Risk Parameters

Initial margin rates and concentration limits for Securities Market

Asset Minimum Initial Margin, Level 1, % Minimum Initial Margin, Level 2, % Minimum Initial Margin,Level 3, % Concentration Limit, Level 1,of securities Concentration Limit, Level 2,of securities
AAL-RM 100.00 100.00 100.00 49 735 248 677
AAPL-RM 14.00 22.00 31.00 6 040 30 200
ABBV-RM 15.00 24.00 34.00 7 757 38 787
ABRD 100.00 100.00 100.00 2 000 2 001
ABT-RM 12.00 19.00 27.00 5 768 28 840
ACKO 100.00 100.00 100.00 2 000 2 001
ADBE-RM 14.00 22.00 31.00 1 352 6 762
AFKS 35.00 49.00 78.00 9 215 200 46 076 000
AFLT 17.00 23.00 34.00 5 114 300 25 571 500
AGRO 50.00 71.00 95.00 16 483 82 415
AKCH 100.00 100.00 100.00 2 000 2 001
AKEU 27.00 40.00 100.00 20 000 100 000
AKMB 100.00 100.00 100.00 2 000 2 001
AKME 100.00 100.00 100.00 2 000 2 001
AKNX 28.00 39.00 100.00 20 000 100 000
AKRN 50.00 71.00 95.00 3 010 15 050
AKSP 27.00 39.00 100.00 20 000 100 000
ALBK 100.00 100.00 100.00 2 000 2 001
ALNU 100.00 100.00 100.00 2 000 2 001
ALRS 17.00 23.00 34.00 3 796 908 18 984 540
AMAT-RM 16.00 25.00 36.00 5 961 29 807
AMD-RM 24.00 38.00 54.00 8 220 41 100
AMEM 100.00 100.00 100.00 2 000 2 001
AMEZ 100.00 100.00 100.00 2 000 2 001
AMGN-RM 13.00 21.00 30.00 2 732 13 660
AMRE 100.00 100.00 100.00 2 000 2 001
AMUNIBB2AER2 100.00 100.00 100.00 2 000 2 001
AMVF 100.00 100.00 100.00 2 000 2 001
AMZN-RM 16.00 25.00 36.00 220 1 100
APTK 70.00 80.00 95.00 735 600 3 678 000
AQUA 100.00 100.00 100.00 2 000 2 001
ARSA 100.00 100.00 100.00 2 000 2 001
ASSB 100.00 100.00 100.00 2 000 2 001
ATAD-ME 37.00 52.00 83.00 82 946 414 732
ATVI-RM 15.00 24.00 34.00 8 310 41 550
AVAN 100.00 100.00 100.00 2 000 2 001
AVGO-RM 16.00 25.00 36.00 1 752 8 758
BA-RM 31.00 49.00 69.00 3 870 19 350
BABA-RM 15.00 24.00 34.00 8 540 42 708
BANE 35.00 49.00 78.00 6 000 30 000
BANEP 35.00 49.00 78.00 23 200 116 000
BCSB 100.00 100.00 100.00 2 000 2 001
BELU 100.00 100.00 100.00 2 000 2 001
BIDU-RM 17.00 27.00 38.00 4 923 24 613
BIIB-RM 17.00 27.00 38.00 2 451 12 257
BISV 100.00 100.00 100.00 2 000 2 001
BISVP 100.00 100.00 100.00 2 000 2 001
BKNG-RM 16.00 26.00 36.00 330 1 650
BKR-RM 18.00 29.00 41.00 32 341 161 705
BLNG 100.00 100.00 100.00 2 000 2 001