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29 April 2021 Risk parameters for new shares
New shares will be accepted to margin trading starting from May 4, 2021. From this date on, risk parameters will be applied according to the table below.
- 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 |
ANTM-RM |
Anthem Inc. |
15% |
24% |
34% |
1 769 |
8 843 |
No |
No |
|
2 |
APA-RM |
APA Corporation |
33% |
52% |
74% |
35 712 |
178 556 |
No |
No |
|
3 |
CVS-RM |
CVS Health Corporation |
14% |
22% |
31% |
8 790 |
43 946 |
No |
No |
|
4 |
CI-RM |
Cigna Corporation |
15% |
24% |
34% |
2 652 |
13 259 |
No |
No |
|
5 |
DXCM-RM |
DexCom, Inc. |
22% |
35% |
49% |
1 600 |
7 999 |
No |
No |
|
6 |
DG-RM |
Dollar General Corporation |
14% |
22% |
31% |
3 152 |
15 760 |
No |
No |
|
7 |
ECL-RM |
Ecolab Inc. |
13% |
21% |
29% |
2 926 |
14 627 |
No |
No |
|
8 |
GT-RM |
Goodyear Tire & Rubber Company |
26% |
41% |
58% |
37 008 |
185 039 |
No |
No |
|
9 |
HPE-RM |
Hewlett Packard Enterprise |
17% |
27% |
38% |
40 971 |
204 855 |
No |
No |
|
10 |
INTU-RM |
Intuit Inc. |
14% |
22% |
31% |
1 604 |
8 018 |
No |
No |
|
11 |
ISRG-RM |
Intuitive Surgical, Inc. |
16% |
25% |
36% |
770 |
3 848 |
No |
No |
|
12 |
LUMN-RM |
Lumen Technologies, Inc. |
23% |
36% |
51% |
51 140 |
255 696 |
No |
No |
|
13 |
MNST-RM |
Monster Beverage Corporation |
16% |
25% |
36% |
6 892 |
34 460 |
No |
No |
|
14 |
NLOK-RM |
NortonLifeLock Inc. |
21% |
33% |
47% |
29 502 |
147 508 |
No |
No |
|
15 |
SAP-RM |
SAP SE |
13% |
21% |
29% |
4 665 |
23 324 |
No |
No |
|
16 |
LUV-RM |
Southwest Airlines Co. |
21% |
33% |
47% |
10 784 |
53 919 |
No |
No |
|
17 |
TJX-RM |
The TJX Companies, Inc. |
14% |
22% |
31% |
9 618 |
48 086 |
No |
No |
|
18 |
TSN-RM |
Tyson Foods, Inc. |
15% |
24% |
34% |
8 536 |
42 679 |
No |
No |
|
19 |
VNT-RM |
Vontier Corporation |
22% |
35% |
49% |
21 317 |
106 581 |
No |
No |
- Stress collateral scenarios:
|
№ |
Ticker |
Name |
Scen_UP |
Scen_DOWN |
|
1 |
ANTM-RM |
Anthem Inc. |
10% |
8% |
|
2 |
APA-RM |
APA Corporation |
8% |
6% |
|
3 |
CVS-RM |
CVS Health Corporation |
8% |
6% |
|
4 |
CI-RM |
Cigna Corporation |
10% |
8% |
|
5 |
DXCM-RM |
DexCom, Inc. |
13% |
11% |
|
6 |
DG-RM |
Dollar General Corporation |
9% |
7% |
|
7 |
ECL-RM |
Ecolab Inc. |
10% |
8% |
|
8 |
GT-RM |
Goodyear Tire & Rubber Company |
5% |
3% |
|
9 |
HPE-RM |
Hewlett Packard Enterprise |
10% |
8% |
|
10 |
INTU-RM |
Intuit Inc. |
9% |
7% |
|
11 |
ISRG-RM |
Intuitive Surgical, Inc. |
10% |
8% |
|
12 |
LUMN-RM |
Lumen Technologies, Inc. |
6% |
4% |
|
13 |
MNST-RM |
Monster Beverage Corporation |
12% |
10% |
|
14 |
NLOK-RM |
NortonLifeLock Inc. |
9% |
7% |
|
15 |
SAP-RM |
SAP SE |
10% |
8% |
|
16 |
LUV-RM |
Southwest Airlines Co. |
5% |
3% |
|
17 |
TJX-RM |
The TJX Companies, Inc. |
10% |
8% |
|
18 |
TSN-RM |
Tyson Foods, Inc. |
10% |
8% |
|
19 |
VNT-RM |
Vontier Corporation |
8% |
6% |