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27 May 2021 Risk parameters for new shares
New shares will be accepted to margin trading starting from June 1, 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 |
SCCO-RM |
Southern Copper Corporation |
16% |
26% |
36% |
8 855 |
44 275 |
No |
No |
|
2 |
GS-RM |
GOLDMAN SACHS GROUP INC |
15% |
24% |
34% |
1 860 |
9 300 |
No |
No |
|
3 |
BAC-RM |
BANK OF AMERICA CORP |
18% |
29% |
41% |
16 080 |
80 400 |
No |
No |
|
4 |
MOS-RM |
Mosaic |
18% |
29% |
41% |
18 589 |
92 945 |
No |
No |
|
5 |
CF-RM |
CF Industries Holdings Inc |
18% |
29% |
41% |
12 423 |
62 115 |
No |
No |
|
6 |
VIAC-RM |
ViacomCBS Inc |
19% |
31% |
43% |
16 881 |
84 405 |
No |
No |
|
7 |
MS-RM |
Morgan Stanley |
20% |
32% |
45% |
7 795 |
38 975 |
No |
No |
|
8 |
ZM-RM |
Zoom Video Communications Inc |
31% |
50% |
70% |
2 167 |
10 835 |
No |
No |
|
9 |
MOMO-RM |
Momo Inc |
25% |
40% |
56% |
47 243 |
236 215 |
No |
No |
|
10 |
BLK-RM |
BLACKROCK INC |
14% |
23% |
32% |
807 |
4 035 |
No |
No |
|
11 |
WDC-RM |
Western Digital |
19% |
31% |
43% |
9 260 |
46 300 |
No |
No |
|
12 |
SQ-RM |
Square Inc |
26% |
42% |
59% |
3 337 |
16 685 |
No |
No |
|
13 |
EHTH-RM |
eHealth Inc |
38% |
61% |
85% |
10 680 |
53 400 |
No |
No |
|
14 |
PLTR-RM |
Palantir Technologies Inc |
50% |
80% |
100% |
31 918 |
159 590 |
No |
No |
|
15 |
INCY-RM |
Incyte |
22% |
35% |
50% |
8 290 |
41 450 |
No |
No |
|
16 |
SPLK-RM |
Splunk Inc |
25% |
40% |
56% |
5 874 |
29 370 |
No |
No |
|
17 |
MSTR-RM |
MicroStrategy Incorporated |
29% |
46% |
65% |
1 391 |
6 955 |
No |
No |
|
18 |
SPCE-RM |
Virgin Galactic Holdings Inc |
39% |
62% |
88% |
39 301 |
196 505 |
No |
No |
|
19 |
GTHX-RM |
G1 Therapeutics Inc |
70% |
80% |
90% |
31 843 |
159 215 |
No |
No |
|
20 |
ZYNE-RM |
Zynerba Pharmaceuticals Inc |
100% |
100% |
100% |
144 241 |
721 205 |
No |
No |
- Stress collateral scenarios:
|
№ |
Ticker |
Name |
Scen_UP |
Scen_DOWN |
|
1 |
SCCO-RM |
Southern Copper Corporation |
9% |
7% |
|
2 |
GS-RM |
GOLDMAN SACHS GROUP INC |
10% |
8% |
|
3 |
BAC-RM |
BANK OF AMERICA CORP |
9% |
7% |
|
4 |
MOS-RM |
Mosaic |
13% |
11% |
|
5 |
CF-RM |
CF Industries Holdings Inc |
9% |
7% |
|
6 |
VIAC-RM |
ViacomCBS Inc |
14% |
12% |
|
7 |
MS-RM |
Morgan Stanley |
7% |
5% |
|
8 |
ZM-RM |
Zoom Video Communications Inc |
22% |
20% |
|
9 |
MOMO-RM |
Momo Inc |
14% |
12% |
|
10 |
BLK-RM |
BLACKROCK INC |
10% |
8% |
|
11 |
WDC-RM |
Western Digital |
12% |
10% |
|
12 |
SQ-RM |
Square Inc |
10% |
8% |
|
13 |
EHTH-RM |
eHealth Inc |
6% |
4% |
|
14 |
PLTR-RM |
Palantir Technologies Inc |
2% |
0% |
|
15 |
INCY-RM |
Incyte |
9% |
7% |
|
16 |
SPLK-RM |
Splunk Inc |
11% |
9% |
|
17 |
MSTR-RM |
MicroStrategy Incorporated |
7% |
5% |
|
18 |
SPCE-RM |
Virgin Galactic Holdings Inc |
5% |
3% |
|
19 |
GTHX-RM |
G1 Therapeutics Inc |
0% |
0% |
|
20 |
ZYNE-RM |
Zynerba Pharmaceuticals Inc |
0% |
0% |