angi Inc 100% 100% 100% 2000 2001 No No
75 CHGG-RM Chegg Inc 100% 100% 100% 2000 2001 No No
76 IONS-RM Ionis Pharmaceuticals Inc 100% 100% 100% 2000 2001 No No
77 PRTS-RM CARPARTS.COM, INC. 100% 100% 100% 2000 2001 No No
78 COUP-RM Coupa Software Inc 100% 100% 100% 2000 2001 No No
79 FIVN-RM FIVE9, INC. 100% 100% 100% 2000 2001 No No
80 YEXT-RM YEXT, INC. 100% 100% 100% 2000 2001 No No
  1. Stress collateral scenarios:
№ Ticker Name Scen_UP Scen_DOWN
1 ARMK-RM Aramark 14% 12%
2 BLMN-RM Bloomin' Brands Inc 15% 13%
3 HRB-RM H&R Block Inc 4% 2%
4 NAVI-RM Navient Corp 0% 0%
5 OI-RM O-I Glass Inc 0% 0%
6 SFIX-RM Stitch Fix Inc 10% 8%
7 APP-RM APPLOVIN CORP 0% 0%
8 ZIP-RM ZIPRECRUITER, INC. 0% 0%
9 RVLV-RM REVOLVE GROUP, INC. 12% 10%
10 BILL-RM Bill.com Holdings Inc 9% 7%
11 CARG-RM CARGURUS, INC. 12% 10%
12 WSC-RM WillScot Mobile Mini Holdings 13% 11%
13 DT-RM Dynatrace Inc 15% 13%
14 TWOU-RM 2U Inc 16% 14%
15 YETI-RM YETI HOLDINGS, INC. 12% 10%
16 TMHC-RM TAYLOR MORRISON HOME CORP 15% 13%
17 WSM-RM WILLIAMS SONOMA INC 11% 9%
18 CROX-RM Crocs Inc 14% 12%
19 TPH-RM TRI POINTE GROUP, INC. 13% 11%
20 IIVI-RM II-VI Inc 10% 8%
21 CHX-RM ChampionX Corp 22% 20%
22 SSNC-RM SS&C TECHNOLOGIES HOLDINGS INC 11% 9%
23 WDAY-RM Workday Inc 9% 7%
24 FLO-RM FLOWERS FOODS INC 11% 9%
25 FL-RM Foot Locker Inc 13% 11%
26 CC-RM CHEMOURS CO 12% 10%
27 DAR-RM Darling Ingredients Inc 10% 8%
28 TDS-RM TELEPHONE & DATA SYSTEMS INC /DE/ 10% 8%
29 MDRX-RM Allscripts Healthcare Solution 10% 8%
30 GNTX-RM Gentex Corp 10% 8%
31 OGE-RM OGE Energy Corp 10% 8%
32 TDC-RM Teradata Corp 0% 0%
33 ANF-RM Abercrombie & Fitch Co 12% 10%
34 SJI-RM South Jersey Industries Inc 12% 10%
35 VIRT-RM Virtu Financial Inc 13% 11%
36 KNX-RM Knight-Swift Transportation Ho 12% 10%
37 TGNA-RM TEGNA Inc 12% 10%
38 XPO-RM XPO LOGISTICS, INC. 12% 10%
39 NCR-RM NCR CORP 2% 0%
40 SHLS-RM Shoals Technologies Group Inc 0% 0%
41 W-RM Wayfair Inc 0% 0%
42 COUR-RM Coursera Inc 0% 0%
43 WW-RM WW International Inc 0% 0%
44 PLAY-RM Dave & Buster's Entertainment 0% 0%
45 XM-RM Qualtrics International Inc 0% 0%
46 GDDY-RM GODADDY INC. 0% 0%
47 PLNT-RM PLANET FITNESS, INC. 0% 0%
48 FNF-RM Fidelity National Financial Inc 11% 9%
49 URBN-RM Urban Outfitters Inc 11% 9%
50 LSCC-RM Lattice Semiconductor Corp 11% 9%
51 NYT-RM New York Times Co/The 10% 8%
52 OKTA-RM Okta Inc 11% 9%
53 TWNK-RM Hostess Brands Inc 11% 9%
54 SKX-RM Skechers USA Inc 13% 11%
55 LULU-RM LULULEMON ATHLETICA INC. 11% 9%
56 TTCF-RM Tattooed Chef Inc 6% 4%
57 SI-RM Silvergate Capital Corp 13% 11%
58 BJ-RM BJ's Wholesale Club Holdings I 7% 5%
59 BGS-RM B&G FOODS, INC. 0% 0%
60 PFGC-RM Performance Food Group Co 0% 0%
61 SLDB-RM SOLID BIOSCIENCES INC. 0% 0%
62 VMEO-RM Vimeo Inc 0% 0%
63 ZS-RM Zscaler Inc 0% 0%
64 CARA-RM Cara Therapeutics Inc 0% 0%
65 FGEN-RM FibroGen Inc 0% 0%
66 CVNA-RM Carvana Co 0% 0%
67 EXAS-RM Exact Sciences Corp 0% 0%
68 EGHT-RM 8X8 INC /DE/ 0% 0%
69 EDIT-RM Editas Medicine Inc 0% 0%
70 NTLA-RM Intellia Therapeutics Inc 0% 0%
71 UPWK-RM Upwork Inc 0% 0%
72 PD-RM PagerDuty Inc 0% 0%
73 SMAR-RM SMARTSHEET INC 0% 0%
74 ANGI-RM Angi Inc 0% 0%
75 CHGG-RM Chegg Inc 0% 0%
76 IONS-RM Ionis Pharmaceuticals Inc 0% 0%
77 PRTS-RM CARPARTS.COM, INC. 0% 0%
78 COUP-RM Coupa Software Inc 0% 0%
79 FIVN-RM FIVE9, INC. 0% 0%
80 YEXT-RM YEXT, INC. 0% 0%
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01.02.2022